Quant jobs / DV Trading

Quantitative Trading Intern – DV Equities (Hong Kong)

An internship with the Asia-Pacific equities and futures market-making business of a proprietary trading firm. You would build models, monitor live trading and learn from senior traders and researchers.

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.

Build and backtest trading models on historical order-book data
Look for alpha signals in large high-frequency datasets
Monitor live positions and help adjust parameters and risk
Reconcile positions and PnL attribution discrepancies
Prototype strategies that developers can move into low-latency systems

What they ask for

Required

Python
Probability, statistics and time-series basics
Interest in systematic trading and markets
Excel and data analysis tools
Currently studying a quantitative degree, graduating by summer 2027
Communication and teamwork

Preferred

C++
Prior trading, research or competition exposure

Education: Currently studying a bachelor's, master's or PhD in a quantitative field, graduating by summer 2027
Experience: Students; market exposure through projects or competitions preferred
Languages and tools: Python
C++
Markets: equities, futures

How to prepare

Backtest a simple market-making or short-horizon signal on public tick or order-book data
Brush up probability puzzles and mental maths for interviews
Learn how PnL attribution and position reconciliation work
Get comfortable in Python and basic C++

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.