Quantitative Trader - 2027 Graduate (DV Equities)

About Us:

Founded two decades ago and headquartered in Chicago, the DV Group of financial services firms has grown to more than 600 people across North America, Europe and Asia. Since becoming an independent proprietary trading firm in 2016, DV Trading has scaled rapidly using its own capital, strategies and risk management to provide liquidity to markets worldwide. DV Group affiliates today include two broker-dealers, a cryptocurrency market maker and a growing investment adviser. DV Equities is the group's Asia-Pacific equities and futures market-making business, trading cash equities, ETFs, index futures and related products on exchanges across the region.

Overview:

As a Quantitative Trader Graduate, you will join our DV Equities desk and participate in the execution and risk management of systematic trading strategies across global equity markets, learning our proprietary methodologies and systems through hands-on experience. You will work closely with senior traders and quantitative researchers to develop, refine, and monitor data-driven trading models. This role is designed for graduates with a strong quantitative foundation, a genuine curiosity about markets, and a willingness to grow in a fast-paced environment.

Responsibilities:

Work closely with senior traders to learn proprietary methodologies and quantitative trading systems

Participate in the execution and risk management of systematic trading strategies, including trade execution and risk layoffs

Build, maintain, and improve quantitative trading models using historical market and orderbook data

Analyze large datasets to identify patterns, inefficiencies, and new alpha opportunities for systematic strategies

Enhance existing strategies and identify new opportunities through data-driven research

Liaise between the trading desk, internal teams, and OTC relationships

Monitor live trading performance and iterate on models based on real-time market feedback

Additional responsibilities may be driven by the individual's interests and skills

Requirements:

Currently pursuing a Bachelor's, Master's, or PhD in a quantitative field (Mathematics, Statistics, Economics, Computer Science, Physics, Engineering, or related), with an expected graduation by Summer 2027

Strong proficiency in Python; experience with SQL, statistical modeling, or C++ is highly preferred

Strong foundation in math, probability, and statistics

Genuine interest in financial markets, algorithmic trading, and market microstructure

Demonstrated ability to learn quickly and perform in a fast-paced, high-pressure environment

Ability to maintain composure and communicate clearly under pressure

Exceptional problem-solving ability and multitasking skills

Prior internship experience in trading, quantitative research, or data analysis is a plus

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