Machine Learning Research Intern Summer 2027 Sydney

ROLE OVERVIEW

Our Machine Learning Internship is designed for curious ambitious researchers who want to apply machine learning to complex real-world problems. Over 1012 weeks youll work alongside experienced researchers and mentors to develop models analyze large-scale datasets and contribute to research that informs IMCs trading strategies across global equities futures and options markets. Youll 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 youll 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

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.

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.