DV Trading - Quantitative Trading Intern (DV Equities)
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
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
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