IMC seeks driven graduates to apply quantitative techniques and develop ultra-low-latency trading strategies in a cutting-edge technology environment.
Your Role
Key responsibilities include:
- Perform quantitative research with large datasets to understand exchange technology.
- Design novel strategies to optimize IMC’s liquidity taking and quoting strategies for exchange microstructure.
- Develop AI agents, ETL pipelines, and algorithms in Python to optimize ultra-low-latency trading strategies.
- Reverse-engineer and stress-test network and systems programming technologies to gain a deep understanding.
- Collaborate closely with Traders and Hardware and Software Engineers to implement ideas.
About You
The company is looking for:
- Current university student graduating between September 2025 and July 2026 in Computer Science, Engineering, or a related technology field.
- Proficiency in at least one programming language.
- Highly motivated to compete and succeed in a competitive market.
- Experience with statistical modeling, machine learning, or network technology is a plus.
- Strong communication and collaboration skills with a desire to work cross-functionally across trading and engineering teams.
- Interest in Financial Markets; previous knowledge is not required.
- Availability for full-time employment starting August 2026.
Compensation & Benefits
- Base salary: $200,000.
- Eligibility for discretionary bonus.
- Benefits include paid leave and insurance.
How to Apply
- Submit your application according to the company's guidelines, ensuring that all required information is included.
- You may submit one application per role each year, focusing on the role that best matches your skills and interests.
- Multiple applications are allowed, but evaluated separately.
- Reapplication is permitted in the next recruitment season if not selected.
This job may close before the stated closing date, you are encouraged to apply as soon as possible.
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