Quant Research Intern: Signals & Backtests

DV Trading; New York (NY); On-site; USD 57,000 - 81,000; Part time

Job summary

DV Trading in New York is seeking a 2027 Quantitative Research Intern to join our equities team, focusing on generating systematic signals across multiple horizons. You will work with senior researchers and traders to explore market data, develop predictive signals, and build models guiding real trading decisions.

You will backtest quantitative models, apply tree-based methods, and contribute to data pipelines in a fast-paced, collaborative environment. Compensation is $50.00 per hour.

Qualifications

• Pursuing Bachelor's, Master's, or PhD in a quantitative field (Mathematics, Statistics, CS, Physics, Engineering, Financial Engineering, or related)
• Expected graduation in 2027 or 2028
• Strong proficiency in Python and data science libraries

Responsibilities

• Analyze market data to uncover patterns and predictive signals across time horizons
• Build and backtest quantitative models using historical market data in a simulation environment
• Apply statistical and machine learning techniques, with emphasis on tree-based methods
• Collaborate with traders and researchers to translate research into trading strategies
• Contribute to data pipelines for large-scale, high-frequency, time-series market data
• Iterate on research prototypes based on backtest results and team feedback

Education

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

Tools

Python

pandas

NumPy

Job description

DV Trading in New York is seeking a 2027 Quantitative Research Intern to join our equities team, focusing on generating systematic signals across multiple horizons. You will work with senior researchers and traders to explore market data, develop predictive signals, and build models guiding real trading decisions.

You will backtest quantitative models, apply tree-based methods, and contribute to data pipelines in a fast-paced, collaborative environment. Compensation is $50.00 per hour.