Quantitative Research Intern: Build Market Signals & Models

DV Trading LLC

New York (NY)

On-site

USD 34,000 - 55,000

Full time

4 days ago

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Benefits offered by this job

Mentorship by senior researchers

Networking opportunities

Job summary

DV Trading LLC seeks a 2027 Quantitative Research Intern to join our equities team, focusing on systematic signal generation and model development across multiple time horizons. You will work with senior researchers and traders to explore market data, build predictive signals, and backtest models that inform trading decisions.

The role emphasizes Python proficiency, statistical methods, and collaboration in a fast-paced environment.

Qualifications

Pursuing Bachelor's/Master's/PhD in a quantitative field with expected 2027/2028 graduation.
Strong Python with data-science libraries (pandas, NumPy).
Genuine curiosity about financial markets and market microstructure.
Solid foundation in statistics and quantitative analysis.
Experience in high-frequency research and/or longer-term signal generation is a plus.
Ability to communicate technical findings clearly to diverse audiences.

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 env.
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 data.
Iterate on research prototypes based on backtest results and mentor feedback.