2027 Quantitative Researcher Graduate (DV Equities)

About Us:
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.
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.
Overview:
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.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.
Responsibilities:
Analyze market data to uncover patterns, inefficiencies, and predictive signals across different time horizons
Build and backtest quantitative models using historical market data in a simulation environment
Apply statistical and machine learning techniques—with an emphasis on tree-based methods—to enhance signal quality
Collaborate closely with traders and researchers to translate research insights into robust trading strategies
Contribute to the development and maintenance of data pipelines for large-scale, high-frequency, and time-series market data
Iterate on research prototypes based on backtest results and team feedback, with increasing independence
Monitor live strategy performance and refine models based on real market feedback
Requirements:
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
Strong proficiency in Python; experience with SQL, statistical modeling, or C++ is highly preferred
Strong foundation in math, probability, and statistics
Genuine interest in financial markets, algorithmic trading, and market microstructure
Demonstrated ability to learn quickly and perform in a fast-paced, high-pressure environment
Ability to maintain composure and communicate clearly under pressure
Exceptional problem-solving ability and multitasking skills
Prior internship experience in trading, quantitative research, or data analysis is a plus
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