FAQs
What is the minimum experience required for this position?
A minimum of 3+ years of experience in a quantitative research role focusing on options pricing, volatility surfaces, VaR, and risk management is required.
What educational qualifications are necessary for applying?
An advanced graduate degree (MS or PhD) or equivalent in a quantitative field such as Mathematics, Physics, Statistics, Engineering, Quantitative Finance, or Computer Science is necessary.
What programming languages should candidates be proficient in?
Candidates should have strong programming skills in Python and C++, with several years of programming experience.
What is the salary range for this position?
The salary range for this position is $160,000-$200,000 (USD), plus a discretionary bonus.
Is experience in a front-office trading environment required?
Yes, experience in a front-office trading environment is required for this position.
Will I have the opportunity to work closely with other teams?
Yes, you will work closely with the trading, risk, and technology teams to solve problems and identify opportunities.
What kind of models will I be developing in this role?
You will be developing advanced pricing models and risk management strategies for commodities, as well as improving real-time volatility fitting and options pricing models.
Is there an emphasis on attention to detail in this role?
Yes, strong attention to detail is crucial, and candidates should be able to take the lead on projects.
Does DV Trading have a policy on equal opportunity employment?
Yes, DV Trading is proud to be an equal opportunity employer and is committed to creating an inclusive environment for all employees.
Are unsolicited resumes from search firms accepted for this position?
No, DV is not accepting unsolicited resumes from search firms unless there is a valid written agreement with DV.