Quantitative Software Engineer (DV Commodities)
DV Trading18 hours ago
Base Salary
$160k - $190k/yr
Responsibilities
- Build quantitative trading tools including signal research, backtesting frameworks, and strategy monitoring.
- Develop and productionize fundamental energy-market models covering supply and demand, inventory and flow analysis, and curve and spread models.
- Build analytics and visualization tools for markets, positions, and PnL drivers.
- Design pipelines to ingest, clean, and store market, fundamental, and alternative data.
- Create efficient storage and access schemes for time-series, reference, and fundamental data.
- Integrate models and tools with event-based risk, market data, and pricing platforms.
- Test, monitor, document, and iterate on models and tools based on trader feedback.
Requirements
- Bachelor’s degree or higher in computer science, engineering, mathematics, statistics, physics, or another quantitative discipline.
- At least 2 years of professional experience building quantitative trading tools, models, or analytics in a financial or commodities setting.
- Strong Python skills in a scientific-computing environment, including numpy, pandas, scipy, statsmodels, or similar.
- Strong grounding in statistics, time-series analysis, and data modeling.
- Experience building data pipelines and working with large datasets.
- Experience with SQL, NoSQL, or tick databases.
- Experience with data visualization and dashboarding tools such as Plotly/Dash, Streamlit, or Grafana.
- Strong knowledge of algorithms, design patterns, and object-oriented programming; Java or C++ is a plus.
- Experience working in a Unix environment and git.
- Familiarity with Kafka, Docker, Airflow, or Luigi.
- Strong verbal and written English communication skills and the ability to work closely with traders.
- Machine learning experience and domain knowledge in energy markets, futures, and swaps are a plus.
Benefits
- Discretionary bonus eligibility.
- Medical, dental, and vision insurance.
- HSA, FSA, and dependent care options.
- Employer-paid group term life and AD&D insurance, with voluntary LTD, life, and AD&D options.
- Flexible vacation policy.
- Retirement plan with employer match.
Categories
BackendData Engineering
About DV Trading
DV Trading is a privately held proprietary trading firm that makes markets and deploys its own capital across equities, futures, options, and commodities. Headquartered in Chicago and founded in 2006, it operates globally and spun out of a large brokerage in 2016. The firm provides liquidity to exchanges and offers hedging solutions to commodity producers and users; affiliates include broker-dealers and a cryptocurrency market-making business.