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About the Role
This internship focuses on generating systematic signals across multiple time horizons within the equities team. It's ideal for candidates with a strong quantitative foundation and hands-on experience in orderbook research or signal generation. You will work with senior researchers and traders to explore market data, develop predictive signals, and build models for trading decisions, gaining exposure to quantitative research at a proprietary trading firm.
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 enhance signal quality.
- Collaborate closely with traders and researchers to translate research insights into robust trading strategies.
- Contribute to the development and maintenance of 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.
Requirements
- Currently pursuing a Bachelor's, Master's, or PhD in a quantitative field (Mathematics, Statistics, Computer Science, Physics, Engineering, Financial Engineering, or related).
- Expected graduation in 2027 or 2028.
- Strong proficiency in Python, including standard data science libraries (pandas, NumPy, etc.).
- Genuine curiosity about financial markets and market microstructure.
- Solid foundation in statistics and quantitative analysis.
- Strong problem-solving skills and intellectual curiosity.
- Experience in high-frequency research and/or longer-term signal generation is a plus.
- Ability to communicate technical findings clearly to both technical and non-technical audiences.
- Self-motivated, with a strong desire to learn and collaborate in a fast-paced team environment.
Skills
- Python
- Data Science Libraries (pandas, NumPy)
- Statistical Techniques
- Machine Learning Techniques
- Tree-based Methods
- Quantitative Analysis
- Problem-solving
- Communication
Location
- Chicago
Work Type
- Internship
Experience Level
- Intern
Education Level
- Bachelor's Degree
- Master's Degree
- PhD
About the Company
- Founded 20 years ago and headquartered in Chicago, the DV Group of financial services firms has grown to more than 600 people operating throughout North America, Europe and Asia.
- DV Trading has rapidly scaled as an independent proprietary trading firm utilizing its own capital, trading strategies, and risk management methodologies to provide liquidity to worldwide financial markets and hedging opportunities to commodity producers and users.
- DV group affiliates include two broker dealers, a cryptocurrency market making firm, and a bourgeoning investment adviser.
Equal Opportunity
- DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.