Graduate Quant Researcher - Signals & Market Microstructure

Web3adaptive; Chicago (IL); On-site; USD 64,000 - 72,000; Full time

Job summary

DV Trading in Chicago is seeking a 2027 Quantitative Researcher (Graduate) to join DV Equities. You will take ownership of systematic signal generation across multiple horizons and work closely with senior researchers and traders.

The role requires strong math and programming foundations, with Python as a must and SQL/C++ preferred. You will build models, backtest them on historical data, and contribute to data pipelines for large-scale time-series analytics.

Qualifications

• Pursuing a Bachelor's, Master's, or PhD in a quantitative field with expected Summer 2027 graduation.
• Strong Python skills; experience with SQL; C++ preferred.
• Interest in financial markets, algorithmic trading, and market microstructure.

Responsibilities

• Analyze market data to uncover patterns and predictive signals across time horizons.
• Build and backtest quantitative models using historical data in simulation.
• Apply statistical and tree-based machine learning methods to improve signals.
• Collaborate with traders and researchers to translate research into trading strategies.

Skills

Python

SQL

C++

Statistics

Machine learning

Communication

Education

Bachelor's / Master’s / PhD in a quantitative field

Tools

Backtesting frameworks

Pandas/Numpy

Job description

DV Trading in Chicago is seeking a 2027 Quantitative Researcher (Graduate) to join DV Equities. You will take ownership of systematic signal generation across multiple horizons and work closely with senior researchers and traders.

The role requires strong math and programming foundations, with Python as a must and SQL/C++ preferred. You will build models, backtest them on historical data, and contribute to data pipelines for large-scale time-series analytics.