Quantitative Research Intern - Summer 2027 (DV Equities)

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

Graduation requirements

Graduation years: 2027, 2028

Skills

• Python
• Statistics
• Machine learning
• Quantitative analysis
• Backtesting