2027 Quantitative Researcher Graduate (DV Equities)

<p data-renderer-start-pos="1" data-local-id="5d6d5c6caa36"><span style="font-size: 12pt;"><strong data-renderer-mark="true">About Us</strong>:</span></p> <p data-renderer-start-pos="1" data-local-id="5d6d5c6caa36"><span style="font-size: 12pt;">Founded two decades ago and headquartered in Chicago, the DV Group of financial services firms has grown to more than 600 people across North America, Europe and Asia. Since becoming an independent proprietary trading firm in 2016, DV Trading has scaled rapidly using its own capital, strategies and risk management to provide liquidity to markets worldwide. DV Group affiliates today include two broker-dealers, a cryptocurrency market maker and a growing investment adviser.</span><br><span style="font-size: 12pt;">DV Equities is the group's Asia-Pacific equities and futures market-making business, trading cash equities, ETFs, index futures and related products on exchanges across the region.</span></p> <p data-renderer-start-pos="641" data-local-id="3db7b8c101de"><span style="font-size: 12pt;"><strong data-renderer-mark="true">Overview:&nbsp;</strong></span></p> <p class="ds-markdown-paragraph"><span style="font-size: 12pt;"><span class="">We are looking for a 2027 Quantitative Researcher (Graduate) to join our equities team, where you will take direct ownership of systematic signal generation across multiple time horizons. This role is ideal for recent graduates with a strong quantitative foundation and hands-on experience in either high-frequency orderbook research or longer-term signal generation—whether through academic projects, prior internships, or independent research.</span><span class="">You will work side-by-side with our senior researchers and traders to explore market data, develop predictive signals, and build models that directly inform real trading decisions.&nbsp;</span></span></p> <p data-renderer-start-pos="706" data-local-id="6d17a07f558d"><span style="font-size: 12pt;"><strong>Responsibilities:</strong></span></p> <ul> <li style="font-size: 12pt;"><span style="font-size: 12pt;">Analyze market data to uncover patterns, inefficiencies, and predictive signals across different time horizons</span></li> <li style="font-size: 12pt;"><span style="font-size: 12pt;">Build and backtest quantitative models using historical market data in a simulation environment</span></li> <li style="font-size: 12pt;"><span style="font-size: 12pt;">Apply statistical and machine learning techniques—with an emphasis on tree-based methods—to enhance signal quality</span></li> <li style="font-size: 12pt;"><span style="font-size: 12pt;">Collaborate closely with traders and researchers to translate research insights into robust trading strategies</span></li> <li style="font-size: 12pt;"><span style="font-size: 12pt;">Contribute to the development and maintenance of data pipelines for large-scale, high-frequency, and time-series market data</span></li> <li style="font-size: 12pt;"><span style="font-size: 12pt;">Iterate on research prototypes based on backtest results and team feedback, with increasing independence</span></li> <li style="font-size: 12pt;"><span style="font-size: 12pt;">Monitor live strategy performance and refine models based on real market feedback</span></li> </ul> <p><span style="font-size: 12pt;"><strong data-renderer-mark="true">Requirements:</strong></span></p> <ul> <li style="font-size: 12pt;"><span style="font-size: 12pt;">Currently pursuing a Bachelor's, Master's, or PhD in a quantitative field (Mathematics, Statistics, Economics, Computer Science, Physics, Engineering, or related), with an expected graduation by Summer 2027</span></li> <li style="font-size: 12pt;"><span style="font-size: 12pt;">Strong proficiency in Python; experience with SQL, statistical modeling, or C++ is highly preferred</span></li> <li style="font-size: 12pt;"><span style="font-size: 12pt;">Strong foundation in math, probability, and statistics</span></li> <li style="font-size: 12pt;"><span style="font-size: 12pt;">Genuine interest in financial markets, algorithmic trading, and market microstructure</span></li> <li style="font-size: 12pt;"><span style="font-size: 12pt;">Demonstrated ability to learn quickly and perform in a fast-paced, high-pressure environment</span></li> <li style="font-size: 12pt;"><span style="font-size: 12pt;">Ability to maintain composure and communicate clearly under pressure</span></li> <li style="font-size: 12pt;"><span style="font-size: 12pt;">Exceptional problem-solving ability and multitasking skills</span></li> <li style="font-size: 12pt;"><span style="font-size: 12pt;">Prior internship experience in trading, quantitative research, or data analysis is a plus</span><strong data-renderer-mark="true"><br></strong></li> </ul> <p><em data-renderer-mark="true"><span data-highlighted="true" data-vc="highlighted-text">DV</span> is not accepting unsolicited resumes from search firms. Only search firms with valid, written agreements with <span data-highlighted="true" data-vc="highlighted-text">DV</span> should submit resumes in response to <span data-highlighted="true" data-vc="highlighted-text">DV</span>’s posted positions. All resumes submitted by search firms to <span data-highlighted="true" data-vc="highlighted-text">DV</span> via e-mail, the Internet, personal delivery, facsimile, or any other method without a valid written agreement shall be deemed the sole property of <span data-highlighted="true" data-vc="highlighted-text">DV</span>, and no fee will be paid in the event the candidate is hired by <span data-highlighted="true" data-vc="highlighted-text">DV</span>. <span data-highlighted="true" data-vc="highlighted-text">DV</span> is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.</em></p>