DT
Programme
Internship
Location
New York City, NY
About the role
Join DV Equities in New York as a 2027 Quantitative Research Intern. Analyze market data, develop systematic signals, build predictive models, and backtest trading strategies across multiple time horizons. You will collaborate with senior researchers and traders while gaining practical exposure to quantitative research at a proprietary trading firm.
Responsibilities
- Analyze market data to identify patterns, inefficiencies, and predictive signals across multiple time horizons.
- Build and backtest quantitative models using historical market data in simulation environments.
- Apply statistical and machine learning techniques, particularly tree-based methods, to improve signal quality.
- Collaborate with traders and researchers to translate insights into robust trading strategies.
- Help develop and maintain pipelines for large-scale, high-frequency, and time-series market data.
- Refine research prototypes using backtest results and team feedback, with guidance from experienced mentors.
Role Context
- Work alongside senior researchers and traders on research directly informing real trading decisions.
- Research may involve high-frequency orderbook analysis or longer-term signal generation.