Quantitative Risk Intern - Summer 2027

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