Algo Quant/Developer, Trading Research

DV Trading, a rapidly growing independent proprietary trading firm, is seeking an Algo Quant/Developer for Trading Research in New York. Founded over 15 years ago and headquartered in Chicago, DV Group has expanded to over 350 people across North America and Europe. The company specializes in providing liquidity to worldwide financial markets and hedging opportunities to commodity producers and users.

The ideal candidate will join DV Energy, a division focused on trading crude oil, refined products, natural gas, and related energy markets globally. This role combines quantitative research with algorithmic trading development, requiring a blend of financial market knowledge and technical expertise.

Key responsibilities include developing in-house trading strategies, conducting quantitative research on market microstructure, collaborating with portfolio managers and researchers, and implementing end-to-end solutions from idea generation to production. The successful candidate will also maintain and improve portfolio trading in a production environment and contribute to the company's scalable research framework.

Requirements for this position include a strong educational background in a quantitative field, at least 3 years of relevant experience, proficiency in Python or C++, and a solid understanding of data science practices. Experience with machine learning is considered a plus. The role demands a highly motivated individual with a collaborative mindset, strong independent research abilities, and a commitment to the highest ethical standards.

DV Trading offers a dynamic work environment at the intersection of finance and technology, providing an opportunity to work on cutting-edge trading strategies and contribute to a growing firm in the global energy markets. Join a team that values innovation, collaboration, and ethical practices in the fast-paced world of proprietary trading.