IMC
IMC Rare Earths Ltd
stock NYSEAMERICAN

IMC's QT technical screen usually breaks down into two core areas, fast probability math and interactive market making scenarios. For the probability side, you should expect classic expected value calculations, dice games, coin tosses, and Bayes theorem problems where you must update odds rapidly in your head. Common questions include finding the fair price to play a game where you can choose to roll a die a second time, or calculating conditional odds after drawing certain cards from a deck. The interviewers care far more about your structured thinking than raw speed alone. Talk through your steps out loud, state your assumptions clearly, and use rough estimations if a calculation gets messy so you never stall.

The second half almost always involves market making games to test your intuition, pricing discipline, and risk management. An interviewer might ask you to make a two sided market with a bid and an ask on something uncertain, like the outcome of consecutive coin flips or a random trivia number, then trade against you to test your inventory control. As trades execute, they will feed you new information, expecting you to adjust your spread and protect yourself from getting picked off. Sharpening that quick decision process under pressure is why my team built our [interviews.chat](http://interviews.chat) to give candidates the confidence to land their offers.

IMC Grad QR Technical Round Questions

What's your SEE HK deadline? I'm aiming for QT as well! Also, are you planning on doing IMC 2027? I'm looking for a team and wondering if you'd wanna pair up?

IMC QT technical screen

Your degree won't screen you out automatically at most European shops, the bigger hurdle is the maths prep. The M&A internships are actually a plus, shows you can handle pressure, but you'll need to get comfortable with stochastic calc, linear algebra, and Python at a minimum. Two years is plenty of time to grind that and build a couple decent projects, a Monte Carlo options pricer or a stat arb backtest would go further than another degree.

Firms like Optiver, IMC, and Flow Traders all have Amsterdam offices that hire across Europe and they care way more about how you think in the technical rounds than what's printed on your diploma. The linguistics background is weirdly useful too, pattern recognition and logic puzzles are half the interview.

Stay in the program, stack the math on the side, and start applying for off-cycle trading internships next year.

IMC Grad QR Superday (EU)

HRT, CitSec, Jump, Optiver D1, Headlands, Radix, IMC

IMC QT first round technical

Yes SIG. Not sure why you're so surprised. They're competing with CitSec, Optiver and IMC in terms of latency

Jump, Virtu, DRW, IMC, Optiver, Tower and XR trading funded Go West consortium as far as I could find online. 
The 6 first are the usual suspects, 7th it's the first time I hear about 

I don't think there is one firm that's absolutely fastest in every trade. There is latency arb in intra and inter exchange. For intra trades, it's probably down to who has the best asics platform for receiving and sending orders. Fpga just doesn't cut it for those. Inter exchange, I think different companies are owning different "best line", I heard IMC has the best Korea to some place, or Malaysia or Vietnam. Jump once had the fastest Europe to somewhere, but I think it's now leveled. Pure ultra low latency game is just not that lucrative as there isn't that much arbing opportunities anymore. Everyone is getting smarter and faster to not leave those stupid arbing opportunity on the book. You either get better, or you die. You can contribute to 30% of the entire volume of ES, doing ultra low latency, but probably still make much less than JS or HRT, if you make like only a few dollars per trade.

IMC should absolutely be on that list.

I know these posts are annoying but any feedback is helpful as I don't have too many mentors who are able to help me with this.
Academics:
* Undergrad: 3rd year at top UK uni (think Oxbridge/Imperial/LSE)
* Major: econ + data science
* Year 1: 67%, Year 2: 77% (top 10% of cohort and First Class in all Y2 courses)
* Relevant coursework includes probability & statistics, multivariable calculus, linear algebra, stochastic processes, algorithms & data structures, econometrics 1 & 2, machine learning 1 & 2, optimisation, databases, micro 1 & 2, macro 1 & 2
* GRE: 170Q / 160V / 4.5 AW
Internships:
* Did Quantitative Trading internship this summer and incoming intern next summer (think CitSec, Optiver, Jump, SIG, DRW, IMC)
* Springweeks at 4 quant firms
Other:
* Undergraduate research assistant, completed a supervised project with econometrics / ML focus
* Completed MITx MicroMaster's in Finance with 90%+ final grade
* Society leadership roles at my uni
* References should be pretty decent i.e. mainly lecturers saying I ranked very high in in their courses and 1 from professor I did research with
Current school list:
* Princeton MFin
* MIT MFin
* Stanford ICME Mathematical & Computational Finance
* Yale MS Statistics & Data Science
* Harvard MS Data Science
* Berkeley MFE
* CMU MSCF
Any thoughts on which schools are realistic/reaches, or anything significant I could add would be really appreciated, thank you.

Jane Street aren't and I'd put IMC and SIG in that list

Pretty sure IMC should be on that list

any of the three gets you looked at by Optiver and IMC, so I'd pick the one where you'll actually do well. in NL almost everyone does a master's anyway, and the grad school ends up mattering more than the undergrad. econometrics gives you more of the probability and stats they test, CS gives you more options if quant doesn't work out.

For my undergrad I'm considering the following options:
CS @ University of Amsterdam
CS @ TU Delft
Econometrics @ Erasmus University Rotterdam

If I want to break into quant in the future and maybe work at an NL firm like Optiver, IMC Trading or Flow Traders or an NYC firm, which of the above would be the best? Will I need to do a master's as well and if I do does it still matter where I do my undergrad or does where I do my grad matter more?

Trading specific questions can give a false sense of security, because both firms cycle their prompts constantly and lean hard into probing questions. For Hudson River Trading Algo Dev, you need to be prepared for a distinct blend of clean algorithmic coding, systems tradeoffs, and applied probability, often framed around simulation, order books, and data streams. Jump Trading for quantitative research and trading shifts the weight toward heavy probability, Markov chains, linear algebra, and rapid expected value reasoning, with interviewers quickly changing variables if they sense you recognize a prompt. Your time is usually better spent mastering those core problem archetypes rather than memorizing leaked problem statements.

Having technical rounds under your belt with places like Citadel Securities, IMC, and Virtu means your foundational math and coding are already competitive. Converting those final rounds comes down to how well you vocalize your reasoning, adapt when an interviewer modifies the constraints, and handle unexpected pressure. To give candidates a decisive advantage during live technical conversations, my team designed an [interviews.chat](http://interviews.chat) to elevate performance and confidence in real time, and building that level of calm, structured communication is what separates passing candidates from the rest of the pool.

Have (this year): CitSec (technical), IMC (incl. final), DRW (technical), Virtu QR (2 technicals)
Have (last year): HRT, Jane Street, Optiver, Da Vinci
DM me

IMC Technical Interview (qt)