DV ETF

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Study the data, develop trading ideas or build the systems behind them. Explore your next role at DV ETF.

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Experienced Candidates

Bring your experience in software, hardware, quantitative research or equity analysis to our trading business.

  • Data Engineer

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    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 ETF 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 Data Engineer to build and maintain the data infrastructure that powers our trading, research, and risk systems. You will work closely with quantitative researchers, traders, and software engineers to ensure that large-scale market data is clean, reliable, and easily accessible for both real-time trading and historical analysis. This is a hands-on role for someone who enjoys solving data problems in a fast-paced, collaborative environment.

    Responsibilities:

    • Design, build, and maintain scalable data pipelines for ingesting, processing, and storing large volumes of market and trading data
    • Clean, validate, and enrich raw data to ensure high quality and consistency for research and production use
    • Optimize data storage, query performance, and processing workflows to support low-latency and high-throughput requirements
    • Collaborate with quantitative researchers and traders to understand data needs and deliver efficient data solutions
    • Work with software engineers to integrate data pipelines into the firm's trading and research infrastructure
    • Monitor data quality and pipeline health, troubleshoot issues, and implement improvements
    • Document data flows, schemas, and processes to support team collaboration and knowledge sharing

    Requirements:

    • Bachelor's or Master's degree in Computer Science, Engineering, Information Systems, or a related field
    • Strong proficiency in Python and SQL for data processing and analysis
    • Experience with data pipeline tools and frameworks (e.g., Airflow, Kafka, Spark, or similar)
    • Familiarity with relational and non-relational databases, as well as data lake/warehouse technologies
    • Solid understanding of data modeling, ETL/ELT processes, and data quality best practices
    • Experience working with large-scale datasets and optimizing performance
    • Strong problem-solving skills and attention to detail
    • Ability to communicate clearly and collaborate effectively with both technical and non-technical teams
    • Experience in financial markets or trading data is a plus

    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. DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.

    Data Engineer

    DV ETF | Hong Kong

  • Chief of Staff

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    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 ETF is DV Trading's Asia-Pacific equities and ETF market-making desk, with teams across trading, sales, operations, low-latency engineering, software development, hardware and research.

    The Role

    We are looking for a Chief of Staff in Hong Kong. The desk is expanding across markets, products and headcount, and the role exists to help run the business day to day and to own the projects that sit across multiple teams.

    You will manage the desk's planning and reporting, coordinate with compliance, legal, finance, HR and technology, and take direct responsibility for initiatives such as new market entry, broker onboarding, hiring and infrastructure projects. The role suits someone who has worked close to a trading business, is comfortable with numbers, and is able to get things done across teams they do not manage.

    Responsibilities

    • Run the desk's management cadence, including leadership meetings, priority tracking and follow-up on decisions.
    • Lead cross-functional projects from start to finish, working with trading, technology, operations, risk, compliance and legal.
    • Prepare management reporting desk and DV Group leadership covering P&L, costs, headcount, capital and risk usage, and project status.
    • Coordinate headcount planning and recruiting, including pipeline tracking, interview scheduling and onboarding.
    • Track budgets, vendor contracts and renewals; prepare business cases for new tools, data and infrastructure spend.
    • Support regulatory and licensing work with compliance and legal, including SFC matters and exchange memberships.
    • Prepare materials for internal and external meetings and represent the desk where necessary.
    • Identify and resolve operational issues across the desk.

    Requirements

    • 2-5 years of experience in a business management, COO office, strategy or chief of staff role at a trading firm, bank, asset manager, exchange or consulting firm.
    • Good understanding of how a trading desk operates, including P&L, risk, technology and the regulatory environment.
    • Strong Excel skills; SQL or Python is a plus.
    • Experience running several projects at once and working with senior stakeholders.
    • Clear written and verbal communication.
    • Discretion in handling confidential commercial and personnel information.
    • Fluent English and Mandarin.
    • Based in Hong Kong or willing to relocate.

    Chief of Staff

    DV ETF | Hong Kong

  • Business DevelopmentPrime Brokerage And Clearing (Asia)

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    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 ETF is DV Trading's Asia-Pacific equities and futures market-making desk, trading cash equities, ETFs, index futures and related products on exchanges across the region.

    The Role

    We are looking for someone to manage DV ETF' prime brokerage, clearing and local broker relationships across Asia. You will be responsible for selecting and negotiating with providers, running onboarding, and monitoring how each relationship performs once live.

    The role requires a working understanding of how prime brokers and clearing firms operate in each market, including margin methodology, financing, stock loan, connectivity and settlement, and a clear view of the strengths and weaknesses of each provider. It also covers local carry brokers and sub-custodians in markets where direct access is restricted or impractical.

    Responsibilities

    • Manage relationships with prime brokers, FCMs and clearing firms across APAC.
    • Assess and compare providers by market on margin models, financing terms, stock loan availability, DMA and connectivity, and operational quality.
    • Manage local carry broker and sub-custody relationships in markets such as China (Stock Connect, QFII), Korea, Taiwan, India and Southeast Asia, including account structures and market-specific rules.
    • Negotiate PB, clearing and give-up agreements, including fees, margin terms, financing spreads and legal provisions.
    • Run onboarding for new providers and markets, coordinating legal, KYC, connectivity, testing and go-live with internal teams.
    • Review provider performance on an ongoing basis, including margin efficiency, financing costs, borrow, fails and connectivity uptime.
    • Troubleshoot allocation, give-up, corporate action and settlement issues with brokers and internal operations.
    • Monitor regulatory and market structure changes affecting market access and clearing in the region.

    Requirements

    • 5+ years in prime brokerage, clearing, PB or FCM relationship management, or trading operations, with meaningful Asia coverage.
    • Practical knowledge of margin methodologies, financing and stock loan, futures give-up and clearing, and settlement across APAC markets.
    • Familiarity with restricted-access markets and how local brokers, omnibus and segregated accounts, and investor ID regimes work.
    • Understanding of FIX and DMA connectivity, allocation and reporting feeds; able to work with engineers on integration requirements.
    • Experience negotiating commercial agreements with brokers or vendors.
    • Fluent English; Mandarin, Cantonese or Japanese is a plus.
    • Willing to travel within the region.

    Business DevelopmentPrime Brokerage And Clearing (Asia)

    DV ETF | Hong Kong

  • Sales TraderInstitutional Sales And Trading

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    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 ETF is DV Trading's Asia-Pacific equities and ETF market-making desk, providing on-screen and OTC liquidity in ETFs, cash equities and listed derivatives across the region.

    The Role

    We are looking for an experienced Sales Trader to join our institutional business in Hong Kong. You will be the main point of contact for institutional clients across Greater China and APAC, including asset managers, insurers, private banks, hedge funds and brokers, and will work closely with the trading desk to price and execute their orders.

    The role covers the full trade life cycle, from quoting via Bloomberg, RFQ platforms, chat and phone through to booking and settlement. You will also be responsible for bringing on new clients, managing their onboarding, and working with ETF issuers, exchanges and venues to expand the products and markets we cover.

    Responsibilities

    • Cover institutional clients across Greater China and APAC in ETFs, equities and listed derivatives.
    • Quote, negotiate and execute OTC and RFQ orders, working with screen traders on pricing.
    • Manage client onboarding, including documentation, connectivity and account setup, with legal, compliance and operations.
    • Provide clients with pre- and post-trade analysis, market colour and liquidity guidance.
    • Pass client demand and flow information back to trading and research.
    • Maintain relationships with ETF issuers, exchanges, venues and brokers.
    • Represent DV at client meetings and industry events.
    • Ensure accurate trade booking and compliance with SFC and exchange rules.

    Requirements

    • 5+ years in sales trading, covering institutional clients on the sell side, in buy-side execution, or on a market-maker institutional desk.
    • Existing institutional relationships in Greater China and/or APAC.
    • Strong understanding of ETFs and equity market structure, including creation/redemption, hedging and OTC execution; working knowledge of listed derivatives.
    • Comfortable discussing pricing, spreads and risk with traders.
    • Organised and detail-oriented, able to manage several clients and workflows at once.
    • SFC Type 1 licence, or eligible to obtain one.
    • Fluent English and Mandarin; Cantonese, Japanese or Korean is a plus.
    • Willing to travel for client meetings.

    Sales TraderInstitutional Sales And Trading

    DV ETF | Hong Kong

  • Quantitative Researcher

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    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 ETF is DV Trading's Asia-Pacific equities and futures market-making desk, trading cash equities, ETFs, index futures and related products on exchanges across the region.

    Overview:

    We are looking for an experienced Quantitative Researcher to join our equities team. This role is open to candidates with hands-on experience in either high-frequency orderbook research or longer-term signal generation. You will work closely with senior researchers and traders across our global offices (NYC, London, and Hong Kong) to explore market data, develop predictive signals, and build models that directly inform real trading decisions.
    This is a full-cycle research role—from data exploration to production deployment, from model development to live performance monitoring—with end-to-end ownership of the research process.

    Responsibilities:

    • Analyze market data to uncover patterns, inefficiencies, and predictive signals across different time horizons
    • Build and backtest quantitative models using historical market data
    • Apply statistical and machine learning techniques—with an emphasis on tree-based methods—to enhance signal quality
    • Collaborate with researchers and traders to translate research insights into production-ready strategies
    • Develop and maintain data pipelines for large-scale, high-frequency, and time-series market data
    • Continuously monitor and iterate on live signals and models based on performance

    Requirements:

    • 2+ years of professional or research experience in high-frequency research and/or longer-term signal generation
    • Degree in a quantitative field (Mathematics, Statistics, Computer Science, Physics, Engineering, Financial Engineering, or related)
    • Strong proficiency in Python, including standard data science libraries (pandas, NumPy, etc.)
    • Genuine curiosity about financial markets and market microstructure
    • Solid foundation in statistics and quantitative analysis
    • Strong problem-solving skills and intellectual curiosity
    • Ability to communicate technical findings clearly to both technical and non-technical audiences
    • Familiarity with tree-based methods (e.g., Random Forest, XGBoost, LightGBM) is a plus
    • Experience in a proprietary trading or hedge fund environment is a plus
    • Experience with C++ or other low-level languages is a plus

     

    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. DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.

    Quantitative Researcher

    DV ETF | London / Hong Kong

  • Equity Research Analyst

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    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 ETF is DV Trading's Asia-Pacific equities and futures market-making desk, trading cash equities, ETFs, index futures and related products on exchanges across the region.

    Overview:

    We are seeking to hire an Equity Research Analyst who will immerse themselves in the information landscape, staying abreast of real-time news developments to help our trading strategies. This role is pivotal for providing timely insights and analysis that feed into the critical decision-making processes within our dynamic trading environment.

    Job Responsibilities:

    • Fluency in English and Mandarin. Working hours are 7am - 5pm.
    • Collaborate closely with traders and other analysts to communicate significant market events instantly.
    • Analyze broad macro trends, closely monitor geopolitical developments, and perform deep dives into company financials.
    • Construct and uphold detailed company and market databases.

    Requirements:

    • Ability to read, write and speak fluent Mandarin Chinese and English
    • Degree in Accounting, Finance, Economics, Mathematics/Statistics, or a related field. 1-3 years of experience.
    • Independent initiator with a robust skill set in analytical problem-solving.
    • Strong technical proficiency in Excel and experience with Bloomberg or Reuters.
    • A strong interest in following the news, market movements, and an understanding of their impact on trading.
    • A strong work ethic with the capability to assimilate quickly in a demanding, high-pressure environment.
    • Knowledge of SQL, Python, or other programming languages is useful.
    • Prior experience in buy-side or sell-side research is beneficial.

     

    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. DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.

    Equity Research Analyst

    DV ETF | Hong Kong

  • Software Developer

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    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 ETF is DV Trading's Asia-Pacific equities and futures market-making desk, trading cash equities, ETFs, index futures and related products on exchanges across the region.

    Overview:

    We are seeking a highly motivated, quick-learning Software Developer to join our DV ETF desk. In this role, you will be involved in the development of our cutting-edge, low-latency trading platform, which competes in the most competitive markets in the world. You will work across the full technology stack—from high-performance exchange connectivity and execution engines to data pipelines and research tooling—with a primary focus on either C++ or Python, depending on your background and team fit. Familiarity with the other languages is a plus.

    Job Responsibilities:

    • Depending on your primary language, you will focus on either low-latency system development (C++) or data/research tooling (Python), while collaborating across the full stack
    • Design, develop, and maintain high-performance, low-latency trading systems and infrastructure using C++
    • Build and optimize data pipelines, backtesting frameworks, and research tools using Python
    • Work alongside senior traders, quantitative researchers, and experienced software developers to enhance existing trading systems and identify new opportunities
    • Optimize system performance, throughput, and reliability at both the microsecond and batch-processing levels
    • Conduct code reviews, maintain high coding standards, and contribute to architectural decisions

    Requirements:

    • Bachelor’s or Master’s degree in Computer Science, Engineering, or a related field from an accredited institution
    • 3+ years of professional software engineering experience in financial services, trading, or a similarly performance-critical environment
    • Strong proficiency in either C++ or Python (with working knowledge of the other being highly preferred)
    • Deep understanding of data structures, algorithms, memory management, and multi-threading
    • Experience with Linux/Unix environments and networking fundamentals
    • Detail-oriented with a strong work ethic and the ability to learn quickly in a fast-paced environment
    • Genuine interest in algorithmic trading and financial markets
    • Excellent communication and collaboration skills

    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. DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.

    Software Developer

    DV ETF | Hong Kong

  • Senior FPGA Engineer

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    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.

    Role Overview:
    We are looking for an exceptional Senior FPGA Engineer to join our semi-systematic equities team. In this role, you will architect and deliver ultra-low-latency FPGA trading systems that drive our competitive edge across global equity and futures exchanges. This position offers the opportunity to lead, innovate, and push the limits of hardware performance in a fast-paced trading environment.

    Key Responsibilities:

    Technical Leadership

    • Lead and mentor a team of FPGA engineers developing next-generation hardware solutions for market making.
    • Architect and implement ultra-low-latency trading systems optimized for global equity and futures markets.
    • Define and execute the technical vision and roadmap for FPGA-based trading infrastructure.
    • Partner closely with quantitative researchers, software developers, and network engineers to deliver integrated, high-performance trading platforms.

    System Development

    • Design and implement high-throughput FPGA firmware for market data feed handling and order execution.
    • Build modular, reusable, and scalable FPGA architectures supporting exchanges such as NYSE, NASDAQ and CBOE.
    • Develop robust testing frameworks and automated deployment pipelines to ensure stability and reliability in production.

    Required Qualifications:

    • 5+ years of hands-on FPGA design and development experience, ideally within high-frequency or market-making systems.
    • Expert-level proficiency in SystemVerilog targeting Xilinx platforms.
    • Deep understanding of networking and low-level protocols (10G Ethernet, multicast, MAC/PCS layers).
    • Proven track record in ultra-low-latency hardware design and performance optimization.

    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. DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.

    Senior FPGA Engineer

    DV ETF | Remote

Students And Graduates

Start your career in trading, research or software development through our graduate and internship opportunities.

  • 2027 Quantitative Researcher Graduate

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    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 ETF 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

    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. DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.

    2027 Quantitative Researcher Graduate

    DV ETF | Hong Kong

  • 2027 Software Developer Intern

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    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 ETF is DV Trading's Asia-Pacific equities and futures market-making desk, trading cash equities, ETFs, index futures and related products on exchanges across the region.

    Overview:

    We are seeking a highly motivated, quick-learning student developer to join our equities desk for the 2027 Summer Internship. You will gain hands-on experience developing components of our cutting-edge, low-latency trading platform. Working alongside experienced developers and traders, you'll contribute to real projects—whether it's optimizing exchange connectivity in C++ or building research pipelines in Python, depending on your primary skills and interests—while learning how technology drives competitive advantage in global financial markets

    Job Responsibilities:

    • Based on your primary language, you will focus on either low-latency system components (C++) or data/backtesting tooling (Python), with opportunities to learn both over time
    • Assist in the design, development, and maintenance of low-latency trading system components using C++
    • Build tools and scripts in Python for data analysis, backtesting, and strategy research
    • Work alongside senior traders, quantitative researchers, and software developers to understand the full trading technology stack
    • Optimize and refactor existing code for performance and reliability
    • Participate in code reviews and team discussions, contributing fresh ideas and learning industry best practices
    • Further responsibilities may be driven by the individual’s interests and specific skills

    Requirements:

    • Currently pursuing a Bachelor’s or Master’s degree in Computer Science, Engineering, or a related field
    • Expected graduation date: 2027 or 2028
    • Strong proficiency in either C++ or Python (with some exposure to the other language through coursework, personal projects, or prior internships)
    • Solid understanding of data structures, algorithms, and object-oriented design
    • Familiarity with Linux/Unix environments and basic networking concepts
    • Detail-oriented with a strong work ethic and eagerness to learn quickly
    • Genuine interest in algorithmic trading and financial technology
    • Ability to work collaboratively in a fast-paced, team-oriented environment
    • Prior internship or project experience in low-latency systems, trading, or large-scale data processing is a plus but not required

    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. DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.

    2027 Software Developer Intern

    DV ETF | Hong Kong

  • 2027 Quantitative Research Intern

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    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 ETF is DV Trading's Asia-Pacific equities and futures market-making desk, trading cash equities, ETFs, index futures and related products on exchanges across the region.

    Overview:

    We are looking for a 2027 Quantitative Research Intern to join our equities team, where you will focus on generating systematic signals across multiple time horizons. This role is ideal for candidates 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. This is an opportunity to gain direct exposure to how quantitative research is applied at a leading proprietary trading firm.

    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, under the guidance of experienced mentors

    Requirements:

    • Currently pursuing a Bachelor's, Master's, or PhD in a quantitative field (Mathematics, Statistics, Computer Science, Physics, Engineering, Financial Engineering, or related)
    • Expected graduation in 2027 or 2028
    • Strong proficiency in Python, including standard data science libraries (pandas, NumPy, etc.)
    • Genuine curiosity about financial markets and market microstructure
    • Solid foundation in statistics and quantitative analysis
    • Strong problem-solving skills and intellectual curiosity
    • Experience in high-frequency research and/or longer-term signal generation is a plus
    • Ability to communicate technical findings clearly to both technical and non-technical audiences
    • Self-motivated, with a strong desire to learn and collaborate in a fast-paced team environment

    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. DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.

    2027 Quantitative Research Intern

    DV ETF | New York / Hong Kong

  • 2027 Quantitative Trader Graduate

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    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 ETF is DV Trading's Asia-Pacific equities and futures market-making desk, trading cash equities, ETFs, index futures and related products on exchanges across the region.

    Overview:

    As a Quantitative Trader Graduate, you will join our DV ETF desk and participate in the execution and risk management of systematic trading strategies across global equity markets, learning our proprietary methodologies and systems through hands-on experience. You will work closely with senior traders and quantitative researchers to develop, refine, and monitor data-driven trading models. This role is designed for graduates with a strong quantitative foundation, a genuine curiosity about markets, and a willingness to grow in a fast-paced environment.

    Responsibilities:

    • Work closely with senior traders to learn proprietary methodologies and quantitative trading systems
    • Participate in the execution and risk management of systematic trading strategies, including trade execution and risk layoffs
    • Build, maintain, and improve quantitative trading models using historical market and orderbook data
    • Analyze large datasets to identify patterns, inefficiencies, and new alpha opportunities for systematic strategies
    • Enhance existing strategies and identify new opportunities through data-driven research
    • Liaise between the trading desk, internal teams, and OTC relationships
    • Monitor live trading performance and iterate on models based on real-time market feedback
    • Additional responsibilities may be driven by the individual's interests and skills

    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

    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. DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.

    2027 Quantitative Trader Graduate

    DV ETF | New York / Hong Kong

  • 2027 Quantitative Trading Intern

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    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 ETF is DV Trading's Asia-Pacific equities and futures market-making desk, trading cash equities, ETFs, index futures and related products on exchanges across the region.

    Overview:

    As a Quantitative Trading Intern, you will work with our DV ETF trading teams and gain exposure to our proprietary methodologies and trading systems. You will build and backtest quantitative trading models, analyze high-frequency market data to identify predictive signals, and collaborate with traders and researchers to refine systematic strategies. You will also monitor daily trading processes, analyze and resolve discrepancies in trade positions and P&L attribution, and identify new market opportunities through data-driven research.
    Trading interns work in a relatively flat organizational structure and are mentored by senior traders and quantitative researchers.

    Responsibilities:

    • Build, backtest, and refine quantitative trading models using historical market and orderbook data
    • Analyze large datasets to identify patterns, inefficiencies, and alpha signals for systematic strategy development
    • Monitor real-time trading positions and market conditions, assisting traders with risk management and parameter adjustments
    • Collaborate with quantitative researchers and software developers to implement strategy prototypes into the firm's low-latency execution infrastructure
    • Oversee and improve daily trading processes as needed
    • Analyze and resolve discrepancies in trade positions and P&L attribution
    • Identify new market opportunities through data-driven research
    • Prepare clear reports and presentations summarizing research findings, trading performance, and recommendations

    Requirements:

    • Pursuing a Bachelor's, Master's, or PhD in a quantitative field (Mathematics, Statistics, Computer Science, Physics, Engineering, Economics, or related), with an expected graduation by Summer 2027
    • Strong interest in quantitative trading, systematic strategy development, and financial markets
    • Strong proficiency in Python; experience with C++ is highly preferred
    • Familiarity with probability, statistics, and time-series analysis
    • Prior exposure to financial markets, trading, or quantitative research (through internships, academic projects, or competitions) is highly preferred
    • Proficiency with Excel and data analysis tools
    • Strong work ethic and ability to learn quickly in a fast-paced, high-pressure environment
    • Excellent communication and collaboration skills

    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. DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.

    2027 Quantitative Trading Intern

    DV ETF | New York / Hong Kong

How to Apply

Visit DV's job board to read the full job descriptions and apply online. For questions about opportunities at DV ETF, contact DV Trading's recruiting team.

Visit DV's job board

Recruiting enquirieshumanresources@dvetf.com