Machine Learning Research Intern - Summer 2027 - Sydney

ittihad medical centre; Sydney; On-site; AUD 55,000 - 82,000; Full time

Benefits offered by this job

Travel

Accommodation provided

Job summary

IMC is offering a Machine Learning Internship of 10–12 weeks where you will work with experienced researchers to design, implement, and evaluate ML models for global equities, futures, and options markets. You will analyze large datasets, design experiments, and contribute to research that informs trading strategies.

Participants gain hands-on experience and mentorship, with classroom and on-desk training, plus a competitive compensation package including travel and accommodation.

Qualifications

• 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 research problems.
• Hands-on research in deep learning fundamentals: neural networks, sequence modeling, training dynamics, or optimization.
• Proficiency in Python and ML frameworks such as PyTorch, TensorFlow, and/or JAX.
• Publications or research internships; NeurIPS/ICML/ICLR or similar venues preferred.

Responsibilities

• Conduct hands-on research to design, develop, and apply original ML algorithms with mentor support.
• Analyze large-scale datasets, develop predictive models, and evaluate novel approaches to market problems.
• Develop research skills through project work, mentorship, and feedback from researchers.
• Enhance understanding of quantitative trading through classroom and on-desk training.

Skills

ML foundations

Deep learning

Python

ML frameworks

research publications

Education

PhD in a quantitative field

Tools

PyTorch

TensorFlow

JAX

Job description

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

About Us

IMC is a global trading firm powered by a cutting-edge research environment and a world-class technology backbone. Since 1989, we’ve been a stabilizing force in financial markets, providing essential liquidity upon which market participants depend. Across our offices in the US, Europe, Asia Pacific, and India, our talented quant researchers, engineers, traders, and business operations professionals are united by our uniquely collaborative, high-performance culture, and our commitment to giving back. From entering dynamic new markets to embracing disruptive technologies, and from developing an innovative research environment to diversifying our trading strategies, we dare to continuously innovate and collaborate to succeed.