Quantitative Risk Analytics Intern

DV Trading; Chicago (IL); On-site; USD 73,000 - 83,000; Full time

Job summary

DV Trading, headquartered in Chicago, offers a position in quantitative risk management. The role focuses on building risk monitoring tools and applying advanced analytics to assess risk and opportunities for the firm.

You will collaborate with stakeholders across the DV Group, leveraging your quantitative background. Graduation is expected between Winter 2027 and Summer 2028, with Python and SQL proficiency and strong communication to convey findings to senior management.

Qualifications

• Pursuing a degree in a highly quantitative field and expected to graduate between Winter 2027 and Summer 2028.
• Strong knowledge of statistical modeling and quantitative techniques.
• Proficient to advanced Python and SQL; able to communicate complex findings.

Responsibilities

• Build and execute quantitative risk monitoring with key risk metrics.
• Analyze future risk, opportunities, and translate results into actionable solutions.
• Contribute to cross-functional initiatives within the Quantitative Risk Management team.
• Present results to the Executive Management Team.

Skills

Statistical modeling

Python

SQL

Communication

Education

Quantitative degree program (Math/Stats/Physics/CS)

Tools

Python (SciPy & statsmodels)

R

C/C++/C#

SAS

Matlab

Job description

DV Trading, headquartered in Chicago, offers a position in quantitative risk management. The role focuses on building risk monitoring tools and applying advanced analytics to assess risk and opportunities for the firm.

You will collaborate with stakeholders across the DV Group, leveraging your quantitative background. Graduation is expected between Winter 2027 and Summer 2028, with Python and SQL proficiency and strong communication to convey findings to senior management.