Quantitative Research Intern - Summer 2027 (DV Equities)
About The Position
We are looking for a 2027 Quantitative Research Intern to join our equities team, where you will focus on generating systematic signals across multiple time horizons. This role is ideal for candidates with a strong quantitative foundation and hands-on experience in either high-frequency orderbook research or longer-term signal generation—whether through academic projects, prior internships, or independent research. You will work side-by-side with our senior researchers and traders to explore market data, develop predictive signals, and build models that directly inform real trading decisions. This is an opportunity to gain direct exposure to how quantitative research is applied at a leading proprietary trading firm.
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
- 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
Nice To Haves
- Experience in high-frequency research and/or longer-term signal generation is a plus
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
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What This Job Offers
Career Level
Intern
Education Level
No Education Listed
