Quantitative Trading Intern – Summer 2027 (DV Equities) New

Trading Interview; Northern, New York (KY, NY); Hybrid; USD 25,000 - 42,000; Full time

Benefits offered by this job

Mentorship by senior traders

Exposure to proprietary methodologies

Hands-on trading experience

Job summary

DV Trading is seeking a Quantitative Trading Intern to join our Equities trading team. You will build and backtest models, analyze high-frequency market data, and collaborate with traders and researchers to refine systematic strategies in a fast-paced environment.

You'll be mentored by senior traders, monitor daily processes, and contribute to data-driven research and reporting, with exposure to our low-latency execution infrastructure.

Qualifications

• Pursuing a Bachelor's, Master's, or PhD in a quantitative field with expected graduation by Summer 2027.
• Strong interest in quantitative trading and financial markets.
• Strong Python skills; C++ experience highly preferred.
• Familiarity with statistics and time-series analysis.
• Prior exposure to markets or quantitative research is advantageous.
• Proficient with Excel and data analysis tools.
• Excellent communication and collaboration skills.

Responsibilities

• Build, backtest, and refine quantitative trading models using historical market data.
• Analyze large datasets to identify patterns, inefficiencies, and alpha signals.
• Monitor real-time positions and assist with risk management.
• Collaborate with researchers and software developers to implement prototypes.
• Prepare reports summarizing research findings and performance.
• Support daily trading processes and resolve discrepancies in P&L.
• Identify new market opportunities through data-driven research.

Skills

Python

C++

Excel

Statistics

Time-series analysis

Data analysis

Education

Bachelor/Master/PhD candidate

Tools

NumPy/Pandas

Git

SQL

Job description

About Us

Founded 20 years ago and headquartered in Chicago, the DV Group of financial services firms has grown to more than 600 people operating throughout North America, Europe and Asia. Since spinning out of a large brokerage firm in 2016, DV Trading has rapidly scaled as an independent proprietary trading firm utilizing its own capital, trading strategies, and risk management methodologies to provide liquidity to worldwide financial markets and hedging opportunities to commodity producers and users. Now, DV group affiliates include two broker dealers, a cryptocurrency market making firm, and a bourgeoning investment adviser.

Overview

As a Quantitative Trading Intern, you will work with our DV Equities trading teams and gain exposure to our proprietary methodologies and trading systems. You will build and backtest quantitative trading models, analyze high-frequency market data to identify predictive signals, and collaborate with traders and researchers to refine systematic strategies. You will also monitor daily trading processes, analyze and resolve discrepancies in trade positions and P&L attribution, and identify new market opportunities through data-driven research.

Trading interns work in a relatively flat organizational structure and are mentored by senior traders and quantitative researchers.

Responsibilities:

• Build, backtest, and refine quantitative trading models using historical market and orderbook data
• Analyze large datasets to identify patterns, inefficiencies, and alpha signals for systematic strategy development
• Monitor real-time trading positions and market conditions, assisting traders with risk management and parameter adjustments
• Collaborate with quantitative researchers and software developers to implement strategy prototypes into the firm's low-latency execution infrastructure
• Oversee and improve daily trading processes as needed
• Analyze and resolve discrepancies in trade positions and P&L attribution
• Identify new market opportunities through data-driven research
• Prepare clear reports and presentations summarizing research findings, trading performance, and recommendations

Requirements:

• Pursuing a Bachelor's, Master's, or PhD in a quantitative field (Mathematics, Statistics, Computer Science, Physics, Engineering, Economics, or related), with an expected graduation by Summer 2027
• Strong interest in quantitative trading, systematic strategy development, and financial markets
• Strong proficiency in Python; experience with C++ is highly preferred
• Familiarity with probability, statistics, and time-series analysis
• Prior exposure to financial markets, trading, or quantitative research (through internships, academic projects, or competitions) is highly preferred
• Proficiency with Excel and data analysis tools
• Strong work ethic and ability to learn quickly in a fast-paced, high-pressure environment
• Excellent communication and collaboration skills

DV is not accepting unsolicitedresumesfrom search firms. Only search firms with valid, written agreements with DV should submitresumesin response to DV’s posted positions. Allresumes submitted by search firms to DV via e-email, the Internet, personal delivery, facsimile, or any other method without a valid written agreement shall be deemed the sole property of DV, and no fee will be paid in the event the candidate is hired by DV. DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.

This description was published by DV Trading.

DV Trading is a global liquidity provider founded in Toronto in 2006 by Dino Verbrugge. It trades exchange and over-the-counter commodity futures, fixed income, equities, options, foreign exchange and cryptocurrency.