DV Trading - 2026 Summer Internship
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Requirements
• Pursuing a BS or MS in Mathematics, Statistics, Physics, Computer Science, or another highly quantitative field and expected to graduate by Winter 2026 or Summer 2027 • Winter 2026 or Summer 2027 • Knowledge of enterprise risk management and internal control standards, especially within the financial services industry • Proficient to advanced knowledge of statistical modeling and other quantitative techniques including, but not limited to, linear & non-linear regression, optimization, simulation, time-series analysis, probability theory, survival analysis, value-at-risk, PCA, and GARCH • Knowledge of modeling systems and/or computer programming languages used for modeling (Python and SQL proficiency is required; R, C++, Power BI, Tableau proficiency is preferred) • Proficient in data management and reporting tools strongly desired (Essbase, SQL, SAS, Word, Excel, Power Point, Access) • Ability to communicate complex concepts and findings in a clear and concise manner.
Responsibilities
• Generate suggestions for risk scenario “wargaming” exercises. • Build and execute advanced quantitative risk monitoring using results from above exercise, including design, collection and analysis of key risk metrics in collaboration with multiple stakeholders to influence business strategy. • Utilize advanced quantitative analytics to assess future risk, opportunities, and effectiveness and translate results into meaningful solutions to enhance decision making. • Contribute to strategic, cross-functional initiatives within the Quantitative Risk Management team. • Present results of the reviews performed to the Executive Management Team.
No credit card. Takes 10 seconds.