Machine Learning Research Intern - Summer 2027 - Sydney
IMC TradingAbout the Role
This 10–12 week Machine Learning Internship program is designed for ambitious researchers to apply machine learning to complex, real-world problems in quantitative trading. You'll work alongside experienced researchers to develop models, analyze large-scale datasets, and contribute research that informs IMC's trading strategies across global equities, futures, and options markets. The program combines hands-on research work with classroom-based training in options theory and market making, mentorship, and professional development opportunities. High-performing interns may be considered for a full-time Graduate Researcher position upon graduation.
Requirements
- 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
What You'll Get
- Travel and accommodation
- Professional development and networking opportunities
- Classroom and on-desk training