Quant Performance Engineer

Greenhouse Software, Inc.; Chicago (IL); Presencial; USD 85.000 - 125.000; Jornada completa

Descripción de la vacante

IMC Trading is seeking highly driven graduates to apply quantitative techniques and practical experimentation to technology used by exchanges, connectivity providers, and IMC's own systems. You will develop new strategies to outperform competitors in ultra-low-latency trading and collaborate with traders, hardware, and software engineers.

The role emphasizes quantitative research on large datasets, design of strategies for liquidity taking and quoting, and development of Python-based ETL

Formación

• Current university student graduating between September 2026 - July 2027 pursuing Computer Science, Engineering, or related technology field.
• Proficiency in at least one programming language.
• Exceptional quantitative ability and analytical skills.
• Highly motivated to compete in a highly competitive market.
• Experience with statistical modeling, machine learning, or network technology is a plus.
• Strong communication and collaboration skills with desire to work cross-functionally across trading and engineering teams.
• Interest in the Financial Markets; previous knowledge is not required.
• Must be available for full-time employment starting in February or August 2027.

Responsabilidades

• 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 to understand them better.
• Collaborate closely with Traders and with the Hardware and Software Engineers who will implement your ideas.

Conocimientos

Programming

Quantitative ability

Communication & collaboration

Cross-functional teamwork

Financial markets interest

Educación

Pursuing CS/Engineering degree

Herramientas

Python

Descripción del empleo

Technology is at the heart of modern electronic trading. IMC is seeking highly driven graduates to apply quantitative techniques and practical experimentation to the technology used by exchanges, connectivity providers, and our own systems. You will develop new strategies to outpace other market participants in the highly competitive world of ultra-low-latency trading.

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 2026 - July 2027 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 available for full-time employment starting in February or August 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 summer 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.

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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 an equal opportunity employer. IMC prohibits discrimination of any type and affords equal employment opportunities to applicants without regard to race, color, religion, sex, pregnancy, sexual orientation, gender identity and expression, national origin, age, disability, military or veteran status, status as a victim of domestic violence, and/or any other categories protected by applicable federal, state or local law. Completion of this section is voluntary and will not affect your opportunity for employment or the terms or conditions of your employment. The data collected from these questions will be stored separately from your individual application and will be kept confidential.