Quant jobs / DV Trading

2027 Quantitative Research Intern (DV QES)

An internship in DV Equities, the Asia-Pacific equities and futures market-making arm of DV Trading. Interns develop systematic signals with senior researchers and traders.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Analyse market data for predictive signals across horizons
Build and backtest models in a simulation environment
Use tree-based ML methods to improve signals
Help maintain high-frequency data pipelines

What they ask for

Required

Student in a quantitative degree graduating 2027 or 2028
Strong Python with pandas and NumPy
Statistics and quantitative analysis
Curiosity about market microstructure
Clear communication

Preferred

High-frequency or longer-term signal research

Education: Bachelor's, Master's or PhD in maths, statistics, CS, physics, engineering or financial engineering
Experience: Students; no experience required
Languages and tools: Python
Markets: equities, futures

How to prepare

Build and backtest a simple signal from orderbook data
Learn about tree-based methods such as XGBoost
Read introductory market microstructure
Practise explaining a result to non-experts

What to study

The HFT Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on DV Trading’s site before applying: requirements, location and pay can change after we check them.

View the posting on DV Trading’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with DV Trading and doesn’t handle applications.