Quant Performance Engineer

Chicagofull timeOn Site

H1B: no

Imc Quant Performance Engineer at IMC applies quantitative techniques and experimentation to optimize ultra-low-latency trading strategies. The role involves research, strategy design, ETL pipeline development, and collaboration with traders and engineers.

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.
Current university student graduating between September 2026 – July 2027 that is pursuing a degree in Computer Science, Engineering, or a related technology field.

Qualification

Experience with statistical modelingInterest in the Financial MarketsExperience with machine learningExperience with network technologyInterest in Financial Markets

Required

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