Quantitative Research Intern (2027 Cohort)

About the role

DV Trading, part of the DV Group of financial services firms, is looking for a 2027 Quantitative Research Intern to join its equities team. You will focus on generating systematic signals across multiple time horizons, working side by side with senior researchers and traders to explore market data, develop predictive signals and build models that inform real trading decisions.

Key responsibilities

• 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 improve signal quality
• Work with traders and researchers to turn research insights into robust trading strategies
• Help develop and maintain 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

Required profile

• Currently pursuing a Bachelor's, Master's or PhD in Mathematics, Statistics, Computer Science, Physics, Engineering, Financial Engineering or a related field
• Expected graduation in 2027 or 2028
• Solid foundation in statistics and quantitative analysis
• Genuine curiosity about financial markets and market microstructure
• Strong problem-solving skills and ability to communicate technical findings clearly to technical and non-technical audiences
• Self-motivated and eager to learn in a fast-paced team; experience in high-frequency research or longer-term signal generation is a plus

Required skills

• Strong proficiency in Python, including standard data science libraries such as pandas and NumPy
• Statistical and machine learning techniques, especially tree-based methods