When sending through MailChimp, you can set up your own SPF record for our IP addresses, but not DKIM or Domain Key authentication. MailChimp's authentication is enabled by default and automatically adds DKIM authentication to your campaigns along with SPF, SenderID, and Domain Keys. When authentication is disabled for a campaign, we still include the MailChimp SPF record. Disabling authentication in MailChimp only removes DKIM from the campaign send.
If you want to set up an SPF record for our domains, we have a blog post that can help you or your IT team with setting that up. If you do use your own authentication, you'll have to fully test and configure the setup. We aren't able to troubleshoot or support any external server configurations.
After you set up your own SPF authentication, you can then add our IP addresses to your SPF record. If you need to test the SPF record you've set up, you can take a look at this website or run a Google search for additional options. Once you've added the appropriate records, it could take over 24 hours for the changes to take full effect.