Quantitative Risk Intern: Data-Driven Wargaming Analytics
Listed on 2026-10-14
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Finance & Banking
Data Scientist
DV Trading in Chicago seeks a quantitatively strong student for a role in Quantitative Risk Management. You will generate risk scenario wargames, build monitoring frameworks, and translate results into decision-ready insights.
Ideal candidates are pursuing a highly quantitative degree, proficient in Python and SQL, and capable of clearly communicating complex analyses to senior management.
Our organisation is growing, and we are hiring a Quantitative Risk Intern:
Data-Driven Wargaming Analytics in Chicago, IL, United States.
Please review the full job details above before applying.
If your experience matches this role, we encourage you to apply.
All applications are reviewed carefully by our team.
The position is based in Chicago, IL, United States.
This opportunity is part of our work in Legal, IT & Technology.
The advertised compensation is 48.000 - 55.000.
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