Data Scientist
16 hours ago
DV Trading is a leading proprietary trading firm with over 15 years of experience in the financial markets. Our company has grown to more than 350 people operating throughout North America and Europe.
Job Summary
We are seeking an experienced Data Scientist - Energy Markets to join our team. As a key member of our energy market trading group, you 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. You will also work closely with our trading, risk, and technology teams to solve problems and identify opportunities.
Responsibilities
* Improve real-time volatility fitting and options pricing models* Develop advanced pricing models and risk management strategies for commodities* Implement these models in our quant library and trading/risk platforms* Improve VaR methodology for options and commodity products* Develop and enhance the risk management platform used by traders to hedge trades and aggregate positions* Work closely with the trading, risk, and technology teams to solve problems and identify opportunities
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)* Experience with advanced math models and their efficient implementation* Experience in a front-office trading environment* Experience in derivatives pricing models and hedging techniques* Strong programming skills (Python, C++) with several years of programming experience* Business-driven with excellent communication* Strong attention to detail and able to take the lead on projects
Estimated Salary: $160,000-$200,000 (USD) + Discretionary Bonus
About Us
DV Trading is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.
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