Quantitative Trading Intern (DV QES)

About the role

DV Equities, the Asia-Pacific equities and futures market-making business of DV Trading, is looking for a Quantitative Trading Intern. You will work with the DV Equities trading teams, gaining exposure to proprietary methodologies and trading systems. Interns work in a relatively flat organization and are mentored by senior traders and quantitative researchers.

Key responsibilities

• Build, backtest and refine quantitative trading models using historical market and orderbook data
• Analyze large datasets to find patterns, inefficiencies and alpha signals for systematic strategy development
• Monitor real-time trading positions and market conditions, helping traders with risk management and parameter adjustments
• Work with quantitative researchers and software developers to turn 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 reports and presentations on research findings, trading performance and recommendations

Required profile

• Pursuing a Bachelor's, Master's or PhD in Mathematics, Statistics, Computer Science, Physics, Engineering, Economics or a related field, with expected graduation by Summer 2027
• Strong interest in quantitative trading, systematic strategy development and financial markets
• Strong work ethic and ability to learn quickly in a fast-paced, high-pressure environment
• Excellent communication and collaboration skills
• Prior exposure to financial markets, trading or quantitative research (through internships, academic projects or competitions) is highly preferred

Required skills

• Strong proficiency in Python; experience with C++ is highly preferred
• Familiarity with probability, statistics and time-series analysis
• Proficiency with Excel and data analysis tools