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DV Trading

Quantitative Developer

DV Trading, New York, New York, us, 10261

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About Us

DV Trading is part of the DV Group of financial services firms, with affiliate entities including broker dealers, a cryptocurrency market making firm, and an investment adviser. Overview

We are seeking a highly motivated, quick-learning Quantitative Developer for a well-established and growing trading desk. This individual will be involved in the development of our cutting-edge, quantitative trading platform which competes in the most competitive markets in the world. Responsibilities

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. Options volatility modeling and pricing, implementation of new models. Building high-performance components for simulation and live trading. Requirements

Bachelor’s or higher degree in Computer Science, Engineering, Applied Math or other technical discipline. Advanced degree an asset. Strong understanding of C++ and scientific computing languages. Prior experience working at an options trading firm or desk preferred. Quantitative development experience with exchanges preferred. Solid understanding of options, options volatility modeling, pricing, stochastic calculus experience preferred. 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." DV is an equal opportunity employer and committed to creating an inclusive environment for all employees.

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