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IMC is looking for experienced quant researchers to develop high to mid frequency delta one trading strategies and predictive models for the APAC markets. If you’re excited about helping to push the boundaries of what we can do with Machine Learning in trading, unlocking the significant edges we have in execution, and collaborating to become the best trading firm worldwide, this may be the role for you. You will be responsible for performing large scale data analysis to derive statistically profitable predictions of market behaviour. These predictions are used to inform all of our trading, and improvements have a high and visible impact across the office. You will also help to shape the direction we take across research and tooling. We have longstanding and significant edges across market access, global reach, Options understanding and low latency. The rapid growth we’ve already seen in Machine Learning has unlocked these edges, and some of the most interesting and impactful problems are now being tackled. You will work as part of an established and growing research team, collaborating closely with traders, software and hardware developers to find improvements to our models and see them impact our production results. IMC competes and wins as a team, with open idea sharing and collaboration across disciplines, desks and offices. Your Core Responsibilities: Leverage deep learning techniques to improve prediction quality in a trading context Collaborate with feature engineers and traders, to help ensure the feature set is crafted and used to maximum effect Develop and improve sampling, weighting, cost, target, hyperparameters and network architecture to suit a range of problems and data presentations Push the team forward, by keeping abreast of the latest developments in industry and academia, and tackling some of the hardest problems we have in the quant space Mentor and grow the skills of more junior colleagues in the space, and clearly and simply explain complex concepts Apply understanding of distributed computing, and how to align training hardware and approach to rapidly achieve strong results on very large datasets Your Skills and Experience: Graduate & Postgraduate study from top universities, majoring in machine learning, statistics, or STEM subjects 3+ years experience as a quantitative modeller, with specific experience in the high to mid frequency delta one space. Have a proven track record of developing and improving deep learning models with proven outperformance in production Strong programming experience in at least one language, and mainstream deep learning framework (TensorFlow, PyTorch or other) Deep understanding of the strengths & weaknesses of CNN, RNN, LSTM and transformers About Us IMC is a research-driven trading firm where quantitative modeling, machine learning, and engineering shape how modern markets are traded. A stabilizing force in markets since 1989, we provide liquidity across trading venues, delivering the best outcome in value and risk management to investors. Using our own technology and capital, we build proprietary systems and algorithms that operate across global markets. Our researchers, traders, and engineers work as a collective, combining rapid experimentation, advanced infrastructure, and real-time feedback to turn insight into execution and execution into advantage.

IMC is looking for experienced quant researchers to develop high to mid frequency delta one trading strategies and predictive models for the APAC markets. If you’re excited about helping to push the boundaries of what we can do with Machine Learning in trading, unlocking the significant edges we have in execution, and collaborating to become the best trading firm worldwide, this may be the role for you. You will be responsible for performing large scale data analysis to derive statistically profitable predictions of market behaviour. These predictions are used to inform all of our trading, and improvements have a high and visible impact across the office. You will also help to shape the direction we take across research and tooling. We have longstanding and significant edges across market access, global reach, Options understanding and low latency. The rapid growth we’ve already seen in Machine Learning has unlocked these edges, and some of the most interesting and impactful problems are now being tackled. You will work as part of an established and growing research team, collaborating closely with traders, software and hardware developers to find improvements to our models and see them impact our production results. IMC competes and wins as a team, with open idea sharing and collaboration across disciplines, desks and offices. Your Core Responsibilities: Leverage deep learning techniques to improve prediction quality in a trading context Collaborate with feature engineers and traders, to help ensure the feature set is crafted and used to maximum effect Develop and improve sampling, weighting, cost, target, hyperparameters and network architecture to suit a range of problems and data presentations Push the team forward, by keeping abreast of the latest developments in industry and academia, and tackling some of the hardest problems we have in the quant space Mentor and grow the skills of more junior colleagues in the space, and clearly and simply explain complex concepts Apply understanding of distributed computing, and how to align training hardware and approach to rapidly achieve strong results on very large datasets Your Skills and Experience: Graduate & Postgraduate study from top universities, majoring in machine learning, statistics, or STEM subjects 3+ years experience as a quantitative modeller, with specific experience in the high to mid frequency delta one space. Have a proven track record of developing and improving deep learning models with proven outperformance in production Strong programming experience in at least one language, and mainstream deep learning framework (TensorFlow, PyTorch or other) Deep understanding of the strengths & weaknesses of CNN, RNN, LSTM and transformers About Us IMC is a research-driven trading firm where quantitative modeling, machine learning, and engineering shape how modern markets are traded. A stabilizing force in markets since 1989, we provide liquidity across trading venues, delivering the best outcome in value and risk management to investors. Using our own technology and capital, we build proprietary systems and algorithms that operate across global markets. Our researchers, traders, and engineers work as a collective, combining rapid experimentation, advanced infrastructure, and real-time feedback to turn insight into execution and execution into advantage.

Our Machine Learning Internship is designed for curious, ambitious researchers who want to apply machine learning to complex, real-world problems. Over 10 weeks, you'll work alongside experienced researchers and mentors to develop models, analyze large-scale datasets, and contribute to research that informs IMC's trading strategies across global equities, futures, and options markets. You'll begin with a week of engaging, classroom-based learning in the proprietary trading landscape, then gain hands-on experience designing experiments, evaluating novel approaches, and tackling challenging problems in a collaborative, fast-paced environment where your work can have real-world impact. Split between our Amsterdam headquarters and time at our London office, the program also gives you the chance to broaden your network across IMC's regions. Throughout the program, you'll deepen your understanding of quantitative trading through a combination of classroom and on-desk training, while benefiting from professional development and networking opportunities. You'll receive comprehensive support from dedicated internship trainers and a one-on-one mentor to guide you in your work and professional development. We offer a highly competitive compensation package, including fully-furnished corporate accommodation and catered meals. High-performing interns may be considered for a full-time Graduate Researcher position upon graduation. Your Core Responsibilities: Conduct hands-on research to design, develop, and apply original machine learning algorithms, with the support to explore and innovate Analyze large-scale datasets, develop predictive models, and evaluate novel approaches to complex market problems Develop your research skills through hands-on project work, mentorship, and regular feedback from experienced researchers Enhance your understanding of quantitative trading through classroom-based instruction in options theory, market making, and related topics Your Skills and Experience: Currently in your penultimate year of study, graduating in 2028 A minimum of an MSc in Machine Learning, Statistics, Deep Learning, Probabilistic Programming, or a related quantitative field Strong foundations in statistics and machine learning, with a demonstrated research track record in ML, deep learning, or another quantitative field Proficiency in Python and core machine learning frameworks such as PyTorch Desirable: publications in respected journals covering deep learning or time-series modeling No prior finance knowledge or experience required Ability to start the internship on the last week of June 2027 You may submit one application per role each year. We strongly encourage you to focus on applying to a single role that best matches your skills and interests. Though you may apply to multiple roles, please note that each application will be evaluated based on the specific criteria established for that particular role. If you have already applied for this position during the current recruitment season and were not selected, you may reapply when the next recruitment season begins in August 2027. We encourage you to focus on enhancing your skillset before reapplying. Please note that IMC's internship program duration is less than 90 days, which unfortunately does not qualify for a Highly Skilled Migrant visa. Because of this and current regulations with the Immigratie en Naturalisatiedienst (IND), IMC is unable to obtain immigration sponsorship for candidates who currently have citizenship from Russia, Belarus or Iran, and attend university in one of the aforementioned countries. We greatly appreciate your understanding and hope to consider you for future opportunities. If you have citizenship from Ukraine, you will need to confirm that you currently hold a biometric passport so that IMC can obtain the correct immigration sponsorship for you. Please confirm by emailing CampusEU@imc.com . If you are currently residing or attending university outside of Russia, Belarus, or Iran, and have existing work authorisation in the Netherlands or are eligible to work without sponsorship, we encourage you to apply and inform our campus recruitment team of your situation: CampusEU@imc.com . About Us IMC is a research-driven trading firm where quantitative modeling, machine learning, and engineering shape how modern markets are traded. A stabilizing force in markets since 1989, we provide liquidity across trading venues, delivering the best outcome in value and risk management to investors. Using our own technology and capital, we build proprietary systems and algorithms that operate across global markets. Our researchers, traders, and engineers work as a collective, combining rapid experimentation, advanced infrastructure, and real-time feedback to turn insight into execution and execution into advantage.

Our Machine Learning Internship is designed for curious, ambitious researchers who want to apply machine learning to complex, real-world problems. Over 10–12 weeks, you'll work alongside experienced researchers and mentors to develop models, analyze large-scale datasets, and contribute to research that informs IMC's trading strategies across global equities, futures, and options markets. You'll gain hands-on experience designing experiments, evaluating novel approaches, and tackling challenging problems in a collaborative, fast-paced environment where your work can have real-world impact. Throughout the program, you'll deepen your understanding of quantitative trading through a combination of classroom and on desk training, while benefiting from professional development and networking opportunities. We offer a highly competitive compensation package, including travel and accommodation. High-performing interns may be considered for a full-time Graduate Researcher position upon graduation. YOUR CORE RESPONSIBILITIES: Conduct hands-on research to design, develop, and apply original machine learning algorithms, with the support to explore and innovate. Analyze large-scale datasets, develop predictive models, and evaluate novel approaches to complex market problems Develop your research skills through hands-on project work, mentorship, and regular feedback from experienced researchers Enhance your understanding of quantitative trading through classroom-based instruction in options theory, market making, and related topics YOUR SKILLS AND EXPERIENCE: Pursuing a PhD in Machine Learning, Computer Science, Electrical Engineering, Mathematics, Statistics, Physics, or a related quantitative field and graduating between September 2027 – July 2028 Strong foundations in machine learning, probability, and statistics, with experience applying advanced ML techniques to solve challenging research or real-world problems Demonstrated hands-on research experience in deep learning fundamentals such as neural network architectures, sequence modeling, training dynamics, or optimization Proficiency in Python and modern machine learning frameworks such as PyTorch, Tensorflow, and/or JAX Demonstrated research excellence through publications, preprints, research internships, or significant research projects; publications at venues such as NeurIPS, ICML, ICLR, or equivalent conferences are highly preferred Must be able to start internship in-person on June 7, 2027 You may submit one application per role each year. We strongly encourage you to focus on applying to a single role that best matches your skills and interests. Though you may apply to multiple roles, please note that each application will be evaluated based on the specific criteria established for that particular role. If you have already applied for this position during the current recruitment season and were not selected, you may reapply when the next recruitment season begins in 2027. The Base Salary range for the role is included below. Base salary is only one component of total compensation; all full-time, permanent positions are eligible for a discretionary bonus and benefits, including paid leave and insurance. Please visit Benefits - US | IMC Trading for more comprehensive information. Base Salary: $300,000 About Us IMC is a research-driven trading firm where quantitative modeling, machine learning, and engineering shape how modern markets are traded. A stabilizing force in markets since 1989, we provide liquidity across trading venues, delivering the best outcome in value and risk management to investors. Using our own technology and capital, we build proprietary systems and algorithms that operate across global markets. Our researchers, traders, and engineers work as a collective, combining rapid experimentation, advanced infrastructure, and real-time feedback to turn insight into execution and execution into advantage.

ROLE OVERVIEW Our Machine Learning Internship is designed for curious, ambitious researchers who want to apply machine learning to complex, real-world problems. Over 10–12 weeks, you'll work alongside experienced researchers and mentors to develop models, analyze large-scale datasets, and contribute to research that informs IMC's trading strategies across global equities, futures, and options markets. You'll gain hands-on experience designing experiments, evaluating novel approaches, and tackling challenging problems in a collaborative, fast-paced environment where your work can have real-world impact. Throughout the program, you'll deepen your understanding of quantitative trading through a combination of classroom and on desk training, while benefiting from professional development and networking opportunities. We offer a highly competitive compensation package, including travel and accommodation. High-performing interns may be considered for a full-time Graduate Researcher position upon graduation. YOUR CORE RESPONSIBILITIES: Conduct hands-on research to design, develop, and apply original machine learning algorithms, with the support to explore and innovate. Analyze large-scale datasets, develop predictive models, and evaluate novel approaches to complex market problems Develop your research skills through hands-on project work, mentorship, and regular feedback from experienced researchers Enhance your understanding of quantitative trading through classroom-based instruction in options theory, market making, and related topics YOUR SKILLS AND EXPERIENCE: Pursuing a PhD in Machine Learning, Computer Science, Electrical Engineering, Mathematics, Statistics, Physics, or a related quantitative field Strong foundations in machine learning, probability, and statistics, with experience applying advanced ML techniques to solve challenging research or real-world problems Demonstrated hands-on research experience in deep learning fundamentals such as neural network architectures, sequence modeling, training dynamics, or optimization Proficiency in Python and modern machine learning frameworks such as PyTorch, Tensorflow, and/or JAX Demonstrated research excellence through publications, preprints, research internships, or significant research projects; publications at venues such as NeurIPS, ICML, ICLR, or equivalent conferences are highly preferred You may submit one application per role each year. We strongly encourage you to focus on applying to a single role that best matches your skills and interests. Though you may apply to multiple roles, please note that each application will be evaluated based on the specific criteria established for that particular role. If you have already applied for this position during the current recruitment season and were not selected, you may reapply when the next recruitment season begins in 2027. About Us IMC is a research-driven trading firm where quantitative modeling, machine learning, and engineering shape how modern markets are traded. A stabilizing force in markets since 1989, we provide liquidity across trading venues, delivering the best outcome in value and risk management to investors. Using our own technology and capital, we build proprietary systems and algorithms that operate across global markets. Our researchers, traders, and engineers work as a collective, combining rapid experimentation, advanced infrastructure, and real-time feedback to turn insight into execution and execution into advantage.

IMC is one of the world’s leading trading firms, combining quantitative research, technology and trading expertise to solve complex problems at scale. As Machine Learning becomes increasingly important within our Systematic Equities business, we are investing in frontier research that can shape the next generation of models, infrastructure and research capabilities. With access to world-class datasets, significant compute resources and a highly collaborative environment, IMC offers a unique opportunity to see cutting-edge research translated into real-world impact. We are seeking a Principal Research Scientist to help define and accelerate our long-term machine learning research agenda. Prior finance experience is not required. The Role This role is designed for an established academic researcher or research scientist who wants to remain connected to the frontier of machine learning while applying their expertise in a highly impactful environment. You will work alongside quantitative researchers, engineers and research leadership to identify emerging research directions, evaluate new developments in machine learning, and help translate promising academic advances into practical applications. Rather than owning individual trading strategies, you will act as a scientific leader, mentor and advisor across the research organisation. You will also represent IMC externally through participation in leading conferences and engagement with the broader machine learning community. Responsibilities Shape the long-term machine learning research agenda within Systematic Equities. Identify and translate advances from frontier ML research into practical opportunities. Conduct original research and develop proof-of-concept solutions where appropriate. Advise and mentor quantitative researchers on methodology, experimentation and research direction. Help guide future investments in research tooling, infrastructure and compute capabilities. Represent IMC within the global machine learning community through conferences such as NeurIPS, ICML and ICLR. Contribute to publication efforts where appropriate and consistent with intellectual property considerations. Skills & Experience PhD in Machine Learning, Computer Science, Statistics, Mathematics, Physics or a related quantitative discipline. Outstanding academic credentials and a strong publication record in leading research venues. Demonstrable interest in Financial Markets is required. Current or recent experience in a faculty-equivalent academic or research leadership role such as Assistant Professor, Associate Professor, Professor, Group Leader, Principal Investigator, Senior Postdoctoral Researcher, or Senior Research Scientist. Deep expertise in modern machine learning and strong awareness of emerging research trends. Experience influencing research direction, mentoring researchers, or leading research initiatives. Strong programming skills and experience with modern machine learning frameworks. Excellent communication skills and the ability to collaborate across disciplines. What We Offer The opportunity to influence the future of machine learning at one of the world’s leading trading firms. Access to exceptional datasets, infrastructure and large-scale compute resources. Continued engagement with the academic community through conferences, collaborations and publication opportunities. A collaborative environment where research can move rapidly from idea to impact. Competitive compensation that reflects both scientific excellence and commercial impact. About Us IMC is a research-driven trading firm where quantitative modeling, machine learning, and engineering shape how modern markets are traded. A stabilizing force in markets since 1989, we provide liquidity across trading venues, delivering the best outcome in value and risk management to investors. Using our own technology and capital, we build proprietary systems and algorithms that operate across global markets. Our researchers, traders, and engineers work as a collective, combining rapid experimentation, advanced infrastructure, and real-time feedback to turn insight into execution and execution into advantage.

At IMC, technology is not a department; it’s at the heart of everything we do. Developed in-house, our innovative software makes millions of trading decisions daily, and we win by making better and faster decisions than our competition. Our various Python Development teams create scalable business-critical applications, tools and automated tasks to equip IMC’s Amsterdam, London, Zug and Mumbai trading and business support teams. Your Core Responsibilities IMC uses a wide variety of technologies. Python is widely used across our tech stack, notably to make it more accessible to our traders, researchers and analysts. As a Python Software Engineer at IMC Amsterdam, you will take part in the development of high-performance trading systems, analytical tools, signals generation, backtesting frameworks, trade management UIs or regulatory surveillance & risk monitoring. Therefore your role will involve collaborating directly and closely with the business and other tech teams, from initially gathering requirements to short iteration cycles to refine the implementation, to integrate user feedback, to voice and implement your improvements and ideas. All the software you’ll be building is for internal use only, there are no external clients/users and therefore no non-sense requests: the users of your work sit a few meters from you and you have control over the whole development cycle. Curiosity and interest into the trading and financial markets is a key success factor in this role, as you will be working directly on the business logic, in an environment where understanding the business context is primordial. At IMC we believe in giving a lot of responsibilities quickly, you’ll be working on your goals with a high degree of independence, yet supported by a solid network of mentors, teammates and trading team highly motivated to make sure you are successful and share their passion for trading and technology. In this role, you might end up working on are a wide range of tasks - for example: Adding a new signal a trader came up with to our framework. Supporting a trading desk in building the data analytics and visualisation tools they need. Troubleshooting, debugging or deep diving into performance analysis. Teaching others how to use our tech in their own scripts. Building and distributing internal python libraries. Starting whole new full-stack projects from scratch. Your Skills and Experience We care about 4+ years of working experience as a Software Engineer. Deep technical knowledge of Python, you understand its internal workings and know its strength and limitation. We use a range of Python libraries and frameworks (such as FastAPI (AsyncIO), APScheduler, Pandas, Polars, RQ, Pytest, Tensorflow, scipy, xgboost, scikit-learn, numpy, numba, celery). Experience with DevOps, databases, big data or frontend frameworks is a plus. (Some examples of tools we frequently work with: Kubernetes, Helm, Docker, Gitlab CI, TypeScript, React, Redis, PostgreSQL, Mongo, Dremio, Apache Iceberg, HDFS, Kafka, Apache Arrow/Parquet). A critical mindset and the ability to challenge ideas and solutions, to not take things for granted, validate assumptions and dig into the details to find and cover all corner cases. You’re not afraid to ask questions and to speak up. Experience working with financial data is a must, ideally in the financial services industry. The nature of this role requires both affinity and experience to this type of data. Our tech stack includes an ever-evolving range of systems and technologies, and our engineers have the freedom to choose the best solution for the problem at hand. If a new technology has the potential to add value, we’ll actively invest in exploring, adopting and developing it. About Us IMC is a research-driven trading firm where quantitative modeling, machine learning, and engineering shape how modern markets are traded. A stabilizing force in markets since 1989, we provide liquidity across trading venues, delivering the best outcome in value and risk management to investors. Using our own technology and capital, we build proprietary systems and algorithms that operate across global markets. Our researchers, traders, and engineers work as a collective, combining rapid experimentation, advanced infrastructure, and real-time feedback to turn insight into execution and execution into advantage.

IMC has a strong presence in traditional Finance and has been expanding into crypto and DeFi over the last years. Through its overseas affiliates, IMC provides liquidity and trade s on many cryptocurrency exchanges and DeFi protocols. IMC Zug is currently looking to expand its CeFi team, which builds the algorithms that support IMC's trading activities. As a member of the CeFi team, you will get the opportunity to work on many different projects and shape your role to your talents. Your work will vary from improving existing trading strategies and algorithms to working on completely new solutions from scratch. All, while closely collaborating with team members. Your Core Responsibilities: Collaborate on developing our highly competitive trading algorithm and platform Design and implement state-of-the-art, industry-leading trade execution and connectivity solutions Research and analysis of exchange microstructure Stay on top of updates to the exchange landscape Your Skills and Experience: Hard skill requirements: Proficiency in applied mathematics, statistics, numerical modeling Knowledge of cryptocurrency Comfortable in a Linux R&D environment, incl. git and related tools Ability to research independently Proficiency in English Nice to haves Experience in blockchain analytics In-depth knowledge of concrete blockchains on conceptual and/or programming level Hands-on programming experience in a quantitative trading environment Location and Office Culture IMC office in Zug, Switzerland Note that this is an onsite role, with some but limited flexibility for working from home You can expect a dynamic, fast-paced environment that delivers a steady stream of challenges and opportunities One of the most exciting aspects of the job is our quick feedback loop in the research, development and deployment of strategies We give people lots of responsibility and the support they need to make an impact from day one We promise you a flat structure and an open, collaborative culture that stimulates the sharing of ideas, knowledge and technology between our teams and offices About Us IMC is a research-driven trading firm where quantitative modeling, machine learning, and engineering shape how modern markets are traded. A stabilizing force in markets since 1989, we provide liquidity across trading venues, delivering the best outcome in value and risk management to investors. Using our own technology and capital, we build proprietary systems and algorithms that operate across global markets. Our researchers, traders, and engineers work as a collective, combining rapid experimentation, advanced infrastructure, and real-time feedback to turn insight into execution and execution into advantage.