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Quantitative Developer

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DV Trading LLC

2mo ago

  • Job
    Full-time
    Mid & Senior Level
  • Data
    IT & Cybersecurity
  • Toronto

AI generated summary

  • You need a Bachelor's in CS, Engineering, or Applied Math; strong options knowledge; solid Python skills; familiarity with algorithms and distributed systems; plus strong communication abilities.
  • You will model and price options volatility, collaborate with trading desks on feature requests and analysis, leverage quant libraries, and develop high-performance components for 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.

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.

FAQs

What kind of experience is preferred for this role?

A solid understanding of options, options volatility modeling, pricing, and stochastic calculus is preferred. Experience in a related field is an asset.

What programming languages and tools should a candidate be proficient in?

Candidates should have a strong ability to program in a scientific computing environment, particularly in Python, as well as familiarity with libraries like NumPy and Pandas.

What educational background is required for the Quantitative Developer position?

A Bachelor's or higher degree in Computer Science, Engineering, Applied Mathematics, or other technical disciplines is required. An advanced degree is considered an asset.

Are there opportunities for collaboration within the team?

Yes, the role involves working on cross-functional teams that include trading, quantitative, and development departments to troubleshoot and solve complex problems.

Is there a focus on data analysis in this position?

Yes, the position includes responsibilities such as alpha generation, feature generation, working with large data sets, and identifying relevant data to use.

What kind of components will the developer be building?

The developer will be focused on building high-performance components for simulation and live trading.

What skills are essential for the role in terms of software development?

Strong knowledge of algorithms, design patterns, object-oriented programming (OOP), threading, and multiprocessing is essential.

Are strong communication skills necessary for this role?

Yes, strong communication skills, both verbal and written in English, are required to work effectively with various teams and stakeholders.

Does DV Trading accept unsolicited resumes from search firms?

No, DV Trading is not accepting unsolicited resumes from search firms. Only firms with valid, written agreements with DV may submit resumes.

How long has DV Trading been in operation?

DV Trading was founded more than 15 years ago and has grown since then, especially after becoming an independent proprietary trading firm in 2016.

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DV Trading LLC

Adapt, innovate and evolve

Finance
Industry
201-500
Employees

Mission & Purpose

Founded more than 15 years ago and headquartered in Chicago, the DV Group of financial services firms has grown to more than 350+ 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. We invest in exceptional individuals and empower them to realize their goals and make a lasting positive impact on our organization. Engaging a diverse group of talented people from different cultural, socioeconomic, and educational backgrounds helps provide us with a competitive advantage that drives our success.