Quantitative Research Intern - Summer 2027 (DV Equities)

DV Trading is a proprietary trading firm that uses its own capital, trading strategies, and risk management methodologies to provide liquidity in global financial markets. The Quantitative Research Intern will analyze market data, develop and backtest predictive signals, build quantitative models, and collaborate with traders and researchers to inform systematic equities trading strategies.

What you'll do:

• Analyze market data to uncover patterns, inefficiencies, and predictive signals across different time horizons
• Build and backtest quantitative models using historical market data in a simulation environment
• Apply statistical and machine learning techniques—with an emphasis on tree-based methods—to enhance signal quality
• Collaborate closely with traders and researchers to translate research insights into robust trading strategies
• Contribute to the development and maintenance of data pipelines for large-scale, high-frequency, and time-series market data
• Iterate on research prototypes based on backtest results and team feedback, under the guidance of experienced mentors

What they're looking for:

• Currently pursuing a Bachelor's, Master's, or PhD in a quantitative field (Mathematics, Statistics, Computer Science, Physics, Engineering, Financial Engineering, or related)
• Expected graduation in **2027 or 2028**
• Strong proficiency in Python, including standard data science libraries (pandas, NumPy, etc.)
• Genuine curiosity about financial markets and market microstructure
• Solid foundation in statistics and quantitative analysis
• Strong problem-solving skills and intellectual curiosity
• Ability to communicate technical findings clearly to both technical and non-technical audiences
• Self-motivated, with a strong desire to learn and collaborate in a fast-paced team environment
• Experience in high-frequency research and/or longer-term signal generation is a plus