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Quant Performance Engineer Intern - Summer 2027

IMC Trading · Chicago, IL · Development (Group)

Posted Sep 30, 2026 · We last checked this listing on Oct 6, 2026

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Likely interview questions for this role

Written from this job description, not a generic list. Each one notes what the interviewer is really checking.

About your past

Tell me about a project where you worked with a large dataset. How did you keep the analysis fast?

What they are checking: Experience handling large data, which the internship uses to study exchange technology.

Tell me about something competitive you've done and what you learned from losing.

What they are checking: Whether they are driven to compete and win, which the posting names directly.

What would you do

You measure that one of two network paths is faster on average but has worse outliers. Which would you choose for trading?

What they are checking: Whether they think about distributions and tail latency instead of only averages.

How would you use an LLM to speed up a research or data task, and how would you check its work?

What they are checking: Whether they use LLMs thoughtfully and verify outputs instead of trusting them blindly.

If you wanted to understand how a network switch behaves better than its manufacturer, how would you test it?

What they are checking: Curiosity and experimental design skill for stress testing hardware the firm depends on.

About the work

If you had packet captures from an exchange connection, how would you find out how fast the exchange responds to orders?

What they are checking: Whether they can turn raw timing data into a clear measurement of exchange technology.

What does it mean for a trading strategy to take liquidity versus provide it?

What they are checking: Basic market microstructure knowledge that the role builds strategies around.

How would you write an ETL pipeline in Python that processes a full day of timestamped market events?

What they are checking: Practical data engineering skill and awareness of memory and speed with large files.

What do you know about how data travels over a network, from the network card to the application?

What they are checking: Basic networking and systems knowledge needed to reverse engineer network technologies.

How would you tell whether a small speed improvement is real or just noise in your measurements?

What they are checking: Statistical thinking about variance, which matters when changes are measured in nanoseconds.

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The full job description

As published by IMC Trading.

Technology is at the heart of modern electronic trading. IMC is seeking highly driven interns to apply quantitative techniques and practical experimentation to the technology used by exchanges, connectivity providers, and our own systems. 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 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: $200,000 #LI-DNP 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.  

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