2027 Quantitative Research Intern (DV Equities)
Core
Generate systematic trading signals across multiple time horizons for equities and futures markets.
Role type
Quantitative Research Intern
Builds
Predictive models and trading strategies for DV Equities
Domain
Proprietary trading, equities, futures, market microstructure
Deliverable
production ML models
Required skills
Python, pandas, NumPy, statistical analysis, machine learning, tree-based methods, backtesting, data pipeline development
Preferred skills
High-frequency orderbook research, longer-term signal generation
Technologies
Python, pandas, NumPy
Responsibilities
Analyze market data to uncover patterns and predictive signals; Build and backtest quantitative models; Apply statistical and machine learning techniques to enhance signal quality; Contribute to the development and maintenance of data pipelines for large-scale market data
Seniority
Intern
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