MailChimp will use default authentication (for DKIM and SPF) unless customer configures account to use the customer's domain for DKIM authentication. MailChimp info: http://kb.mailchimp.com/delivery/deliverability-research/set-up-mailchimp-authentication
Can be configured to use customer's domain: https://mailchimp.com/help/set-up-email-domain-authentication/
SPF is not possible as MailChimp uses their own domain in the bounce address. Their domain authentication verification tool used to require including Mailchimp's SPF to complete the process, but that is no longer the case. Your domain should not have an SPF entry for this sender.