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Full-Time

Quantitative Developer

Confirmed live in the last 24 hours

DV Trading

DV Trading

201-500 employees

Proprietary trading and investment services

Venture Capital

Entry, Junior

Toronto, ON, Canada

Category
Quantitative Analysis
Algorithm Development
Quantitative Trading
Quantitative Finance
Software Engineering
Required Skills
Python
Data Structures & Algorithms
Pandas
NumPy
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.

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.

Company Stage

N/A

Total Funding

N/A

Headquarters

Chicago, Illinois

Founded

2006

Growth & Insights
Headcount

6 month growth

7%

1 year growth

21%

2 year growth

64%