2027 Quantitative Trader Graduate (DV Equities)

New York. Posted 2 months ago

The role

You will participate in the execution and risk management of systematic trading strategies across global equity markets. You will work with senior traders and quantitative researchers to develop, refine, and monitor data-driven trading models.

What you will do

Work closely with senior traders to learn proprietary methodologies and quantitative trading systems
Participate in the execution and risk management of systematic trading strategies
Build, maintain, and improve quantitative trading models using historical market and orderbook data
Analyze large datasets to identify patterns, inefficiencies, and new alpha opportunities
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

Required qualifications

Currently pursuing a Bachelor's, Master's, or PhD in a quantitative field (Mathematics, Statistics, Economics, Computer Science, Physics, Engineering, or related)
Expected graduation by Summer 2027
Strong proficiency in Python
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

Nice to have

experience with SQL, statistical modeling, or C++
Prior internship experience in trading, quantitative research, or data analysis

Benefits

DV Trading's benefits package

About the company

DV Trading is an independent proprietary trading firm utilizing its own capital, trading strategies, and risk management methodologies. The DV Group of financial services firms has more than 600 people operating throughout North America, Europe and Asia.