Quantitative Trading Intern - Summer 2027 (DV Equities)
Core
Build and backtest quantitative trading models, analyze high-frequency market data to identify predictive signals, and monitor daily trading processes for DV Equities.
Role type
Quantitative Trading Intern
Builds
Proprietary systematic trading strategies and low-latency execution infrastructure
Domain
Financial services / Quantitative trading / Equities
Deliverable
production ML models | product features
Required skills
Python, probability, statistics, time-series analysis, data analysis tools
Preferred skills
C++, financial markets exposure, quantitative research experience
Technologies
Python, C++, Excel
Responsibilities
Build and backtest quantitative trading models using historical market and orderbook data; Analyze large datasets to identify patterns, inefficiencies, and alpha signals; Monitor real-time trading positions and market conditions; Collaborate with researchers and developers to implement strategy prototypes; Analyze and resolve discrepancies in trade positions and P&L attribution; Identify new market opportunities through data-driven research
Seniority
Intern