Founded more than 15 years ago and headquartered in Chicago, the DV Group of financial services firms has grown to more than 350 people operating throughout North America and in Europe. Since spinning out of a large brokerage firm in 2016, 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. Now, DV group affiliates include two broker dealers, a cryptocurrency market making firm, and a bourgeoning investment adviser.
As a Quantitative Research Intern, you will work with the systematic trading team, conduct quantitative research and develop systematic strategies using proprietary research tools. Mentorship will be provided by senior researchers and traders.
Summer 2023 internships will be available in our NYC office.
Pursuing a master's or PhD in Financial Engineering, Engineering, Statistics, Computer Science or related field with a graduation date in 2023 or 2024
Strong quantitative, analytical and problem-solving skills
Strong interest in trading and model development
Experience in one or more general purpose programming languages (C++, Java, Python)
Background with financial markets, economics preferred
Strong work ethic and ability to operate in a fast-paced, high-pressure environment
Demonstrated ability to learn and apply new concepts