IMC Trading
June 2022 - August 2022 | Chicago, IL
https://www.imc.com/us/My Role: Quantitative Trading Intern
I interned as a Quantitative Trading Intern on the Equity Options Desk in the Chicago office. My project focused on volatility-based portfolio management strategies for TSLA and AMZN.
The first half of the internship revolved around training. We covered options theory, trades analysis, and held multiple mock trading sessions.
The second half of the internship was focused on project work. I primarily explored our portfolio management and internal trade PnL data to determine inefficiencies and when to hold or exit specific positions. I looked into pre and post-split behavior on AMZN alongside TSLA and found trends in order toxicity which I centered my analysis around.