Quantitative Risk Intern - Summer 2027
- Pay
- $35 – $40 per hour
- Location
- Chicago, IL · On-site
- Job type
- Internship
- Level
- Entry level
- Listed
- 30 days ago
Skills & highlights for this role
- linear regression
- time-series analysis
- value-at-risk
- GARCH
- Python
Also useful
- option pricing
- SciPy
- statsmodels
- SAS
- Matlab
Responsibilities
- Build and execute advanced quantitative risk monitoring using results from above exercise, including design, collection and analysis of key risk metrics in collaboration with multiple stakeholders to influence business strategy.
- Utilize advanced quantitative analytics to assess future risk, opportunities, and effectiveness and translate results into meaningful solutions to enhance decision making.
- Contribute to strategic, cross-functional initiatives within the Quantitative Risk Management team.
- Present results of the reviews performed to the Executive Management Team.
Requirements
- Pursuing a degree in Mathematics, Statistics, Physics, Computer Science, or another highly quantitative field
- Expecting to graduate between Winter 2027 and Summer 2028
- Proficient to advanced knowledge of statistical modeling and other quantitative techniques including, but not limited to linear & non-linear regression, optimization, simulation, time-series analysis, probability theory, survival analysis, value-at-risk, PCA, and GARCH
- Basic proficiency in Python and SQL is required
- Ability to communicate complex concepts and findings in a clear and concise manner.
Preferred Skills
- Knowledge of option pricing and fixed income analytics
- Advanced proficiency in Python
- A working knowledge of Python SciPy & statsmodels, R, C/C++/C#, SAS, and/or Matlab
- Knowledge of enterprise risk management and internal control standards, especially within the financial services industry
- Proficiency in data management and reporting tools strongly desired (Essbase, Word, Excel, Power Point, Access)
Compensation range: $35.00-$40.00/hr
DV is not accepting unsolicited resumes from search firms. Only search firms with valid, written agreements with DV should submit resumes in response to DV's posted positions. All resumes submitted by search firms to DV via e-mail, the Internet, personal delivery, facsimile, or any other method without a valid written agreement shall be deemed the sole property of DV, and no fee will be paid in the event the candidate is hired by DV.
About Us
Founded 20 years ago and headquartered in Chicago, the DV Group of financial services firms has grown to more than 600 people operating throughout North America, Europe and Asia.
Since spinning out of a large brokerage firm in 2016, DV Trading has rapidly scaled as an independent proprietary trading firm utilizing its own capital, trading strategies, and risk management methodologies to provide liquidity to worldwide financial markets and hedging opportunities to commodity producers and users.
Now, DV group affiliates include two broker dealers, a cryptocurrency market making firm, and a bourgeoning investment adviser.
Equal opportunity and legal notices
DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.
From DV Trading's careers page, first listed on Rolev.ai on October 10, 2026. Rolev.ai is not the employer.
How Rolev.ai helps with this application
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Common questions
What is the salary for the Quantitative Risk Intern - Summer 2027 role at DV Trading?
The Quantitative Risk Intern - Summer 2027 posting at DV Trading states compensation of $35 – $40 per hour. It is listed as a internship position. Final pay may depend on location, experience, and interview evaluation on DV Trading's official career site.
Where is the Quantitative Risk Intern - Summer 2027 job at DV Trading located?
This Quantitative Risk Intern - Summer 2027 position at DV Trading is located in Chicago, IL (On-site). Always check DV Trading's application page for specific state eligibility or relocation policies.
What qualifications are required for Quantitative Risk Intern - Summer 2027 at DV Trading?
For the Quantitative Risk Intern - Summer 2027 role, DV Trading highlights experience with linear regression, time-series analysis, value-at-risk, GARCH, Python. Rolev.ai can score your existing resume against these requirements and show any skill gaps before you apply.
How do I apply for the Quantitative Risk Intern - Summer 2027 position at DV Trading?
This listing links directly to DV Trading's Greenhouse application page. You can apply directly on DV Trading's site, or use Rolev.ai to check your resume fit, generate a zero-hallucination tailored resume and cover letter for this posting, and autofill the Greenhouse application form in 1 click with the Rolev.ai Chrome extension. You always review the form and press Submit yourself.