Overview

Quantitative Software Engineer role at DV Trading LLC.

DV Trading, LLC is a proprietary trading firm focused on equities, fixed income, FX and commodity products. DV Commodities is a rapidly growing division specializing in trading crude oil, refined products, natural gas, and related energy markets. The firm emphasizes risk management, world-class technology, and the development of a scalable trading system.

Responsibilities

• Work alongside other software engineers, traders, and quants to develop and expand our risk management and trading platform
• Create scalable services for financial derivatives pricing and market data
• Efficient storage and access schemes for data and reference data across all frequencies, including microstructure data
• Build high-performance components for simulation and live trading

Requirements

• Bachelor\'s degree or higher in CS, Engineering or other technical discipline
• 2+ years professional experience developing infrastructure for quantitative trading
• Demonstrated ability to program in a scientific computing environment, preferably Python/NumPy/Pandas
• Experience working with distributed systems and large data sets
• Strong knowledge of algorithms, design patterns, OOP, threading, multiprocessing, etc.
• Experience with SQL, NoSQL, or tick databases
• Experience working in a Unix environment and git
• Familiarity with Kafka, Docker, AirFlow, Luigi
• Strong communication skills in verbal and written English
• Domain knowledge in futures & swaps is a plus

Benefits

• Highly competitive compensation and bonus structure
• Meritocratic environment with ample opportunity for growth
• Blue Cross Blue Shield Medical PPO
• Health Savings Account, MetLife Dental, MetLife Vision Coverage
• Flex Spending Account
• Employer paid life insurance
• Optional Long-term Disability, and AD&D Insurance
• Pre-Tax Parking and Transit
• Casual work environment

About and Equal Opportunity

DV is not accepting unsolicited resumes from search firms. DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.

Senioriry level

• Mid-Senior level

Employment type

• Full-time

Job function

• Engineering and Information Technology