Machine Learning Research Intern - Summer

Machine Learning Internship

Our Machine Learning Internship is designed for curious, ambitious researchers who want to apply machine learning to complex, real-world problems. Over 10 weeks, you'll work alongside experienced researchers and mentors to develop models, analyze large‑scale datasets, and contribute to research that informs IMC's trading strategies across global equities, futures, and options markets. You'll begin with a week of engaging, classroom‑based learning in the proprietary trading landscape, then 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.

Split between our Amsterdam headquarters and time at our London office, the program also gives you the chance to broaden your network across IMC's regions.

Throughout the program, you'll deepen your understanding of quantitative trading through a combination of classroom and on‑desk training, while benefiting from professional development and networking opportunities. You'll receive comprehensive support from dedicated internship trainers and a one‑on‑one mentor to guide you in your work and professional development. We offer a highly competitive compensation package, including fully‑furnished corporate accommodation and catered meals.

High‑performing interns may be considered for a full‑time Graduate Researcher position upon graduation.

• 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.

• Currently in your penultimate year of study, graduating in 2028.
• A minimum of an MSc in Machine Learning, Statistics, Deep Learning, Probabilistic Programming, or a related quantitative field.
• Strong foundations in statistics and machine learning, with a demonstrated research track record in ML, deep learning, or another quantitative field.
• Proficiency in Python and core machine learning frameworks such as PyTorch.
• Desirable: publications in respected journals covering deep learning or time‑series modeling.
• No prior finance knowledge or experience required.
• Ability to start the internship on the last week of June 2027.