Advanced Risk Manager
3 weeks ago
**Job Summary**
DV Trading is seeking a highly skilled Quantitative Developer to join our team in Chicago. As a key member of our team, you will be responsible for developing and implementing advanced mathematical models to improve option pricing and risk management, working closely with the trading, risk, and technology teams to solve problems and identify opportunities, and maintaining and enhancing the risk management platform used by traders to hedge trades and aggregate positions.
About Us:**
DV Trading is a leading proprietary trading firm that provides liquidity to worldwide financial markets and hedging opportunities to commodity producers and users. Our team is dedicated to delivering exceptional results and building a collaborative and inclusive environment.
Responsibilities:
- Develop and implement advanced mathematical models to improve option pricing and risk management
- Collaborate 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
Salary:** $160,000-$200,000 per year + discretionary bonus
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