Quant Performance Engineer Intern - Summer 2027

Your Core Responsibilities:

• 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 ETL pipelines and algorithms in Python to optimize IMC’s ultra-low-latency trading strategies
• Explore novel uses of frontier LLMs to accelerate data and research tasks
• Reverse-engineer and stress-test network and systems programming technologies in order to understand them better than the manufacturers.
• Collaborate closely with Traders and with the Hardware and Software Engineers who will implement your ideas.

Your Skills and Experience:

• Current university student graduating between September 2027 - July 2028 that is pursuing a degree in Computer Science, Engineering, or a related technology field.
• Proficiency in at least one programming language is required.
• Exceptional quantitative ability and analytical skills.
• Highly motivated to compete—and win—in one of the world’s most competitive markets.
• 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 the Financial Markets; previous knowledge is NOT required
• Must be able to start internship on June 7, 2027