Quant jobs / IMC Trading

Deep Learning Research Intern – 2027 – Sydney

A 10 to 12 week research internship applying machine learning to trading problems. Interns work with researchers and may convert to a graduate researcher role.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Design and test machine learning approaches on a research problem
Analyse large datasets and build predictive models
Evaluate new methods against realistic market problems
Attend training on options theory and market making

What they ask for

Required

Enrolled in a PhD in a quantitative field
Machine learning, probability and statistics
Deep learning research experience
Python
PyTorch, TensorFlow or JAX
Research record

Preferred

Publications at top ML venues

Education: Currently pursuing a PhD in ML, CS, EE, maths, statistics, physics or similar.
Experience: Current PhD student
Languages and tools: Python
PyTorch
TensorFlow
JAX
Markets: equities, futures, options

How to prepare

Complete a deep learning project on sequential or noisy data with a written report
Review optimisation and training dynamics
Learn the basics of options and market making so the training lands
Prepare to discuss your research clearly to non-specialists

What to study

The NLP and ML Quant Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on IMC Trading’s site before applying: requirements, location and pay can change after we check them.

View the posting on IMC Trading’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with IMC Trading and doesn’t handle applications.