Summer Quantitative Trading Intern - Equities

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

Benefits offered by this job

Health insurance

Job summary

DV Trading in New York is offering a Quantitative Trading Intern position for Summer 2027. You will work with DV Equities trading teams, building and backtesting models, analyzing market data, and refining systematic strategies under senior traders and researchers.

The role focuses on data-driven research, real-time monitoring, and clear communication of findings. Ideal candidates are pursuing a quantitative degree with Summer 2027 or 2028 graduation, strong Python skills (C++ preferred), and

Qualifications

• Pursuing a Bachelor's, Master's, or PhD in a quantitative field with expected graduation by Summer 2027 or Summer 2028.
• Strong interest in quantitative trading and systematic strategy development.
• Strong proficiency in Python; experience with C++ is highly preferred.
• Familiarity with probability, statistics, and time-series analysis.
• Experience with Excel and data analysis tools.
• Excellent communication and collaboration skills; strong work ethic.

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 trading positions and assist with risk management and parameter adjustments.
• Collaborate with researchers and software developers to implement strategies into low-latency infrastructure.
• Oversee and improve daily trading processes and P&L attribution.
• Identify new market opportunities through data-driven research.
• Prepare reports and presentations summarizing findings and recommendations.

Skills

Python

C++

Excel

Time-series analysis

Data analysis

Communication

Collaboration

Education

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

Job description

DV Trading in New York is offering a Quantitative Trading Intern position for Summer 2027. You will work with DV Equities trading teams, building and backtesting models, analyzing market data, and refining systematic strategies under senior traders and researchers.

The role focuses on data-driven research, real-time monitoring, and clear communication of findings. Ideal candidates are pursuing a quantitative degree with Summer 2027 or 2028 graduation, strong Python skills (C++ preferred), and