Quantitative Research Intern — Equities Signals & Modeling

DV Trading; Hong Kong; On-site; HKD 134,000 - 246,000; Full time

Job summary

DV Trading is seeking a 2027 Quantitative Research Intern to join its DV Equities team in Hong Kong. You will generate systematic signals across time horizons and work with senior researchers and traders to build models that inform trading decisions.

The role emphasizes Python, statistics and machine learning with exposure to high-frequency data and data pipelines in a fast-paced environment.

Qualifications

• Bachelor’s, Master’s, or PhD in Mathematics, Statistics, CS, Physics, Engineering or related.
• Strong Python proficiency with data science libraries (pandas, NumPy).
• Genuine curiosity about financial markets and market microstructure.
• Experience in high-frequency research or longer-term signal generation is a plus.

Responsibilities

• Analyze market data to uncover patterns, inefficiencies, and predictive signals across time horizons.
• Build and backtest quantitative models using historical market data in a simulated environment.
• Apply statistics and machine learning techniques, especially tree-based methods, to enhance signals.
• Collaborate with traders and researchers to translate insights into trading strategies.
• Develop and maintain data pipelines for large-scale, time-series market data.
• Iterate on research prototypes based on backtest results and team feedback.

Skills

Python

Pandas

NumPy

Statistics

ML basics

Education

Bachelor/Master/PhD in a quantitative field

Job description

DV Trading is seeking a 2027 Quantitative Research Intern to join its DV Equities team in Hong Kong. You will generate systematic signals across time horizons and work with senior researchers and traders to build models that inform trading decisions.

The role emphasizes Python, statistics and machine learning with exposure to high-frequency data and data pipelines in a fast-paced environment.