Quantitative Trading Intern (DV QES)

DV Trading; Hong Kong; Presencial; HKD 193 000 - 331 000; Tempo parcial

Resumo da oferta

DV Trading is seeking a Quantitative Trading Intern to join the DV Equities team in Hong Kong. You will build, backtest, and refine quantitative models, working with traders and researchers to improve systematic strategies.

You will analyze high-frequency data, monitor positions, and contribute to low-latency execution enhancements. Strong Python skills are required; C++ is highly preferred, with Excel/data analysis experience joining the toolbox.

Qualificações

• Pursuing a quantitative degree with expected graduation Summer 2027.
• Strong interest in quantitative trading and market research.
• Proficiency in Python; C++ experience is highly preferred.
• Experience with Excel and data analysis tools.

Responsabilidades

• Build, backtest, and refine quantitative trading models using historical market data.
• Analyze large datasets to identify patterns and alpha signals for systematic strategies.
• Monitor real-time trading positions and assist with risk management and parameter tweaks.
• Collaborate with researchers and software developers to implement prototypes in low-latency execution systems.
• Oversee daily trading processes and investigate discrepancies in P&L attribution.
• Identify new market opportunities through data-driven research and present findings.

Conhecimentos

Python

C++

Excel

Data analysis

Time-series analysis

Financial markets

Communication

Formação académica

Quantitative field degree (Bachelor/Master/PhD)

Descrição da oferta de emprego

Founded two decades ago and headquartered in Chicago, the DV Group of financial services firms has grown to more than 600 people across North America, Europe and Asia. Since becoming an independent proprietary trading firm in 2016, DV Trading has scaled rapidly using its own capital, strategies and risk management to provide liquidity to markets worldwide. DV Group affiliates today include two broker‑dealers, a cryptocurrency market maker and a growing investment adviser. DV Equities is the group's Asia-Pacific equities and futures market‑making business, trading cash equities, ETFs, index futures and related products on exchanges across the region.

Overview:

As a Quantitative Trading Intern, you will work with our DV Equities trading teams and gain exposure to our proprietary methodologies and trading systems. You will build and backtest quantitative trading models, analyze high‑frequency market data to identify predictive signals, and collaborate with traders and researchers to refine systematic strategies. You will also monitor daily trading processes, analyze and resolve discrepancies in trade positions and P&L attribution, and identify new market opportunities through data‑driven research.

Trading interns work in a relatively flat organizational structure and are mentored by senior traders and quantitative researchers.

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

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

DV is not accepting unsolicitedresumesfrom search firms. Only search firms with valid, written agreements with DV should submitresumesin response to DV's posted positions. Allresumes submitted by search firms to DV via e-mail, the Internet, personal delivery, facsimile, or any other method without a valid written agreement shall be deemed the sole property of DV, and no fee will be paid in the event the candidate is hired by DV. DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.