Quantitative Risk Intern - Summer 2027

About the role

Join DV Trading as a Quantitative Risk Intern in Chicago for Summer 2027. Apply advanced quantitative analytics to monitor and assess financial risks, contributing to strategic initiatives and presenting findings to executive management.

Responsibilities

• Build and execute quantitative risk monitoring using key risk metrics.
• Analyze risk metrics to influence business strategy.
• Use quantitative analytics to assess future risks and opportunities.
• Translate analytics into solutions to enhance decision making.
• Contribute to cross-functional initiatives within the Risk Management team.
• Present review results to Executive Management Team.

Requirements

• Pursuing degree in Mathematics, Statistics, Physics, Computer Science, or related quantitative field.
• Graduation expected between Winter 2027 and Summer 2028.
• Proficient in statistical modeling and quantitative techniques like regression, simulation, time-series analysis.
• Basic proficiency in Python and SQL required.
• Ability to communicate complex concepts clearly.

Preferred Skills

• Knowledge of option pricing and fixed income analytics.
• Advanced proficiency in Python.
• Familiarity with Python SciPy, statsmodels, R, C/C++/C#, SAS, or Matlab.
• Understanding of enterprise risk management and internal control standards.
• Proficiency in data management and reporting tools like Essbase, Word, Excel, PowerPoint, Access.