Quantitative Trader

3 weeks ago


New York, New York, United States DV Trading Full time

**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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