Quantitative Software Engineer

About Us:
Founded more than 15 years ago and headquartered in Chicago, the DV Group of financial services firms has grown to more than 350 people operating throughout North America and in Europe. Since spinning out of a large brokerage firm in 2016, DV Trading has rapidly scaled as an independent proprietary trading firm utilizing its own capital, trading strategies, and risk management methodologies to provide liquidity to worldwide financial markets and hedging opportunities to commodity producers and users. Now, DV group affiliates include two broker dealers, a cryptocurrency market making firm, and a bourgeoning investment adviser.

Responsibilities:

• Partner in the design, implementation, and deployment of a new Options Trading Platform.
• Work directly with trading desks on new feature requests, pricing and execution algos
• Quickly integrate C++ third party applications such as Vola Dynamics
• Bring deep technical knowledge such as parallel programming, trading systems, networking, or performance analysis
• Work on cross-functional teams across trading, quant, and development to troubleshoot and solve complex problems
• Building high-performance components for simulation and live trading

Requirements:

• Bachelor’s degree or higher in CS, Engineering or other technical discipline
• 3+ years professional experience developing infrastructure for quantitative trading
• Experience with options
• Experience with options volatility modeling and/or pricing. Solid understanding of options volatility modeling, pricing, stochastic calculus.
• Demonstrated strong ability to program in a scientific computing environment (python/numpy/pandas)
• Experience developing high-performance, multi-threaded applications using C++. Java experience is a plus.
• Strong knowledge of algorithms, design patterns, OOP, threading, multiprocessing, etc
• Experience working with distributed systems and large data sets
• Strong communication skills in verbal and written English.

*For this role, we can consider Engineers based out of Chicago or Toronto*

DV is not accepting unsolicited resumes from search firms. Only search firms with valid, written agreements with DV should submit resumes in response to DV’s posted positions. All resumes submitted by search firms to DV via e-mail, the Internet, personal delivery, facsimile, or any other method without a valid written agreement shall be deemed the sole property of DV, and no fee will be paid in the event the candidate is hired by DV. DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.