Quant jobs / DV Trading

Quantitative Risk Intern (Summer 2027)

A summer internship in the quantitative risk management team of a proprietary trading firm. You would build risk monitoring and analytics and present results to senior management.

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.

Design and collect key risk metrics for ongoing monitoring
Run statistical analyses such as VaR, time-series and simulation work on trading risk
Contribute to cross-team risk initiatives alongside the risk team
Prepare and present review findings to executives

What they ask for

Required

Regression and optimisation
Probability and simulation
Time-series analysis including GARCH
Value-at-risk and PCA
Basic Python and SQL
Clear communication of complex ideas

Preferred

Option pricing and fixed income analytics
SciPy and statsmodels
R, C/C++/C#, SAS or Matlab
Enterprise risk management knowledge
Excel and reporting tools

Education: Studying maths, statistics, physics, CS or another highly quantitative field; graduating between winter 2027 and summer 2028
Experience: Current students; no prior experience stated
Languages and tools: Python
SQL
R
C++
Matlab
SAS

How to prepare

Implement historical, parametric and Monte Carlo VaR on a portfolio and compare them
Fit GARCH models to returns and test the forecasts
Work through PCA on a yield curve or equity factor set
Practise turning a risk analysis into a short exec-style summary

What to study

The Risk Quant 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.