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Quantitative Trading Intern - Summer 2027 (DV Equities)
DV Trading · DV Equities
- Where
- New York
- Posted
- Sep 11
Founded 20 years ago and headquartered in Chicago, the DV Group of financial services firms has grown to more than 600 people operating throughout North America, Europe and Asia. Since spinning out of a large brokerage firm in 2016, DV Trading has rapidly scaled as an independent proprietary trading firm utilizing its own capital, trading strategies, and risk management methodologies to provide liquidity to worldwide financial markets and hedging opportunities to commodity producers and users. Now, DV group affiliates include two broker dealers, a cryptocurrency market making firm, and a bourgeoning investment adviser.
Overview:
As a Quantitative Trading Intern, you will work with our DV Equities trading teams and gain exposure to our proprietary methodologies and trading systems.
What you'd do
- Build, backtest, and refine quantitative trading models using historical market and orderbook data
- Analyze large datasets to identify patterns, inefficiencies, and alpha signals for systematic strategy development
- Monitor real-time trading positions and market conditions, assisting traders with risk management and parameter adjustments
- Collaborate with quantitative researchers and software developers to implement strategy prototypes into the firm's low-latency execution infrastructure
- Oversee and improve daily trading processes as needed
- Analyze and resolve discrepancies in trade positions and P&L attribution
- Identify new market opportunities through data-driven research
- Prepare clear reports and presentations summarizing research findings, trading performance, and recommendations
What they want
- Pursuing a Bachelor's, Master's, or PhD in a quantitative field (Mathematics, Statistics, Computer Science, Physics, Engineering, Economics, or related), with an expected graduation by Summer 2027 or Summer 2028
- Strong interest in quantitative trading, systematic strategy development, and financial markets
- Strong proficiency in Python; experience with C++ is highly preferred
- Familiarity with probability, statistics, and time-series analysis
- Prior exposure to financial markets, trading, or quantitative research (through internships, academic projects, or competitions) is highly preferred
- Proficiency with Excel and data analysis tools
- Strong work ethic and ability to learn quickly in a fast-paced, high-pressure environment
- Excellent communication and collaboration skills