Quantitative Research Intern - Summer 2027 (DV Equities)
Core
Generate systematic trading signals across multiple time horizons for equities using market data analysis and predictive modeling.
Role type
Quantitative Research Intern (Equities)
Builds
Predictive trading signals and data pipelines for a proprietary trading firm
Domain
Financial services / Equities / High-frequency trading
Deliverable
production ML models
Required skills
Python (pandas, NumPy), statistical analysis, machine learning (tree-based methods), time-series analysis, backtesting
Preferred skills
High-frequency orderbook research, longer-term signal generation, financial market microstructure knowledge
Technologies
Python, pandas, NumPy
Responsibilities
Analyze market data to uncover patterns and predictive signals; Build and backtest quantitative models in simulation environments; Apply statistical and ML techniques to enhance signal quality; Contribute to development of data pipelines for large-scale market data; Iterate on research prototypes based on backtest results
Seniority
Intern