Quantitative Trading Intern - Summer 2027 (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 Trading Intern, you will work with our DV Equities trading teams and gain exposure to our proprietary methodologies and trading systems. You will build and backtest quantitative trading models, analyze high-frequency market data to identify predictive signals, and collaborate with traders and researchers to refine systematic strategies. You will also monitor daily trading processes, analyze and resolve discrepancies in trade positions and P&L attribution, and identify new market opportunities through data-driven research. Trading interns work in a relatively flat organizational structure and are mentored by senior traders and quantitative researchers.

Responsibilities:

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

Requirements:

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

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

DV is not accepting unsolicited resumes from search firms. Only search firms with valid, written agreements with DV should submit resumes in response to DV’s posted positions. All resumes submitted by search firms to DV via e-mail, the Internet, personal delivery, facsimile, or any other method without a valid written agreement shall be deemed the sole property of DV, and no fee will be paid in the event the candidate is hired by DV. DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.

Verified from the employer's public Greenhouse job collection. The provider-supplied title, description, location and application URL were normalized without inferring unstated facts.