Quantitative Research Intern - Summer 2027 (DV Equities)

The role

You will focus on generating systematic signals across multiple time horizons. You will work with senior researchers and traders to explore market data, develop predictive signals, and build models.

What you will do

• Analyze market data to uncover patterns, inefficiencies, and predictive signals
• Build and backtest quantitative models using historical market data
• Apply statistical and machine learning techniques
• Collaborate with traders and researchers to translate research insights into trading strategies
• Contribute to the development and maintenance of data pipelines
• Iterate on research prototypes based on backtest results and team feedback

Required qualifications

• Currently pursuing a Bachelor's, Master's, or PhD in a quantitative field (Mathematics, Statistics, Computer Science, Physics, Engineering, Financial Engineering, or related)
• Expected graduation in 2027 or 2028
• Strong proficiency in Python, including standard data science libraries (pandas, NumPy, etc.)
• Genuine curiosity about financial markets and market microstructure
• Solid foundation in statistics and quantitative analysis
• Strong problem-solving skills and intellectual curiosity
• Ability to communicate technical findings clearly to both technical and non-technical audiences
• Self-motivated, with a strong desire to learn and collaborate in a fast-paced team environment

Nice to have

• Experience in high-frequency research and/or longer-term signal generation

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.