Quantitative Trader
3 weeks ago
**About Us**
DV Trading is a leading proprietary trading firm that specializes in providing liquidity to worldwide financial markets and hedging opportunities to commodity producers and users.
We are currently seeking a highly skilled Quantitative Developer to join our team in Chicago. This role will be responsible for improving real-time volatility fitting and options pricing models, developing advanced pricing models and risk management strategies for commodities, and implementing these models in our quant library and trading/risk platforms.
Responsibilities:
- Develop and implement advanced mathematical models to improve option pricing and risk management
- Work closely with the trading, risk, and technology teams to solve problems and identify opportunities
- Maintain and enhance the risk management platform used by traders to hedge trades and aggregate positions
Requirements:
- 3+ years of experience in a QR or Quant Dev role with a focus on options pricing, volatility surfaces, VaR, and risk management
- Advanced graduate degree (MS or PhD) or equivalent in a quantitative field (Mathematics, Physics, Statistics, Engineering, Quantitative Finance, Computer Science)
- Strong programming skills (Python, C++) with several years of programming experience
- Experience in derivatives pricing models and hedging techniques
- Excellent communication and business acumen
Compensation: $160,000-$200,000 per year + discretionary bonus
DV Trading is an equal opportunity employer committed to creating an inclusive environment for all employees.
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