We seek an exceptional researcher specializing in Machine Learning with particular expertise in areas such as Code-oriented LLMs, Agentic Systems, Reinforcement Learning and Reasoning Models. The ideal candidate will demonstrate a strong track record of publishing in top-tier conferences and journals (e.g., NeurIPS, ICML, ICLR, ACL).

We are looking to speak to candidates who are based in Sydney for our hybrid working model.

Responsibilities

• Conduct cutting-edge research in Machine Learning in areas such as Code LLMs, Reasoning Models, Agentic Systems and Reinforcement Learning
• Publish influential research outcomes in top-tier Machine Learning conferences and journals (e.g., NeurIPS, ICML, ICLR, ACL)
• Collaborate closely with other Research Scientists and Research Engineers, as well as our Engineering teams to translate cutting-edge research into practical solutions applicable in commercial database products
• Mentor intern researchers, fostering a collaborative and productive research environment

Qualifications

• Ph.D. in Computer Science, Computer Engineering, or a closely related field with a specialization in Machine Learning
• Proven track record of impactful research publications in top-tier Machine Learning conferences and journals (e.g., NeurIPS, ICML, ICLR, ACL)
• Post-PhD industry experience of applying computer science concepts to large scale software development problems is a plus
• Experience in building research prototypes and conducting rigorous empirical studies to validate theoretical models
• Excellent technical communication skills, verbal and written, with the ability to collaborate across teams

About MongoDB

MongoDB is built for change, empowering our customers and our people to innovate at the speed of the market. We have redefined the database for the AI era, enabling innovators to create, transform, and disrupt industries with software. MongoDB’s unified database platform—the most widely available, globally distributed database on the market—helps organizations modernize legacy workloads, embrace innovation, and unleash AI. Our cloud-native platform, MongoDB Atlas, is the only globally distributed, multi-cloud database and is available across AWS, Google Cloud, and Microsoft Azure.

With offices worldwide and nearly 60,000 customers—including 75% of the Fortune 100 and AI-native startups—relying on MongoDB for their most important applications, we’re powering the next era of software.

Our compass at MongoDB is our Leadership Commitment, guiding how and why we make decisions, show up for each other, and win. It’s what makes us MongoDB. 

To drive the personal growth and business impact of our employees, we’re committed to developing a supportive and enriching culture for everyone. From employee affinity groups, to fertility assistance and a generous parental leave policy, we value our employees’ wellbeing and want to support them along every step of their professional and personal journeys. Learn more about what it’s like to work at MongoDB, and help us make an impact on the world!

MongoDB is committed to providing any necessary accommodations for individuals with disabilities within our application and interview process. To request an accommodation due to a disability, please inform your recruiter.

MongoDB is an equal opportunities employer.

You’ve spent years working on open-ended problems, building models, and testing ideas. PhD Quant Focus is a two-day program designed to show how your approach in academia applies to practical challenges in global markets.  

Through hands-on workshops and technical discussions, you’ll work on problems similar to those our teams tackle, where models interact with fast-moving, noisy data, and feedback is immediate. You’ll see how techniques from machine learning, statistics, and applied mathematics are used in practice, and where they break.  

Explore how your research translates in a trading environment. Apply now. 

• Eligible for PhD students in STEM disciplines, with experience in areas such as Machine Learning, Statistics, or Applied Mathematics. 
• Program dates: 2 – 3 July 2026 
• Applications close: 29 May 2026 
• Where: Optiver Sydney office* 

* Travel and accommodation will be provided for participants outside of Sydney. 

 What you’ll do 

• Work through applied problems across research, trading and technology: Gain practical experience in applying data analysis, statistical modelling techniques to extract signals from large, noisy, event-driven data. 
• Participate in hands-on trading workshops: Build foundational knowledge and skills around market making and quantitative decision-making. See firsthand how research connects to real-time market dynamics and trading outcomes. 
• Connect with quantitative researchers, traders and engineers: Meet PhD graduates and get insights into their day-to-day work, career paths, and tips on successfully transitioning from PhD to industry. 
• Receive practical feedback to advance your transition to industry: Get feedback on how you frame problems, reason through assumptions and communicate your thinking in an applied setting.  

 What you'll get 

• Clarity on how PhD work translates in practice. Understand how your approach in academia is applied, assessed and developed within Optiver. 
• Experience firsthand how researchers, traders, and engineers collaborate, openly share knowledge, and rapidly iterate to deliver breakthroughs at scale. 
• Connect with a PhD network consisting of peers and experts across research, trading and technology. 
• Opportunity to be considered for a future internship, if you excel within the program. 
• Experience Optiver's office perks, including daily breakfast, lunch, and coffee. 

Who you are 

• PhD student.
• An Australian or New Zealand Citizen, Australian Permanent Resident or able to secure full working rights after graduating. 
• Enjoy working with complex, data-intensive problems, comfortable operating in conditions of uncertainty, and confident in applying programming, mathematical modelling and data-driven methodologies to answer challenging questions. 
• Clear communicator of technical ideas who thrives in collaborative, multidisciplinary environments. 
• Excited to test yourself in one of the most dynamic areas of the financial market. 

Diversity statement  

Optiver is committed to diversity and inclusion, and it is hardwired through every stage of our hiring process. We encourage applications from candidates from any and all backgrounds, and we welcome requests for reasonable adjustments during the process to ensure that you can best demonstrate your abilities. 

Questions? Get in touch with our team at careers@optiver.com.au.  

At IMC, technology is not a department; it’s at the heart of everything we do. Developed in house, our innovative software makes millions of trading decisions daily, and we win by making better and faster decisions than our competition.

IMC’s Sydney based Engineering teams work on a wide variety of applications, tools and functionalities, including trading algorithm implementations, option pricing, calculating volatility, simulation frameworks, market risk applications, trade reconciliation applications and data analysis & visualization tools for traders. We frequently need to develop not just the business applications themselves, but also the tools that keep our development process at the cutting edge. We are currently looking to expand our software engineering teams across our Strategy, Research tooling and Backbone teams.

The Strategy Developers work alongside our Sydney-based options research and trading teams in designing and implementing systematic trading strategies. You will be responsible for engineering efforts in a Python-based ecosystem that empowers our researchers and traders to develop strategies from initial prototypes to production. In this role, you will also be involved in the tactical development of front-office trading, analysis, and visualization tools.

The Backbone Developers create scalable business critical applications and tools to automate tasks supporting IMC’s Sydney Mid-Office and Risk Management departments. They gather requirements and feedback from a range of internal stakeholders in order to implement creative automation solutions via innovative coding practices.

The Research Tooling Developers collaborates closely with APAC Quant Research and other engineering teams to build and enhance tools that drive cutting-edge quantitative research. Our systems empower researchers to run large-scale computations on distributed clusters, enabling the exploration of new trading strategies, model training, and back testing.

Your Core Responsibilities: 

• Develop, test, deploy, and maintain high-performance Python applications.
• Work closely with traders, researchers, quants, and fellow engineers to build scalable and reliable software solutions.
• Take ownership of end-to-end development, from requirements gathering to production deployment.
• Implement automation and optimization projects to enhance trading and research workflows.
• Apply advanced automated testing practices and leverage daily deployments to achieve agile and incremental benefits.
• Balance trade-offs between latency, throughput, simplicity, scalability, and maintainability in a complex technology landscape.

Your Skills and Experience: 

• 5+ years of professional software engineering experience, with a strong focus on Python.
• Experience working with numerical computing and data processing frameworks such as Pandas, NumPy, SciPy, Celery, Dask, or Spark.
• Strong problem-solving skills and the ability to proactively tackle technical challenges.
• Experience with automated testing and CI/CD pipelines.
• Familiarity with Docker, Kubernetes, and Linux environments.
• Exposure to distributed computing and modern cloud-based data processing technologies.
• Strong communication skills and the ability to work with cross-functional teams including traders, researchers, and other engineers.
• Prior knowledge of financial markets or trading is not required, but curiosity and a willingness to learn are essential.

#LI-DNI

At IMC, technology is not a department; it’s at the heart of everything we do. Developed in house, our innovative software makes millions of trading decisions daily, and we win by making better and faster decisions than our competition.

IMC’s Sydney-based Java teams work on a wide variety of applications, tools and functionalities, including trading algorithm implementations, option pricing, calculating volatility, simulation frameworks, market risk applications, trade reconciliation applications and data analysis & visualisation tools for traders. We frequently need to develop not just the business applications themselves, but also the tools that keep our development process at the cutting edge.

This role sits within our Data Engineering team. The team builds highly-scalable, high-throughput, low-latency Java applications that move and transform data from thousands of sources at Petabyte scale powering everything from real-time trading to analytics.You’ll work on a mix of greenfield and re-engineering projects, collaborating with developers globally to build scalable, reliable data platforms. Balancing speed with quality, you’ll write robust, testable software and make thoughtful trade-offs between latency, throughput, simplicity and maintainability.

Your core responsibilities include:

• Design, build, test and deploy high-performance Java systems for real-time and batch data processing.
• Develop tools and services around Kafka, Avro, Parquet and related streaming technologies.
• Contribute to internal frameworks for querying, storage, and data transformation — used globally across IMC.
• Partner with traders, researchers, and engineers to define requirements and deliver scalable data solutions.
• Own projects end-to-end, from requirements and architecture through to production deployment and monitoring.
• Continuously assess and introduce emerging technologies to improve performance, maintainability, and developer productivity..

Your Skills and Experience:

• 5+ years of experience as a Software Engineer with Java
• Experience in the latest versions of Java is highly desirable
• Proven experience building scalable, low-latency, high-throughput applications.
• Familiarity with Kafka, Avro, Parquet and other data-oriented technologies is highly desirable.
• Experience with Docker and Kubernetes, and confidence working in Linux environments.
• Strong analytical and troubleshooting skills, with the ability to solve complex technical challenges independently.
• Experience gathering business requirements and translating them into technical solutions.
• Curious, adaptable, and proactive; comfortable working in a fast-paced environment with minimal supervision.

Our tech stack includes an ever-evolving range of systems and technologies, and our engineers have the freedom to choose the best solution for the problem at hand. If a new technology has the potential to add value, we’ll actively invest in exploring, adopting and developing it.

#LI-DNI

#LI-DNI

The Role: 

• We are seeking candidates with quantitative portfolio management experience and intimate knowledge of systematic strategies

Job Responsibilities (include, but not limited to the following)

• Develop systematic strategies that use statistical signals associated with various market inefficiencies applied to a broad variety of asset classes including global equities and/or ETFs, futures, currencies and options
• Lead, manage and grow quantitative investment portfolio
• Contribute to broader firm research and strategic initiatives

• 2+ years’ experience in developing systematic strategies including a verifiable track record with positive PnL and Sharpe
• Strong programming skills in mainstream quant programming languages, such as Python and C++

The Book Portfolio Manager Opportunity:

• Transparent and formula-based compensation
• Opportunities to contribute to other research and strategy initiatives
• Access to WorldQuant’s alpha pool, portfolio management tools and innovative technology platforms
• Access to a deep and broad menu of datasets supported by a dedicated data team
• Cross-asset execution led by a multi-regional trading team
• Participation in internal research conferences and forums
• Autonomy to build your own strategies along with several opportunities for collaboration and mentorship
• Access to AI and Machine Learning opportunities applied to financial markets

The Role: 

• We are seeking candidates with quantitative portfolio management experience and intimate knowledge of systematic strategies

Job Responsibilities (include, but not limited to the following)

• Develop systematic strategies that use statistical signals associated with various market inefficiencies applied to a broad variety of asset classes including global equities and/or ETFs, futures, currencies and options
• Independently lead, manage and grow quantitative investment portfolio (portfolio will have a separately identifiable track record)
• Autonomy to build your own research pipeline and grow your team

• 2+ years’ experience in developing systematic strategies including a verifiable track record with positive PnL and Sharpe
• Strong programming skills in mainstream quant programming languages, such as Python and C++
   

The Independent Portfolio Manager Opportunity:

• Transparent and formula-based compensation
• Meaningful allocation with growth potential based on performance and scalability
• Access to a deep and broad menu of datasets supported by a dedicated data team
• Cross-asset execution led by a multi-regional trading team
• Opportunity for select engagement with the CIO Office in support of your research and strategy development

#LI-SB1

Who We Are

Optiver is a global market maker founded in Amsterdam, with offices in London, Chicago, Austin, New York, Sydney, Shanghai, Hong Kong, Singapore, Taipei and Mumbai. Established in 1986, today we are a leading liquidity provider, with close to 2,000 employees in offices around the world, united in our commitment to improve the market through competitive pricing, execution and risk management. By providing liquidity on multiple exchanges across the world in various financial instruments we participate in the safeguarding of healthy and efficient markets. We provide liquidity to financial markets using our own capital, at our own risk, trading a wide range of products: listed derivatives, cash equities, ETFs, bonds and foreign currencies.

Optiver’s Sydney office is one of the primary players within Asian markets, trading a range of products. Established in 1996, we're an active participant on the Hong Kong, Korea, Singapore, Taiwan and Japan exchanges, and act as Optiver’s APAC head office. 

What You’ll Do

Optiver is looking for experienced C++ engineers who are interested in working on our industry-leading, globally distributed, low-latency equities market making platform. This role is tightly integrated with trading and quant research teams, offering new hires a fast path to understanding the business and having an immediate impact. You will be responsible for working with equities traders to understand exactly how we want to trade on equities exchanges, partnering to refine trading algorithms to meet strict software performance demands, then owning your software through implementation and deployment into worldwide markets. From Sydney, you’ll work with live trading systems trading Asian markets with unique market microstructures. You’ll also contribute to a global equities trading platform expanding in Europe and the USA - without needing to work US/Europe market hours.

Our success trading equities worldwide depends on a scalable, performant, and well-engineered software stack, so our engineers are skilled in architecting systems that operate across globally distributed environments, while still delivering real-time performance.

You will:

• Work day-to-day with traders and quant researchers to understand how we want to price, quote and execute in equities markets and apply your skills to designing software systems and high-performance trading logic to bring those ideas to life in live equities markets.

• Collaborate with other software engineers and contribute to the architecture of our globally distributed equities trading platform with hard real-time performance constraints.

• Experience the excitement of our fast-paced development cycle – owning a tight feedback loop, testing and shipping your code to production sometimes on the same day.

• Flex your low-level engineering fundamentals by implementing performance-sensitive low-latency trading logic and strategies.

Who You Are

We’re looking for multiple engineers across a range of seniority and will tailor scope and ownership accordingly. We’re looking for candidates:

• With at least 2 years' experience as a software engineer working with distributed systems, low-latency systems, backend systems or client/server architectures.

• Who are skilled at object-oriented programming in C++, or Java/C# with a strong desire to work in C++.

• Who have an excellent understanding of computer science fundamentals like operating systems, data structures and algorithms.

• Who are familiar with a language like Python for developing tooling. 

• Who embrace AI tools for parts of their role, without sacrificing code quality or runtime performance.

• Who are excited by technically challenging problems.

If any of these describe you, we’re even more excited to talk to you:

• 5 or more years of experience as a software engineer on distributed or low-latency systems.

• Highly skilled in C++ development.

• Proficient with database technologies like Postgres for parameterisation, analytics, and research workflows.

• Experienced working in an electronic trading firm, or knowledge of equities trading fundamentals.

• Experienced working in a backtest-driven software development cycle.

What You’ll Get

You’ll join a culture of collaboration and excellence, where you’ll be surrounded by curious thinkers and creative problem solvers. Driven by a passion for continuous improvement, you’ll thrive in a supportive, high-performing environment alongside talented colleagues, working collectively to tackle some of the most complex problems in the financial markets.

In return for your expertise, you will have access to a range of Optiver perks, including:

• A performance-based bonus structure unmatched anywhere in the industry. We combine our profits across desks, teams and offices into a global profit pool, fostering a truly collaborative environment.

• The chance to work alongside diverse and intelligent peers in a rewarding environment.

• Training, mentorship and personal development opportunities.

• Daily breakfast, lunch and an in-house barista.

• Gym membership plus weekly in-house chair massages.

• Regular social events, including a company trip every two years.

• Guided relocation, a competitive relocation package and visa sponsorship where necessary.

Optiver is committed to diversity and inclusion. We encourage applications from candidates of all backgrounds, and welcome requests for reasonable adjustments during the process.

Questions? Get in touch with the recruitment team at careers@optiver.com.au

As our Quantitative Research Intern, you’ll spend your summer delving into complex, data-driven problems at one of the world’s leading tech-driven trading firms. Under the guidance and mentorship of industry experts, you’ll apply your critical mindset and strong technical skills to optimise the models that drive Optiver’s innovative trading strategies.  

Through a mix of trading lectures, coursework and hands-on project experience, you’ll have deepened your understanding of the quantitative trading industry and mastered the practical skills needed to drive our trading success by the end of the 8-week internship. Plus, if you’ve excelled over the summer, you’ll receive an offer to return as a Graduate Quantitative Researcher. 

What you’ll do 

Led by our in-house education team that consists of former traders and engineers, you will complete a curated series of lectures and coursework on trading fundamentals, covering topics such as options pricing, financial markets, trading strategies and cutting-edge technology.  

Then, you will join one of our research teams and be paired with a mentor, applying your recently acquired knowledge to real-world scenarios that contribute towards our trading success. Some of the topics you could be working on, include: 

• Using statistical models and machine learning to develop trading algorithms. 

• Leveraging big data technologies to analyse high-frequency trading strategies, market microstructure, and financial instruments to identify trading opportunities. 

• Building stochastic models to determine the fair value of financial derivatives. 

• Combining quantitative analysis and high-performance implementation to ensure the efficiency and accuracy of pricing engines and libraries. 

Find your niche in research 

During the internship, you will gain exposure to the various opportunities that are available in our research teams. Discover some of the teams below.  

• Read Noah’s story to discover how he leverages large datasets to create underlying models that price our financial instruments in the Options Pricing team. 

• Read Rob’s story to discover how he develops and tests hypotheses that drive improvements in the execution, speed and success of our trading systems, in the Performance Research team. 

What you’ll get 

You’ll join a culture of collaboration and excellence, where you’ll be surrounded by curious thinkers and creative problem solvers. Driven by a passion for continuous improvement, you’ll thrive in a supportive, high-performing environment alongside talented colleagues, working collectively to tackle the most complex problems in the financial markets.  

In addition, you’ll receive: 

• A highly competitive remuneration package. 

• Optiver-covered flights and accommodation for the duration of the internship. 

• The opportunity to work alongside best-in-class professionals. 

• Training, mentorship and personal development opportunities. 

• Gym membership, plus weekly in-house chair massages. 

• Daily breakfast, lunch and in-house barista. 

• Regular social events. 

Who you are 

• A penultimate university student. If you are a pre-penultimate university student, discover our 2026 FutureFocus program. 

• An Australian or New Zealand Citizen, Australian Permanent Resident or able to provide evidence of full working rights. 

• Studying a quantitative or technically focused degree, such as Maths, Statistics, Physics, Electrical / Mechatronic / Software Engineering, Computer Science, Applied / Quantitative Finance or Econometrics. 

• Inquisitive and critical thinker, who enjoys creating innovative, new solutions. 

• Have a passion for quantitative problems and working in collaborative, dynamic environments. 

• Pragmatic, focused on outcomes and can communicate technical concepts well. 

• Enjoys utilising technology, programming, or maths in your daily life to solve problems. 

• Possess programming experience in any language (C, C++, Python, Basic, JAVA, etc.). 

 Diversity statement  

Optiver is committed to diversity and inclusion. We encourage applications from candidates from all backgrounds, and welcome requests for reasonable adjustments during the process to ensure that you can best demonstrate your abilities. 

Questions? Get in touch with the team at careers@optiver.com.au.  

We accept one application per role per year. If you have previously applied to this position during this season and were unsuccessful, you may reapply when the next recruitment season begins in 2027.
We also ask that you apply to one role at a time, selecting your preferred opportunity. We will only consider candidates for one role at any given time.

As our Graduate Quantitative Researcher, you’ll develop, refine and implement statisitical models that directly impact and improve the global financial markets. As part of a team of expert researchers, you’ll leverage our large historical datasets and the latest technologies to develop innovative solutions that drive Optiver’s cutting-edge trading strategies, fully immersing in the world of market making. 

If you have a critical mindset, a passion for quanititative problems and mathematical precision, you are the ideal candidate for this role. Join us and be a part of a dynamic team where you can make a meaningful impact. 

Please note, our formal applications for Graduate opportunities are currently closed. We are seeking expressions of interest for our 2026 campaign and would love to hear from you! Please complete this application to join our 'Talent Community' so that we can keep you up to date with suitable upcoming vacancies. 

What you’ll do 

Your onboarding and training 

Kickstart your training in the Optiver Academy, our four-week global training program in Amsterdam. Here you’ll learn from our dedicated in-house education team and other industry experts through a series of lectures, coursework and collaborative project work.  

Following this, the comprehensive training program in Sydney will equip you with the knowledge needed to make an impact from the moment you join your research team. You’ll learn the intricacies of option theory and apply your knowledge to real-world scenarios, developing models that contribute towards our trading success. We believe a realistic hands-on experience is the best way to learn, and that is exactly what we provide. 

After joining one of our research teams, you’ll continue to optimise our innovative trading strategies, and gain a deeper insight into the different products and trading strategies within the team. Our education team will continue to provide training through a curated series of lectures over your first 12 months as a graduate researcher. 

Your responsibilities  

From your first day on the team, you’ll have the autonomy and responsibility to make decisions that create an immediate impact. Every day will present you with new and interesting challenges to solve, and it’s up to you and your team to drive our success by ensuring that our quantitative models remain at the cutting-edge of constantly evolving capital markets.  

Key responsibilities may include: 

• Using statistical models and machine learning to develop innovative solutions that are foundational to Optiver’s trading strategies  

• Leveraging big data technologies to analyse high-frequency trading strategies, market microstructure and financial instruments to identify trading opportunities. 

• Building stochastic models to determine the fair value of financial derivatives. 

• Combining quantitative analysis and high-performance implementation to ensure the efficiency and accuracy of pricing engines and libraries. 

• Seeking continuous improvement in everything you do. 

Find your niche in research 

We offer a range of opportunities in our research teams. During the training program, we will work with you to ensure that you’re placed in the most suitable role for you. Below are examples of the various roles available. 

• Read Dom’s story to discover how he uses cutting-edge statistical and machine learning algorithms to develop profitable live trading strategies in the Delta 1 team. 

• Read Noah’s story to discover how he leverages large datasets to create underlying models that price our financial instruments in the Options Pricing team. 

• Read Rob’s story to discover how he develops and tests hypotheses that drive improvements in the execution, speed and success of our trading systems, in the Performance Research team. 

What you’ll get 

You’ll join a culture of collaboration and excellence, where you’ll be surrounded by curious thinkers and creative problem solvers. Driven by a passion for continuous improvement, you’ll thrive in a supportive, high-performing environment alongside talented colleagues, working collectively to tackle the most complex problems in the financial markets.  

In addition, you’ll receive: 

• A performance-based bonus structure unmatched anywhere in the industry. We combine our profits across desks, teams and offices into a global profit pool, fostering a truly collaborative environment. 

• The opportunity to work alongside best-in-class professionals. 

• Training, mentorship and personal development opportunities. 

• Gym membership, plus weekly in-house chair massages. 

• Daily breakfast, lunch and an in-house barista. 

• Regular social events.

Who you are 

• Final year university student or recent graduate. 

• An Australian or New Zealand Citizen, Australian Permanent Resident or able to provide evidence of full working rights. 

• Studying a quantitative or technically focused degree, such as Maths, Statistics, Physics, Electrical / Mechatronic / Software Engineering, Computer Science, Applied / Quantitative Finance or Econometrics. 

• Inquisitive and critical thinker, who enjoys creating innovative, new solutions. 

• Have a passion for quantitative problems and working in collaborative, dynamic environments. 

• Pragmatic and focused on outcomes, and can communicate technical concepts well. 

• Enjoy utilising technology, programming or maths in your daily life to solve problems. 

• Possess programming experience in any language (C, C++, Python, Basic, JAVA, etc.). 

Diversity statement  

Optiver is committed to diversity and inclusion, and it is hardwired through every stage of our hiring process. We encourage applications from candidates from any and all backgrounds, and we welcome requests for reasonable adjustments during the process to ensure that you can best demonstrate your abilities. 

Questions? Check out our internship and graduate FAQs or get in touch with the team at: careers@optiver.com.au.  

Ready to kickstart your career in one of the world's leading tech-driven trading firms? 

Join FutureFocus, our immersive five-day program designed to ignite your potential as a future developer, trader or researcher at Optiver.  

Dive into the fundamentals of trading, gain unique insights into Optiver’s cutting-edge trading systems and build the key skills that our teams use every day. 

Please note, our formal applications for FutureFocus opportunities are currently closed. We are seeking expressions of interest for our September 2026 campaign and would love to hear from you! Please complete this application to join our 'Talent Community' so that we can keep you up to date with suitable upcoming vacancies. 

Plus, if you've excelled in the program, you could receive a direct offer for our 2027/28 Summer Internship Program. 

• Eligible for pre-penultimate university students (graduating in 2028 or 2029) 

• Program dates: September 2026

• Where: Optiver Sydney office* 

Note: If you reside outside of Sydney, Optiver will cover your travel and accommodation costs. 

What you'll do 

Led by former traders and engineers, our renowned in-house education team will guide you through the intricacies of market making. You will be immersed in a mix of hands-on and classroom learning, empowering you to thrive in the world of trading and technology. 

As part of the FutureFocus program, you’ll have the opportunity to: 

• Kickstart your journey as a developer and explore our tech career pathways. Discover the cutting-edge techniques that keep us at the forefront of the global financial markets and see our world-class trading systems in action. 

• Learn the core fundamentals of trading and build trading strategies for deployment in a virtual market. 

• Connect with recent graduates and hear their personal experiences. 

• Receive mentorship and support from our in-house trainers and senior developers, who are committed to ensuring you have the guidance and support needed to succeed. 

• Experience Optiver's culture and enjoy our incredible perks, including daily breakfast, lunch and coffee, weekly massages and more. 

Who You Are 

• A pre-penultimate university student, graduating in 2028 or 2029. All degree backgrounds are considered. 

• An Australian or New Zealand Citizen, Australian Permanent resident, or able to provide evidence of full working rights. 

• An inquisitive thinker, with a passion for quantitative problems and working in collaborative, dynamic environments. 

• Holds superior quantitative and logical reasoning skills, and enjoys working on an array of problems, with a strong focus on results. 

• Excited to test yourself in one of the most dynamic areas of the financial market. 

 Applying for the program 

The FutureFocus program offers two streams: Technology or Trading and Research. To help you choose the stream that aligns with your interests, please find more information below. Please note that you can only apply for one stream. 

Technology

Our Software and FPGA Developers play a critical role in executing successful trades. Driven by the desire to find the simplest solutions to the most complex problems, they design and build high performance systems that solve real business problems. Check out Brenda’s ‘Day in the Life’ story to learn more. 

Trading and Research

Our Traders make trading decisions based on market conditions and other factors. They’re driven and have a flair for analytical problem solving. Check out Will’s ‘Day in the life’ story to learn more. 

Our Researchers collaborate closely with traders and developers to build and improve our trading strategies. Read Rob’s story to discover how he develops and tests hypotheses that drive improvements in the execution, speed and success of our trading systems, in the Performance Research team. 

Ready to kickstart your career with Optiver? Submit your expression of interest for FutureFocus to ignite your potential today. 

Diversity statement  

Optiver is committed to diversity and inclusion. We encourage applications from candidates from all backgrounds, and welcome requests for reasonable adjustments during the process to ensure that you can best demonstrate your abilities. 

Questions? Get in touch with our team at careers@optiver.com.au.   

ABOUT THE ROLE:

At IMC, Software Engineers don’t just write code and design technology. They are responsible for spotting new opportunities, developing new technologies and solving problems. Every day, our software makes millions of trading decisions in some of the most competitive markets across the globe, and we win by making smarter and faster decisions than our competition. Our Software Engineers deliver results and make a difference.

As a Software Engineer Intern at IMC, you will be supported by a mentor who will oversee your projects and professional development, while having access to pair programming and code reviews. During your internship, you will work on a real project, providing value to developers and traders. Your assigned project will be one of the below areas.

Low Latency
Dedicated to the development and execution of ultra-fast systems that underpin IMC’s trading infrastructure, you will be building and maintaining systems with minimal latency to support high-frequency trading. You will be largely working on C++ and interact with Hardware, performance and network engineers.

Algorithmic
Centred on creating and supporting systems that drive our trading strategies, you can expect to be working on developing and implementing algorithms that calculate pricing and risks. Or supporting the development of tools and infrastructure for analysing, modelling and trading financial products. In this area, you will be working on Java or Python.

WHAT YOU’LL DO:

• During the internship, you will be work on solving real-world projects, write complex algorithm and design practices and principles with opportunities to learn from our strongest engineers and traders.
• Work collaboratively in an environment where creativity, teamwork and innovation are recognised and rewarded. Our flat structure fosters a culture of openness and collaboration, encouraging the sharing of ideas and knowledge.
• Enhance your knowledge of high-frequency trading.
• Build key relationships across our trading and technology teams.

YOUR SKILLS AND EXPERIENCE: 

• An academic background in Computer Science, Software Engineering or Engineering, with a minimum Distinction average required; High Distinction preferred.
• Have the right to work in Australia or New Zealand.
• Have commenced your penultimate year of study.
• Strong analytical skills and passion to solve complicated problems programmatically.
• Proficient in a programming language (C++, Java or Python required).
• Demonstrated high impact across experiences, including scholarships, competitions and internships.
• Must be able to start the internship in November 2026.

LIFE AT IMC:

Culture & Values

IMC offers an open, collaborative and low-hierarchy environment where our people are empowered to make an impact from day one. We invest heavily in learning and development to help our people grow quickly, with collaboration at the core of how we work. We also give back, donating 2% of annual profits to our Charitable Foundations and supporting employee-led volunteering initiatives.

Our values guide how we work: Dare to continuously innovate. Collaborate to succeed. Champion the best ideas. Take responsibility. Keep both feet on the ground. Build for our future.

We also offer a competitive salary package and a range of perks and benefits to ensure you are set up for success.

Perks & Benefits

• Work from our spectacular new Sydney office in Circular Quay with sweeping harbour views that was recently named “World Building of the Year 2022”.
• 6-week traineeship for graduates in one of our global offices, with opportunities to travel and work overseas in one of our 9 offices across APAC, India, US, UK and Europe.
• In-house chef with daily breakfast, lunch and dinner provided, as well as an in-house barista for free coffee all day!
• Social events including Friday night drinks, annual weekend away, social clubs, and regular team events.
• Opportunities to give back with in-house charity days, paid volunteering leave and dollar-matched charity donations.
• Wellbeing allowance and complimentary workout sessions including Barry's bootcamp, Pilates and boxing.

Think you have what it takes? We’d love to hear from you. Apply now.

IMC is a global market maker, using advanced technology and sophisticated strategies to trade across major financial markets. With offices in Amsterdam, Chicago, and Sydney, we combine deep market expertise with cutting-edge systems to provide liquidity around the clock.

As we expand our presence in the index options space, we are looking for an experienced and highly driven Index Options Trader with a deep understanding of volatility and risk, and a strong appetite for taking directional positions. This is a high-impact role for someone eager to deploy capital with conviction, influence strategy, and help shape one of the most dynamic areas of our trading business.

Your Core Responsibilities:

• Take ownership of a major index options trading book across APAC markets, with a focus on opportunistic, high-risk/high-reward strategies.
• Deploy directional and volatility-based trades with strong conviction, backed by market intuition, quantitative signals, and rigorous scenario analysis.
• Actively manage risk and exposure in real time, leveraging your deep knowledge of index behaviour, macro events, and volatility dynamics.
• Collaborate with quant researchers, developers, and execution specialists to continuously refine models, trading logic, and infrastructure.
• Contribute to strategic growth initiatives, including new index product rollouts, region-specific opportunities, and innovation in volatility surfaces.
• Mentor junior traders, and play a leadership role on a high-performance trading desk.

Your Skills and Experience:

• 5+ years of experience trading index options or related macro volatility products with proven PnL in high-risk discretionary or systematic strategies.
• Deep expertise in options pricing, volatility surfaces, and complex risk/reward scenarios, especially around macro catalysts.
• Exceptional decision-making under pressure, with the confidence to size positions and challenge consensus views.
• Preferred experience in APAC indices – eg. Japan, Hong Kong, Korea.
• Technically conversant with data analysis tools and risk modeling frameworks.
• Highly entrepreneurial, intellectually curious, and constantly looking for an edge.

Your Core Responsibilities: 

• Develop, execute, and scale profitable trading strategies across Chinese commodities markets (e.g., energy, precious metals, base metals).
• Trade futures and related derivatives on major Chinese exchanges (SHFE, DCE, ZCE, INE, GFEX) and relevant offshore venues.
• Integrate fundamental research, macroeconomic analysis, and geopolitical developments into trading decisions.
• Partner closely with the Commodities Analyst team to incorporate insights on supply/demand dynamics, inventory trends, shipping flows, regulatory developments, and government policy into actionable strategies.
• Identify and position around upcoming market catalysts, volatility events, and structural dislocations.
• Generate directional and volatility-driven trade ideas based on global and domestic Chinese market intelligence.
• Work alongside quantitative researchers and technologists to refine execution, enhance data-driven decision-making, and scale systematic components of strategies.
• Actively manage risk, including exposure to macro events, liquidity shifts, regulatory changes, and cross-border dynamics.
• Contribute to continuous improvement of research frameworks, dashboards, and trading tools in collaboration with the Analyst and technology teams.

Your Skills and Experience: 

• Proven track record trading Chinese and/or global commodities futures and derivatives with consistent risk-adjusted returns.
• Strong understanding of Chinese commodity markets, macroeconomic drivers, and geopolitical influences.
• Deep knowledge of Chinese exchange rules, margin frameworks, and regulatory environment.
• Demonstrated ability to translate fundamental and macro analysis into clear trading positioning.
• Experience collaborating with analysts, quantitative researchers, and developers in a data-driven trading environment.
• Strong risk management discipline and ability to trade around event-driven volatility.
• Familiarity with Python, SQL, Bloomberg, or other analytics platforms is advantageous.
• Ability to operate decisively in a fast-paced, competitive trading environment.

About Akuna:

Akuna Capital is an innovative trading firm with a strong focus on collaboration, cutting-edge technology, data driven solutions and automation. We specialise in providing liquidity as an options market maker – meaning we are committed to providing competitive quotes that we are willing to both buy and sell. To do this successfully we design and implement our own low latency technologies, trading strategies and mathematical models. At Akuna we have a flat structure, where the best idea wins.

Our Founding Partners, including Andrew Killion, first conceptualized Akuna in their hometown of Sydney. They opened the firm’s first office in 2011 in the heart of the derivatives industry and the options capital of the world – Chicago. Today, Akuna is proud to operate from additional offices in Sydney, Shanghai, Singapore and London.

What you’ll do as a Quantitative Researcher at Akuna:

Akuna’s Quantitative Trading and Research team is looking to add Quant Researchers to a team of mathematicians, statisticians and technologists. This team creates trading strategies scientifically by combining its quantitative expertise with a sophisticated understanding of derivatives and financial markets. We are looking for talented researchers who can apply and develop machine learning algorithms to contribute to Akuna’s strategy portfolio. In this role, you will:

• Develop trading strategies using statistical and machine learning algorithms
• Help identify, design, backtest and optimize low latency strategies using big data
• Build metrics to evaluate strategy execution and perform post trade analysis
• Design and implement optimization algorithms for portfolio construction
• Develop quantitative models describing market behavior
• Advance existing initiatives and explore opportunities for new research topics

Requirements:

• Strong professional work experience in statistics, machine learning, option trading or related area
• Graduated before August 2025 with a BS/MS/PhD degree in a technical field – Engineering, Computer Science, Maths, Physics, or similar
• Proven research background in academic or professional environment
• Experience building mathematical models for complex real-world problems
• Expertise in statistics
• Programming skills in Python

Qualities that make great candidates:

• Collaboration, teamwork, and excellent communication skills
• Strong drive to deliver meaningful results
• Financial experience or knowledge of trading is a plus

Thank you for your interest in IMC Trading! We’re excited to stay connected with you. Please take a moment to fill out a short form by clicking Apply Now. This step is not a formal application but allows us to review your profile after the conference and reach out if there’s a match between your skills and our opportunities.

We’re excited about the potential to connect further and explore how you could become part of the IMC team!

#LI-DNI

We are seeking an enthusiastic HR Coordinator to join the HR Operations team, who wants to make an impact in the workplace every day. In this role, you will play a critical part in engaging with new employees on their onboarding experience, maintaining our employee records and HRIS (Workday), provide ongoing support to the broader HR Generalist team. At IMC we employ a broad range of people with varying backgrounds. What they have in common is their superior technical expertise, their extraordinary smarts, their collaborative approach and our HR team pride themselves on having that same mindset.

Your Core Responsibilities: 

New Starters and Onboarding

• Coordinating new hire employment contracts, onboarding paperwork and pre-employment screening.
• Maintain contact with our new hires through their onboarding journey and support them with any relocation arrangements.
• Coordinate new-starter inductions and liaise with key internal teams.
• Manage all system updates relating to the new hire, ensuring new starter profiles have been established

HRIS & Internal Systems Expert

• Subject matter expert for the WorkDay system, ensuring all information is up to date (including new hire, departure, employment changes and recruitment activities)
• Responsible for managing and updating all other HR related systems and tracking spreadsheets as required.
• Local point of contact for the global HR Information Systems team.

General Coordination

• Support to the HR generalist team, including the HR Business Partner for each business area.
• Local management and ownership of the annual performance review cycle.
• Support with annual audit requirements (internal and external).
• Administrative support to the HR Generalist for visa and sponsorship arrangements where required.
• Undertaking general HR administrative duties and document drafting.
• Supporting employees with day-to-day enquiries.
• Ad hoc reporting and coordination in project roll outs.
• Ability to work cross team/function with HR, Office Management and Managing Director EA on employee initiatives, Operations Engineering.

Your Skills and Experience:

• Minimum 1 year of relevant HR work experience.
• Prior experience with Workday is essential, along with skills across Microsoft Office, Word and Excel.
• Excellent attention to detail, along with the ability to work autonomously and make pragmatic decisions in our fast-paced environment.
• Must be able work in fast paced, complex environment with sensitivity to confidential and proprietary information.
• Strong written and verbal communication skills.
• Be part of a fun and energetic team that is results oriented, self-motivated and driven.

At IMC our team of Business Partners play an important and strategic role in the development of our employees and leaders. We’re seeking a confident, driven and collaborative HR Business Partner to join our progressive and growing HR team. As a successful Business Partner you will partner with both employees and people leaders to drive high performance, employee engagement and talent development. Our Business Partners are tasked with ensuring that we consistently deliver an exceptional working environment and employee experience.

You will support across your allocated business area partnering closely with your key stakeholders across all aspects of HR. Reporting to the Head of HR Business Partnering & Operations, you will work with the business to add value and achieve business goals. Your daily responsibilities will revolve around providing expert advice, coaching, and training to managers on HR matters. Additionally, you will play a pivotal role in the development and implementation of projects that align with the overall business strategy.

Your Core Responsibilities

• Partner with business leaders to design and deliver people initiatives across the full HR spectrum, including employee relations, coaching, organisational development, workforce planning and learning & development.
• Lead and deliver high-impact HR projects across the organisation, including performance reviews, succession and talent planning.
• Provide 1:1 coaching and advisory to develop the leadership capability of our managers.
• Oversee early careers programs, ensuring an exceptional participant experience in our internships and traineeships.
• Leverage people analytics and data-driven insights to inform organisational design and drive continuous improvement.
• Collaborate across the HR function to deliver seamless employee lifecycle management, including offboarding processes.
• Participate in final round interviews to ensure the suitability of new talent into our teams.

Your Skills and Experience

• A Bachelor’s degree or higher level of education in Human Resources, Business or related field.
• 3+ years’ experience in HR Business Partnering/Advisory in a progressive, high touch, fast paced environment.
• Preparedness to participate in frequent 1:1 meetings and maintain high levels of engagement, energy and motivation within the team.
• Proven experience in proactively coaching leaders and providing guidance on people management issues and strategies.
• Ability to build credibility with senior leaders as an advisor who provides quality advice and follows through on commitments.
• Superior communication skills, able to convey confidence, empathy and trust via candor and diplomacy to build effective relationships.
• Possesses an abundance of common sense and pragmatism to solve problems and get results.

About Us 👋

Life Trading Pty Ltd is a growing proprietary trading company with offices in Australia and the UK. We are driven by a mission to achieve success in trading by combining disciplined execution with innovative technology and strong operational foundations.

Our culture is relaxed and high-performing, built on trust, accountability, and respect. We believe in doing great work while maintaining balance outside of it.

About the Role 💡

We’re looking for a Trade Operations Analyst to join our Sydney-based Trading Operations team. This role sits at the centre of trading activity, ensuring the business starts each day with clean positions and accurate P&L, while providing real-time operational support to traders.

You’ll take ownership of middle office operations across exchange-traded equities and related listed products, alongside core product control responsibilities. This role requires someone with direct experience supporting equities trading desks, who is comfortable operating close to the front office in a fast-paced environment.

Over time, you’ll also absorb new responsibilities as systems and processes evolve internally. This is a hands-on, high-impact role with real ownership.

Your Mission at Life Trading 🎯

Product Control:

• Ensure daily position reconciliation is complete prior to trading
• Validate daily P&L and investigate discrepancies with clear, timely commentary
• Maintain and own product control data, including the Product Control system
• Manage position transfers as required
• Develop and document product control processes and procedures

Financial Controls:

• Take ownership of cash reconciliations 
• Assume responsibility for P&L sign-off once processes are established
• Manage trading-related cash movements and operational payments
• Support the evolution of internal financial control frameworks

Middle Office Operations (Equities):

• Manage end-to-end trade lifecycle workflows across exchange-traded equities, including settlements, lifecycle events, and position maintenance
• Work closely with traders and Finance to ensure seamless execution and accurate downstream reporting
• Maintain and manage external trading and post-trade platforms
• Develop and document operational processes supporting equities trading

Live Trading Support:

• Provide real-time support to traders during market hours
• Troubleshoot and resolve operational issues quickly and effectively
• Manage Trading setup and configuration
• Support onboarding of new strategies, markets, and products
• Prepare trading updates for board and company reporting

What We’re Looking For 👀

• 5+ years’ experience working in or closely with trading teams (prop, quant, or clearing firms)
• Direct experience supporting equities trading desks (essential)
• Cash reconciliation experience, with an understanding of trade settlement and cash movement
• Strong understanding of product control (or otherwise relevant function) and trading operations
• Proven experience in a middle office or trade support role covering listed products
• Strong administrative and organisational skills
• Clear and concise written and verbal communication
• Ability to operate in a fast-paced, high-pressure environment
• High attention to detail and ownership mindset

Bonus Points For ✅

• Experience working in a small, high-performing team
• Familiarity with data management practices
• Experience with Confluence and Jira
• Understanding of trading strategies and market risk
• Project management experience
• Python or other scripting capabilities

Benefits 🎉

At Life Trading, we recognise that our people are our most valuable asset. We offer:

• Competitive Salary: Reflecting your experience and impact
• Flat Structure: Direct access to decision-makers with real influence and responsibility
• Flexible Working: Hybrid arrangements supporting work-life balance
• Health & Wellbeing: Access to support initiatives and programmes
• Anniversary Leave: Additional leave to celebrate milestones
• Social Events: Regular team events and offsites
• Paid Parental Leave: Support for growing families
• Professional Development: Ongoing learning and development opportunities
• Employee Recognition: Celebrating contributions across the business 

IMC is hiring a Quantitative Trader to focus on monetization research and back testing for high- to mid-frequency delta-one equity strategies. This role emphasizes research depth, systematic evaluation, and capital efficiency, partnering closely with quant researchers and engineers to turn signals into scalable, profitable trading strategies.

Based in Sydney, this role is ideal for candidates who excel at research-driven trading problems, large-scale data analysis, and rigorous performance validation. For exceptional candidates from top global trading firms, Hong Kong location may be considered.

Core Responsibilities

• Research and evaluate new trading signals and strategy ideas with a focus on monetization potential
• Design and run large-scale back tests to assess PnL, risk, capacity, and robustness
• Analyse transaction costs, market impact, and execution assumptions within back testing frameworks
• Optimize portfolio construction, capital allocation, and risk controls across strategies
• Work with engineers to improve back testing infrastructure, data quality, and research tooling
• Partner with live traders to ensure research assumptions align with real-world execution behaviour
• Drive strategies from research validation through production readiness

Skills & Experience

• Degree in a quantitative field (Mathematics, Physics, Computer Science, Engineering, Economics, or similar)
• 3+ years of experience in quantitative trading or monetization research, preferably in equities
• Strong experience with back testing frameworks, large datasets, and systematic performance evaluation
• Deep understanding of market microstructure, transaction costs, and scalability constraints
• Strong programming skills (Python/C++ strongly preferred); ability to write clean, research-grade code
• Rigorous, detail-oriented mindset with strong statistical intuition
• Experience at leading systematic or proprietary trading firms is a strong plus

 Your core responsibilities:

• Maximize PNL through trading crypto options by adapting existing strategies or developing new strategies and algorithms, with full PNL responsibility for the book.
• Identify and capitalize on mispricings in the crypto volatility space and manage option positions.
• Work closely with research and quant teams to analyze trading performance and continuously optimize strategies.
• Take ownership early on, driving forward initiatives and strategies to enhance the trading desk’s competitive edge.

Your skills and experience:

• 2+ years of options trading experience, ideally with exposure to crypto markets.
• Strong academic background, preferably in mathematics, science, financial engineering, or computer science.
• Programming experience, particularly in Python, with the ability to work with data-driven models and algorithmic trading systems.
• Entrepreneurial mindset with a healthy risk appetite, competitive nature, and the ability to make fast, data-driven decisions.
• A passion for identifying market opportunities and acting decisively.
• Strong knowledge of options pricing, volatility dynamics and trading mechanics, preferably with an understanding of the unique aspects of crypto options.
• Ability to work in a fast-paced, high-pressure trading environment and collaborate effectively within a team of specialists.

Your core responsibilities:

• Managing crypto and fiat trade settlements - including communicating with internal and external stakeholders to ensure timely and accurate settlements.
• Trade and settlements reconciliation from post trade to settlement to ensure correct and timely settlement.
• Keeping track of asset inventory and liaising with the Trading and Finance teams to ensure it is in-line with upcoming settlement requirements.
• Whitelisting of crypto addresses across multiple trading venues and counterparties; across multiple venues and custody platforms.
• Managing & adding new banking beneficiaries and being responsible for broader banking services (including managing cut-off times, fees etc).
• Overseeing and helping enhance the collection, documentation and organising of external counterparty-related trade data.

Your skills and experience:

• At least 3 years of prior experience in crypto trading operations, in particular related to settlements and trading reconciliation.
• Outstanding attention to detail and analytical skills.
• Strong Excel skills and ability to reconcile and track asset balances.
• Familiarity with operations / settlements tools and services used in Crypto
• Nice to have: familiarity with Python, SQL languages and/or experience querying database trade data and generating reports and dashboard.
• Excellent verbal and written communication skills in English.
• Team player and self-starter, with an entrepreneurial mindset.

ABOUT CUBIST

Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.

JOB DESCRIPTION

Researchers are responsible for independently conducting quantitative finance research with a focus on statistical and predictive models. Successful researchers manage all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, backtesting, and performance monitoring.

Some successful researchers have joined us from similar backgrounds at other firms. Others have joined from related fields or directly from academia and have thrived with hands on guidance from our large team of experienced portfolio managers and researchers. Our most exceptional team members combine strong technical skills and a passion for problem solving with an intense curiosity about financial markets and human behavior.

DESIRABLE CANDIDATES

• MS or PhD candidates in finance, computer science, mathematics, physics, or other quantitative discipline
• 3-7 years of experience in alpha driven quantitative research for equities, futures, fixed income, credit, and/or FX
• Strong analytical and quantitative skills
• Demonstrated ability to conduct independent research utilizing large data sets
• Programming in any of the following: C++, Java, C#, MATLAB, R, Python, or Perl
• Detail-oriented
• Willing to take ownership of his/her work, working both independently and within a small team

We’re looking for exceptional colleagues with unparalleled passion. If you’d like your resume to stand out, tell us about your exceptional personal achievements, even if they have nothing to do with finance. Of course we love to hear more about specific engineering or data projects that you’ve worked outside of school, or as part of your curriculum. If you’re proud of the work you did we want to hear about it. In addition to exceptional statisticians and engineers, we work with talented musicians, writers, mathematicians, and founders of non-profits; we’d love to learn more about what excites you.

ABOUT CUBIST

Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources.

ROLE

Entry-Level Quantitative Researchers are responsible for conducting rigorous quantitative research with a focus on predictive models. You will be trained in all aspects of systematic trading from idea generation all the way to practical trading considerations. Successful hires will ultimately become thought leaders within our collaborative research group.

RESPONSIBILITIES

• Conduct original quantitative alpha signal research
• Follow, digest and analyze the latest academic research
• Manage all aspects of the research process, including idea generation, data analysis, hypothesis development and testing, alpha discovery, trading strategy generation, backtesting and portfolio analysis
• Build analytical tools to supplement our shared research framework 

REQUIRMENTS 

• B.S., M.S. or PhD in finance, economics, mathematics, statistics, data science, computer science, or other quantitative discipline.
• Programming in Python (or comparable language) and working knowledge of SQL
• Strong analytical and quantitative skills.
• Willingness to take ownership of his/her work.
• Ability to work both independently and collaboratively within a team.
• Strong desire to deliver high quality results in a timely fashion.
• Detail-oriented.
• Prior experience in the financial services industry is not required. 
• A commitment to the highest ethical standards. 

At IMC, our Site Reliability Engineers are responsible for maintaining a robust, best-in-class, extremely low-latency Linux trading environment. Getting the right balance of speed and quality is crucial to what we do. Utilising and developing a wide range of tools, Systems Engineers look to automate all aspects of the platform.

As a Graduate Site Reliability Engineer at IMC, you will practice DevOps and implement SRE techniques to improve IMC’s operations. You will be part of highly motivated team, facing the daily challenge of managing a high-volume data flow in a complex environment distributed over low-latency infrastructure. In this role, you will be exposed to technical and trading challenges while ensuring high availability, stability and performance of the end-to-end environment.

WHAT YOU’LL DO:

• Making sure we trade today and keep trading in the future. Oversee the operation and maintenance of our trading systems, guaranteeing continuity and stability in our production trading environment.

• Coordinate, prioritise, and plan changes to our trading software, facilitating quick time-to-market for new features and software updates.

• Develop, maintain and improve the management of hardware and software systems at scale.

• Develop automation tools to accelerate troubleshooting and improve operations.

• Facilitate essential core market connectivity and collaborate with exchanges on troubleshooting technical issues.

• Understand how trading systems work, so you can support IMC’s day-to-day trading activities.

• Leverage automation and CI/CD allow us to deploy hardware and software solutions rapidly and repeatably.

• Collaborate with traders and other engineers to bring our trading strategies and platform to the next level.

WHAT WE LOOK FOR:

• An academic background in Computer Science, Engineering, Technology or a related field of study with a minimum Distinction average required; High Distinction preferred.

• In this graduate role, we look for aptitude, ability, and eagerness to learn across different technologies and job functions. Below are components of our tech stack where experience is beneficial, but not required. We expect you to learn and grow in these areas during your career at IMC.

• Experience working with Linux operating systems.

• Proficient and knowledge of Python or Java or another major programming language and/or Bash scripting.

• Interest in deploying, running and monitoring applications. Knowledge of Kubernetes or other DevOps tools is a plus.

• Understanding of networking fundamentals, including TCP/IP, UDP, and related protocols.

• DevOps focused mindset with a comprehensive view of technology environments.

• Interested in a wide array of technologies, whether it is databases, networking, deployment or performance tuning.

• Operationally focused mindset across a variety of technology environments

• Willingness to interact and work closely with Traders and Engineers in a fast-paced and constantly changing environment.

• Must be able to start graduate role in February 2027.

LIFE AT IMC:

Culture & Values

IMC offers an open, collaborative and low-hierarchy environment where our people are empowered to make an impact from day one. We invest heavily in learning and development to help our people grow quickly, with collaboration at the core of how we work. We also give back, donating 2% of annual profits to our Charitable Foundations and supporting employee-led volunteering initiatives.

Our values guide how we work: Dare to continuously innovate. Collaborate to succeed. Champion the best ideas. Take responsibility. Keep both feet on the ground. Build for our future.

We also offer a competitive salary package and a range of perks and benefits to ensure you are set up for success.

Perks & Benefits

• Have continuous opportunities to learn new technologies and programming languages in our dynamic environment.

• Be supported by a mentor specifically chosen to work with you and guide you through each step of your traineeship and onboarding process.

• 6-week traineeship for graduates in one of our global offices, with opportunities to travel and work overseas in one of our 9 offices across APAC, India, US, UK and Europe.

• Work from our spectacular new Sydney office in Circular Quay with sweeping harbour views that was recently named “World Building of the Year 2022”.

• In-house chef with daily breakfast, lunch and dinner provided, as well as an in-house barista for free coffee all day!

• Social events including Friday night drinks, annual weekend away, social clubs, and regular team events.

• Opportunities to give back with in-house charity days, paid volunteering leave and dollar-matched charity donations.

• Wellbeing allowance and complimentary workout sessions including Barry's bootcamp, Pilates and boxing.

Think you have what it takes? We’d love to hear from you. Apply now.

ABOUT THE ROLE:

At IMC, we continually innovate new solutions to remain competitive in a dynamic financial landscape. We can never sit still. We need to continually improve to stay ahead. If the challenge of using the latest technology to solve problems sounds appealing, then the IMC Hardware Engineering Internship is a great fit for you.

Hardware Engineers don’t just write code and design technology. They are responsible for spotting new opportunities, developing new technologies and solving problems. Every day, our software makes millions of trading decisions in some of the most competitive markets across the globe, and we win by making smarter and faster decisions than our competition. Our Hardware Engineers deliver results and make a difference.

As a Hardware Engineer Intern at IMC, you will be supported by a mentor who will oversee your projects and professional development, while having access to pair programming and code reviews. During your internship, you will work on a real project, providing value to developers and traders. Your assigned hardware project likely to be focussed on Low Latency.

Low Latency
Dedicated to the development and execution of ultra-fast systems that underpin IMC’s trading infrastructure, you will be building and maintaining systems with minimal latency to support high-frequency trading. You will be largely working on SystemVerilog and C++. You shall interact with software, performance and network engineers.

WHAT YOU'LL DO:

• During the internship, you will be immersed in real projects, complex problem-solving, and opportunities to learn from our strongest engineers and traders.
• Develop your knowledge of algorithm complexity, professional design and writing fluent code with our state-of-the-art FPGA technology.
• Learn both hardware and software development skills.
• Develop with C++ and SystemVerilog programming languages.
• Work collaboratively in an environment where creativity, teamwork and innovation are recognised and rewarded. Our flat structure fosters a culture of openness and collaboration, encouraging the sharing of ideas and knowledge.
• Enhance your knowledge of high-frequency trading.
• Build key relationships across our trading and technology teams.
• Have the opportunity to secure a full-time role with IMC once you graduate.

YOUR SKILLS AND EXPERIENCE:

• An academic background in Electronic Engineering, Computer Engineering, Computer Science, or equivalent, with a minimum Distinction average required; High Distinction preferred.
• Have the right to work in Australia or New Zealand.
• Have commenced your penultimate year of study.
• Proficient in SystemVerilog, Verilog or VHDL.
• Proficient in C++.
• Knowledge of Python.
• Knowledge of logic design.
• Demonstrated high impact across experiences, including scholarships, competitions and internships.
• Must be able to start the internship in November 2026.

LIFE AT IMC:

Culture & Values

IMC offers an open, collaborative and low-hierarchy environment where our people are empowered to make an impact from day one. We invest heavily in learning and development to help our people grow quickly, with collaboration at the core of how we work. We also give back, donating 2% of annual profits to our Charitable Foundations and supporting employee-led volunteering initiatives.

Our values guide how we work: Dare to continuously innovate. Collaborate to succeed. Champion the best ideas. Take responsibility. Keep both feet on the ground. Build for our future.

We also offer a competitive salary package and a range of perks and benefits to ensure you are set up for success.

Perks & Benefits

• Work from our spectacular new Sydney office in Circular Quay with sweeping harbour views that was recently named “World Building of the Year 2022”.
• 6-week traineeship for graduates in one of our global offices, with opportunities to travel and work overseas in one of our 9 offices across APAC, India, US, UK and Europe.
• In-house chef with daily breakfast, lunch and dinner provided, as well as an in-house barista for free coffee all day!
• Social events including Friday night drinks, annual weekend away, social clubs, and regular team events.
• Opportunities to give back with in-house charity days, paid volunteering leave and dollar-matched charity donations.
• Wellbeing allowance and complimentary workout sessions including Barry's bootcamp, Pilates and boxing.

Think you have what it takes? We’d love to hear from you. Apply now.

Front Office Python Developer

Eclipse Trading is a leading proprietary derivatives trading firm. Founded in 2007, we have over 100 employees across 4 office locations – Hong Kong (our HQ), Sydney, Shanghai and Chicago. Our trading expertise and strategies are deployed across several markets globally, focusing on various products including equity derivatives, delta one, ETFs, commodity derivatives, and cryptocurrency. Technology is inextricably linked to our trading strategies, creating an environment powered by intellectual curiosity, problem solving, and innovation.

We are seeking a skilled Python Developer to join our Rapid Application Development (RAD) Team. This team partners closely with traders and quantitative analysts to develop and optimize Python-based solutions for pricing and trading challenges across multiple business lines.

Our mission is to empower users with seamless access to live data and a flexible framework for building custom automation logic. At the same time, we deliver time-sensitive and mission-critical applications within that same ecosystem.

The position can be located in Hong Kong or Sydney (with authorization to work in Sydney).

Key Responsibilities

• Enhance and expand our Python-based application development framework
• Collaborate directly with traders and quantitative analysts to build and maintain Python trading applications
• Lead projects end-to-end—from analysis and design through to implementation and delivery
• Train end users and promote software development best practices
• Provide Tier 3 production support as needed

What You Offer

• 2+ years of professional experience in Python development
• Proven ability to design, extend, and maintain clean, efficient, production-grade Python applications and libraries
• Strong focus on automated testing, code reviews, and software engineering best practices
• Experience with asynchronous programming (asyncio or similar frameworks) is highly desirable
• Background in trading system development is a strong plus
• Prior front office or quant development experience is highly desirable
• University degree in Computer Science or a related discipline
• Excellent communication skills and fluency in written and spoken English

What We Offer

• Dynamic and collaborative work environment
• Opportunity to contribute directly to the bottom line
• Mentorship and training opportunities
• A flat management structure, where everyone's voice is valued
• Work life balance within a multi-cultural environment
• Fully stocked kitchen for breakfast and lunch
• Attractive benefits package with discretionary bonus

Eclipse Trading is an equal opportunity employer and we believe that diversity and inclusion are essential pillars of our success as a company. We are dedicated to embrace a culture reflecting a variety of perspectives, insights and backgrounds to drive innovation. We build talented and diverse teams to drive business results and encourage our people to develop to their full potential.

All information provided will be treated in strict confidence and used solely for recruitment purposes.

Due to the high number of responses that we receive, we are only able to respond to successful applicants.

Senior Campus Recruiter – Technology, APAC

At IMC, our campus team plays a defining role in securing the next generation of technology talent. As Senior Campus Recruiter for Technology across APAC, you will own how we go to market with candidates - setting the strategy, building the story, and personally closing the high-potential graduates and interns who will shape IMC’s future. This is a role for someone who knows technology talent deeply, can speak credibly about what makes IMC’s engineering culture exceptional, and thrives on the challenge of competing for the best minds in a highly competitive market. You will work closely with a dedicated Campus Events Lead who executes on the ground, freeing you to focus on strategy, relationships, and closing.

Your Core Responsibilities:

• Own IMC’s go-to-market strategy for Technology graduate and intern candidates across APAC, setting the direction for how IMC presents itself at every candidate touchpoint.
• Define and drive the on-campus strategy for the Technology stream, directing the Campus Events Lead on the events, activations, and partnerships needed to support your hiring objectives.
• Act as IMC’s subject matter expert on our Technology business – translating what we do into a compelling narrative that resonates with top computer science and engineering graduates.
• Lead end-to-end recruitment for Technology graduate and intern positions, from first engagement through to offer and close.
• Build and maintain trusted relationships with Technology hiring managers, advising on process, candidate assessment, and market dynamics.
• Evaluate all campus activity through an ROI lens, continuously assessing the “why” behind each initiative and using data to drive strategic direction.
• Co-manage the Launchpad programme alongside the Campus Events Lead and Recruitment Coordinators.
• Maintain a current and detailed view of competitor graduate programmes, candidate propositions, and compensation benchmarks – using this intelligence to sharpen IMC’s positioning in the market.
• Partner with global recruitment peers in Amsterdam and Chicago to share learnings and maintain process alignment across regions.

Your Skills and Experience:

• 5+ years of recruitment experience in technology, software engineering, or a similarly competitive talent market.
• Strong understanding of the technical candidate profile – you know what top computer science and engineering graduates are looking for and how to engage them authentically.
• Proven ability to act as a subject matter expert on a complex business, turning that knowledge into a compelling and credible candidate sell.
• Track record of closing high-potential candidates in a competitive market.
• Experience setting strategic direction and partnering with others to deliver against it.
• Strong stakeholder management skills – credible, direct, and trusted by senior hiring managers.
• Data-driven mindset, with the ability to use pipeline metrics to tell a clear story and demonstrate ROI.
• Experience mentoring or informally leading junior team members.
• Comfortable with ambiguity and able to reprioritise effectively during peak season.
• Willingness to travel and work flexibly across the APAC campus calendar.

At IMC, our Procurement team plays a key role in keeping the business running efficiently and commercially sharp. We're seeking a proactive, reliable, and commercially minded Procurement Analyst to join our Sydney-based team within a leading global trading firm. As a successful Procurement Analyst, you will partner with stakeholders across trading, technology, and operations — as well as colleagues globally — to deliver effective sourcing, supplier management, and commercial support across the business. You will take ownership of your work, drive outcomes, and ensure procurement operates as a trusted and value-adding function.

Your Core Responsibilities

• Perform end-to-end procurement activities including sourcing, supplier onboarding, contract management, and purchase order administration.
• Analyse spend and supplier data to support business decisions and identify areas for improvement.
• Collaborate with internal stakeholders to understand business needs and ensure timely, efficient procurement outcomes that align with strategic and operational goals.
• Assist with supplier management, including tracking performance and maintaining strong working relationships.
• Contribute to process improvement, compliance, and cost optimisation initiatives.
• Partner with the global procurement team on cross-regional projects and initiatives.

Your Skills and Experience

• 2–5 years' experience in a procurement, sourcing, or supply chain role — or transferable experience from an operations or project management background. Direct procurement experience is advantageous but not essential.
• Competent in Excel and comfortable working with data, including manipulation and reporting tools.
• Hands-on and dependable, with a natural inclination to take ownership, dive into the detail, and follow through on commitments.
• Confident and clear communicator, able to build credibility and rapport with stakeholders both locally and globally.
• Comfortable operating in a global environment, with the ability to collaborate effectively with counterparts across EMEA and the US.

IMC is a global market maker, using advanced technology and sophisticated strategies to trade across major financial markets. With offices in Amsterdam, Chicago, and Sydney, we combine deep market expertise with cutting-edge systems to provide liquidity around the clock.

Our Equity Options desk is a fast-growing part of the business, trading a wide range of single stocks across the APAC region. We combine best-in-class execution, proprietary models, and high-quality market data to capture opportunities in both high-frequency and directional trading strategies. As we continue to expand this area, we’re looking for an experienced Equity Options Trader to help drive performance and innovation.

Your Core Responsibilities: 

• Run and develop equity options trading strategies across key APAC single stocks, using both your own insights and the broader team's research and tools.
• Collaborate closely with quant researchers, software engineers, and execution specialists to optimize pricing, hedging, and risk management.
• Make real-time trading decisions based on market dynamics, volatility, and flow.
• Contribute to the evolution of our equity options trading desk, from strategy refinement to new market expansion.
• Mentor junior traders and share your expertise to strengthen the team as a whole.

Your Skills and Experience: 

• 5+ years of experience managing an equity options book focused on the Hong Kong market at a trading firm, bank, or market maker
• Strong track record of profitability in directional or volatility-based strategies.
• Deep understanding of options Greeks, volatility surfaces, and market microstructure.
• Confident, fast decision-maker with a solid risk framework and entrepreneurial mindset.

We’re seeking a Linux Engineer with deep systems expertise and Python/scripting experience to join our growing global team. You will be responsible for engineering and operating Linux at scale across our mission[1]critical environment, while also improving automation and self-service tools that enhance our ability to manage IMC’s servers.

The Linux Engineering team is responsible for the provisioning, configuration, performance, and reliability of a large-scale Linux infrastructure that supports a diverse set of workloads. These include ultra-low latency systems critical to high-frequency trading, as well as high-throughput environments that run research workflows and a wide variety of Kubernetes-based applications. This role requires strong Linux fundamentals applied at scale, with automation as a key enabler for consistency and efficiency across the fleet. Your initiative, collaborative attitude, problem-solving skills, and focus on continuous improvement will help ensure IMC stays competitive by bringing the latest technologies and practices into production.

Your Core Responsibilities

• Apply deep Linux engineering expertise to troubleshoot and resolve complex issues on enterprise systems, ensuring stability and performance
• Enhance configuration management code and processes that we use to manage over 10,000 bare-metal Linux systems globally
• Develop and maintain Python/Bash tools to support large-scale Linux systems management
• Improve provisioning workflows to seamlessly build bare servers into production-ready platforms
• Extend Linux-focused metrics, logging, monitoring, and alerting integrations for full fleet visibility
• Communicate updates and status clearly and frequently with peers and stakeholders through meetings, tracking tickets, code reviews, chats, and merge requests

Your Skills and Experience

• Hands-on Linux systems engineering, administration, and provisioning expertise applied at scale, preferably on bare-metal systems
• Configuration management at scale, preferably on bare-metal servers with Puppet and Hiera
• Python development for automation, APIs, design, testing, and debugging
• Ansible playbook authorship and complex task automation
• RPM design, build, publishing, and in-house repository management
• CI/CD pipelines, Git version control, branching and merging best practices
• Strong system and network troubleshooting with tools such as EBPF, tcpdump, strace, systemd, ntp/ptp, lsof, and nc
• Networking fundamentals: routing, DNS, TCP/UDP/multicast
• Experience building and publishing Docker images
• Working familiarity with Kubernetes
• Exposure to monitoring stacks such as Prometheus, Grafana, and AlertManager, with a focus on Linux telemetry and exporter development
• Bachelor’s degree in Computer Engineering or a related field, or equivalent professional experience

As a Machine Learning Engineer, you will play a pivotal role in building systems that drive the training and deployment of large-scale ML models across our global operations. You'll collaborate with leading researchers, hardware experts, and software engineers to build robust solutions that maximize the potential of GPU acceleration, distributed computing, and the latest open-source tools. Your work will influence our trading strategies by accelerating experimentation cycles that foster continuous innovation and refinement.

This is a unique opportunity to solve problems at the intersection of advanced machine learning and trading, where your contributions will shape the future of IMC’s technology and trading capabilities.

Your Core Responsibilities: 

• Develop large-scale distributed training pipelines to manage datasets and complex models
• Build and optimize low-latency inference pipelines, ensuring models deliver real-time predictions in production systems
• Develop libraries to improve the performance of machine learning frameworks
• Maximize performance in training and inference using GPU hardware and acceleration libraries
• Design scalable model frameworks capable of handling high-volume trading data and delivering real-time, high-accuracy predictions
• Collaborate with quantitative researchers to automate ML experiments, hyperparameter tuning, and model retraining
• Partner with HPC specialists to optimize workflows, improve training speed, and reduce costs
• Evaluate and roll out third-party tools to enhance model development, training, and inference capabilities
• Dig into the internals of open-source ML tools to extend their capabilities and improve performance

Your Skills and Experience: 

• 5+ years of experience in machine learning with a focus on training or inference systems
• Hands-on experience with real-time, low-latency ML pipelines in high-performance environments is a strong plus
• Strong engineering skills, including Python, CUDA, or C++
• Knowledge of machine learning frameworks such as PyTorch, TensorFlow, or JAX
• Proficiency in GPU programming for training and inference acceleration (e.g., CuDNN, TensorRT)
• Experience with distributed training for scaling ML workloads (e.g., Horovod, NCCL)
• Exposure to cloud platforms and orchestration tools
• A track record of contributing to open-source projects in machine learning, data science, or distributed systems is a plus

#LI-DNP

At IMC, we believe technology is the foundation of our competitive edge — and machine learning is increasingly central to how we trade. Over the past few years, we've been steadily building our machine learning capabilities: developing infrastructure, growing our in-house GPU cluster, deploying models into production, and partnering closely with quant researchers and traders to generate real impact. Now we’re expanding the team, scaling our systems, and accelerating the application of deep learning in our research and execution workflows.  We're looking for a Principal Machine Learning Engineer to help shape the next phase of our platform — influencing architecture, driving best practices, and solving high-leverage problems. You’ll work alongside researchers and technologists to design the systems that power experimentation, training, and deployment of ML models — and help set the direction for how machine learning is done at IMC as we scale. If you’ve built ML infrastructure at scale elsewhere and are looking for a role where your ideas will genuinely help shape our firm’s future — we’d love to hear from you.

Your Core Responsibilities: 

• Design and build end-to-end infrastructure for training, evaluation, and productionization of ML models, working closely with our HPC engineers who manage our on-prem compute cluster
• Influence foundational choices around data access, compute orchestration, experiment tracking, model versioning, and deployment pipelines
• Partner with quant researchers to accelerate iteration cycles, tighten feedback loops, and bring models from prototype to live trading
• Work with researchers to adapt and deploy modern architectures — transformers, state-space models, temporal convolutions, graph neural networks — to noisy, high-frequency financial data. Explore techniques like self-supervised pretraining, representation learning, and cross-sectional modelling where they offer genuine edge
• Shape our approach to reproducibility, continual learning, and production monitoring across a petabyte-scale data environment
• Define standards that create consistency across teams and geographies; mentor engineers and influence technical culture beyond your immediate work
• Keep pace with developments in deep learning research and ML infrastructure; bring ideas from academia and industry into how we work — whether that's new architectures, training techniques, or tooling

Your Skills and Experience: 

• 8+ years of experience building ML platforms or infrastructure at a leading tech company, research lab, or quantitative firm
• A track record of designing and owning large-scale training and inference systems — not just contributing, but architecting
• Deep proficiency in Python, with strong experience in either CUDA or C++
• Hands-on expertise with modern deep learning frameworks (PyTorch, TensorFlow, or JAX) and practical experience implementing architectures like transformers, attention mechanisms, or sequence models
• Strong foundation in deep learning fundamentals: optimization, regularization, loss design, and the trade-offs that matter when training at scale
• Experience with distributed training at scale (Horovod, NCCL) and GPU optimization (cuDNN, TensorRT)
• History of deploying models to production with strong observability, reproducibility, and monitoring practices
• Comfort working across the ML stack from data pipelines to training infrastructure to serving systems

Why This Role: 

• Build, don't inherit — You'll make foundational technology choices in a platform that's still being defined, not maintain someone else's legacy.
• Real investment, real backing — This is a strategic priority with resources behind it, not a side experiment.
• Direct impact on trading — Your infrastructure will power models that make real trading decisions in competitive global markets.
• Global scope — Work with teams across New York, Chicago, Amsterdam, London, Sydney, Hong Kong and beyond; define practices that can scale worldwide.
• Ideas over titles — IMC's culture values clarity, rigor, and collaboration. The best ideas win, regardless of where they come from.
• Tight coupling with research — You won't be building in isolation. Researchers and engineers work side-by-side, iterating together.

#LI-DNP

IMC is looking for a highly skilled Quantitative Microstructure Analyst to join our Performance team in Sydney. Quantitative Microstructure Analyst's at IMC collaborate with other teams, both technical and non-technical, to handle everything from optimising exchange connectivity to analysing application performance to designing systems for handling massive amounts of data.  If it’s a hard problem, it’s in scope.

Your Core Responsibilities: 

• Data and Systems Analysis: Analyse terabytes of network data to identify patterns, validate hypotheses, and optimise system performance.
• Analyse, optimise, troubleshoot, and continuously tune the complete trading environment to improve the performance of our low-latency trading systems on financial exchanges.
• Analyse time series exchange network captures.
• Design, develop, test, and deploy simple, elegant, reusable code.
• Work closely with traders and other technology teams to drive global thinking, information sharing, and sustainable, long-term solutions.
• Build IMC's knowledge base to ensure a deep understanding of exchange infrastructure and protocols.
• Define the direction for critical investment decisions by analysing complex technical problems in a self-directed manner.

Your Skills and Experience: 

While not all of the below is required, a deep understanding in at least one of the following areas would be an advantage

• 5+ years of experience in at least one of the areas: distributed systems, computer networks, operating system architecture, ultra-low latency environments.
• Strong skills in data analytics including analysing and visualising large data sets
• Knowledge of Linux kernel internals and interfaces including memory, network, and file I/O. Knowledge of eBPF is a plus.
• Knowledge of networking (TCP/IP, UDP, Multicast).  Knowledge of kernel network bypass technologies is a plus.
• Proficiency in Python. Proficiency in C++ a bonus.
• A high degree of flexibility and adaptability: willing and able to deal with uncertainty and ambiguity in a rapidly evolving environment
• Strong troubleshooting and diagnostic skills; ability to solve problems creatively and proactively.
• Ability to communicate complex ideas to technical and non-technical audiences.
• Ability to see opportunities and to make them happen without supervision; a true self-starter.

IMC is looking for experienced quant researchers to develop high frequency delta one trading strategies and predictive models for the APAC markets. If you’re excited about helping to push the boundaries of what we can do with Machine Learning in trading, unlocking the significant edges we have in execution, and collaborating to become the best trading firm worldwide, this may be the role for you.

You will be responsible for performing large scale data analysis to derive statistically profitable predictions of market behaviour. These predictions are used to inform all of our trading, and improvements have a high and visible impact across the office. You will also help to shape the direction we take across research and tooling. We have longstanding and significant edges across market access, global reach, Options understanding and low latency. The rapid growth we’ve already seen in Machine Learning has unlocked these edges, and some of the most interesting and impactful problems are now being tackled.

You will work as part of an established and growing research team, collaborating closely with traders, software and hardware developers to find improvements to our models and see them impact our production results. IMC competes and wins as a team, with open idea sharing and collaboration across disciplines, desks and offices.

Your Core Responsibilities: 

• Combine creativity and experience to rapidly generate high quality, testable alpha signals
• Refine and leverage deep understanding of market microstructure and order book dynamics, to create powerful features
• Apply statistical and machine learning techniques with strong discipline around robustness and overfitting
• Collaborate closely with trading and engineering teams to translate research into production strategies

Your Skills and Experience: 

• 3+ years of experience in high-frequency equities or futures alpha research, ideally with prior track record in at least one of the Asia markets
• Strong foundation in probability and statistics, and significant practical experience with at least one mainstream ML approach
• Experience working with large, high-frequency trading datasets
• Excellent programming skills in at least one language (Python preferred)
• Practical mindset with a focus on deployable, real-world edge

IMC is looking for experienced quant researchers to develop high frequency delta one trading strategies and predictive models for the China Commodity Futures & Options market. If you’re excited about helping to push the boundaries of what we can do with Machine Learning in trading, unlocking the significant edges we have in execution, and collaborating to become the best trading firm worldwide, this may be the role for you.

You will be responsible for performing large scale data analysis to derive statistically profitable predictions of market behaviour. These predictions are used to inform all of our trading, and improvements have a high and visible impact across the office. You will also help to shape the direction we take across research and tooling. We have longstanding and significant edges across market access, global reach, Options understanding and low latency. The rapid growth we’ve already seen in Machine Learning has unlocked these edges, and some of the most interesting and impactful problems are now being tackled.

You will work as part of an established and growing research team, collaborating closely with traders, software and hardware developers to find improvements to our models and see them impact our production results. IMC competes and wins as a team, with open idea sharing and collaboration across disciplines, desks and offices.

Your Core Responsibilities: 

• Combine creativity and experience to rapidly generate high quality, testable alpha signals
• Refine and leverage deep understanding of market microstructure and order book dynamics in China & global Commodity Futures, to create powerful features
• Apply statistical and machine learning techniques with strong discipline around robustness and overfitting
• Collaborate closely with trading and engineering teams to translate research into production strategies

Your Skills and Experience: 

• 3+ years of experience in high-frequency alpha research for China Commodity Futures, with strong track record
• Strong foundation in probability and statistics, and significant practical experience with at least one mainstream ML approach
• Experience working with large, high-frequency trading datasets
• Excellent programming skills in at least one language (Python preferred)
• Practical mindset with a focus on deployable, real-world edge

IMC is looking for experienced quant researchers to develop high to mid frequency delta one trading strategies and predictive models for the APAC markets. If you’re excited about helping to push the boundaries of what we can do with Machine Learning in trading, unlocking the significant edges we have in execution, and collaborating to become the best trading firm worldwide, this may be the role for you.

You will be responsible for performing large scale data analysis to derive statistically profitable predictions of market behaviour. These predictions are used to inform all of our trading, and improvements have a high and visible impact across the office. You will also help to shape the direction we take across research and tooling. We have longstanding and significant edges across market access, global reach, Options understanding and low latency. The rapid growth we’ve already seen in Machine Learning has unlocked these edges, and some of the most interesting and impactful problems are now being tackled.

You will work as part of an established and growing research team, collaborating closely with traders, software and hardware developers to find improvements to our models and see them impact our production results. IMC competes and wins as a team, with open idea sharing and collaboration across disciplines, desks and offices.

Your Core Responsibilities:

• Leverage deep learning techniques to improve prediction quality in a trading context
• Collaborate with feature engineers and traders, to help ensure the feature set is crafted and used to maximum effect
• Develop and improve sampling, weighting, cost, target, hyperparameters and network architecture to suit a range of problems and data presentations
• Push the team forward, by keeping abreast of the latest developments in industry and academia, and tackling some of the hardest problems we have in the quant space
• Mentor and grow the skills of more junior colleagues in the space, and clearly and simply explain complex concepts
• Apply understanding of distributed computing, and how to align training hardware and approach to rapidly achieve strong results on very large datasets

Your Skills and Experience:

• Graduate & Postgraduate study from top universities, majoring in machine learning, statistics, or STEM subjects
• 3+ years experience as a quantitative modeller, with specific experience in the high to mid frequency delta one space. Have a proven track record of developing and improving deep learning models with proven outperformance in production
• Strong programming experience in at least one language, and mainstream deep learning framework (TensorFlow, PyTorch or other)
• Deep understanding of the strengths & weaknesses of CNN, RNN, LSTM and transformers

The Platform Engineering organization at IMC Trading is focused on accelerating tech team workflows through providing self-service tools, services, documentation, and support. Platform Engineering is responsible for designing, building, and maintaining the underlying runtime platforms that IMC's software applications depend on. The mission is to streamline development processes, establish a consistent technical foundation across regions, and empower teams with the necessary resources to innovate efficiently.

Platform Engineering is a global team and acts as a bridge between the technical requirements of application development and the practical aspects of deploying and maintaining those applications in a production environment, minimizing friction, and ensuring that tech teams can operate seamlessly and drive progress forward.

The Platform Engineering team is seeking a versatile and passionate Site Reliability Engineer to play a critical role in enhancing and optimizing our developer services infrastructure. You will join a highly experienced team that supports a wide array of critical systems, including source control, continuous integration pipelines, and observability tools, all of which are vital to the stability and performance of our trading platforms.

Your Core Responsibilities: 

• Optimize and enhance the reliability, scalability, and performance of our development services infrastructure.
• Write and maintain code to extend, integrate, and improve the services we support - from custom plugins and API integrations to internal tooling and automation frameworks
• Administer and oversee source control systems, continuous integration services, artifact repositories, metrics, logging, observability tools, and related systems, both in on-premises environments and leveraging AWS cloud services.
• Integrate and deploy new Cloud SaaS solutions, collaborating cross-functionally to deliver innovative tools and functionalities to our teams.
• Partner with development teams to align system capabilities with their evolving needs, ensuring seamless operations and support, boosting organizational efficiency
• Diagnose and resolve production incidents swiftly, supporting Global Operations in a 'follow the sun' model, working with regional peers to guarantee continuous 24/7 system availability.
• Identify and eliminate system performance bottlenecks and drive uptime improvements through proactive automation, monitoring, and performance tuning.

Your Skills and Experience: 

• 3+ years of work experience in a relevant role
• Bachelor's Degree in Computer Engineering, Computer Science or equivalent
• Strong programming experience in Python or Go; Shell scripting is a plus.
• Strong knowledge of Linux/Unix Systems
• Experience in operating and enhancing services across various environments, designing and implementing disaster recovery plans, high availability (HA) configurations, and failover strategies.
• Hands-on experience with containerization and orchestration Tools, including Kubernetes and Docker.
• Experience with CI/CD tools such as Jenkins, GitLab CI, or TeamCity, including the automation of build, test, and deployment processes.
• Understanding of security principles and best practices, including experience managing secrets and compliance frameworks

IMC is going through an exciting period of expansion across the Asia-Pacific region — and we’re looking for experienced ETF Traders who will accelerate our growth into new markets. The right candidate will bring a significant track record of trading ETFs on at least one major APAC market including China. This is a unique opportunity to play a pivotal role in driving IMC’s ETF business forward. You’ll have the autonomy to make decisions that matter, the support of world-class technology, and the chance to see your ideas translate into measurable results in real markets.

At IMC, you’ll join a dynamic and collaborative trading team that thrives on innovation, analytical excellence, and teamwork. We compete and win as a team, with open idea sharing across disciplines, desks, and offices. Working side by side with quant researchers, software engineers, and hardware engineers, you’ll help uncover opportunities, optimize performance, and broaden our product coverage in APAC ETF markets.

Your Core Responsibilities:

• Develop, maintain, and enhance ETF trading models, algorithms, and systems.
• Price and trade ETFs across APAC markets
• Manage and optimize risk exposures in line with IMC’s risk tolerance and trading objectives.
• Research, build out, and trade new market opportunities to expand our regional footprint.
• Collaborate cross-functionally with engineers and researchers to understand and improve technical infrastructure and trading efficiency.

Your Skills and Experience:

• Degree in a quantitative field such as Mathematics, Physics, Computer Science, Engineering, or Economics.
• 3+ years’ experience in quantitative trading with specific experience in ETFs within APAC markets (China highly regarded).
• Strong understanding of ETF pricing.
• Strong programming skills in at least one language (python strongly preferred).
• Strong understanding of financial markets, market microstructure, and trading systems.
• Strong data analysis skills, including working with large-scale financial datasets and tick-level data.
• Excellent problem-solving skills, with the ability to thrive under pressure and adapt to changing market conditions.