What are the responsibilities and job description for the Quantitative Developer position at DV Trading?
Job Details
Job Description
About Us:
Founded more than 15 years ago and headquartered in Chicago, the DV Group of financial services firms has grown to more than 450 people operating throughout North America and in Europe. 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.
Responsibilities:
- Options volatility modeling and pricing, implementation of new models.
- Work directly with trading desks on new feature requests, pricing, trade analysis, various metrics, and Ad-hoc requests.
- Leverage quant libraries for their work.
- Work on cross-functional teams across trading, quant, and development to troubleshoot and solve complex problems.
- Alpha generation, feature generation, working with large data sets, state space filters and related models, and identifying relevant data to use.
- Building high-performance components for simulation and live trading.
Requirements:
- Bachelors or higher degree in CS, Engineering, Applied Math or other technical Discipline. Advanced degree an asset.
- Solid understanding of options, options volatility modeling, pricing, stochastic calculus. Experience an asset.
- Demonstrated strong ability to program in a scientific computing environment (python/numpy/pandas).
- Strong knowledge of algorithms, design patterns, OOP, threading, multiprocessing, etc.
- Experience working with distributed systems and large data sets.
- Strong communication skills in verbal and written English.
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.
