Quantitative Risk Intern: Data-Driven Wargaming Analytics

DV Trading; Chicago (IL); On-site; USD 48,000 - 55,000; Part time

Job summary

DV Trading in Chicago seeks a quantitatively strong student for a role in Quantitative Risk Management. You will generate risk scenario wargames, build monitoring frameworks, and translate results into decision-ready insights.

Ideal candidates are pursuing a highly quantitative degree, proficient in Python and SQL, and capable of clearly communicating complex analyses to senior management.

Qualifications

• Pursuing a degree in a highly quantitative field with expected graduation Winter 2027 to Summer 2028.
• Strong knowledge of statistical modeling and quantitative techniques.
• Basic proficiency in Python and SQL; ability to communicate findings clearly.

Responsibilities

• Generate risk scenario wargaming suggestions and follow through with analyses.
• Build quantitative risk monitoring and present results to stakeholders.
• Translate results into actionable insights to support business decisions.
• Contribute to cross-functional Quantitative Risk Management initiatives.
• Present reviews and results to executive management.

Skills

Statistical modeling

Python

SQL

Communication

Education

Quantitative degree (Math/Statistics/Physics/CS)

Tools

SciPy & statsmodels

R

MATLAB

Excel

Job description

DV Trading in Chicago seeks a quantitatively strong student for a role in Quantitative Risk Management. You will generate risk scenario wargames, build monitoring frameworks, and translate results into decision-ready insights.

Ideal candidates are pursuing a highly quantitative degree, proficient in Python and SQL, and capable of clearly communicating complex analyses to senior management.