DV Trading - Quantitative Software Engineer (DV Commodities)
Requirements
• Bachelor’s degree or higher in CS, Engineering, Mathematics, Statistics, Physics or another quantitative discipline • 2+ years professional experience building quantitative trading tools, models, or analytics in a financial or commodities setting • Strong Python skills in a scientific computing environment (numpy, pandas, scipy, statsmodels or similar) • Solid grounding in statistics, time series analysis, and data modeling; machine learning experience is a plus • Experience building data pipelines and working with large data sets • Experience with SQL, NoSQL or tick databases • Experience with data visualization and dashboarding tools (e.g., Plotly/Dash, Streamlit, Grafana) • Strong knowledge of algorithms, design patterns, and OOP; Java or C++ is a plus • Experience working in a Unix environment and git • Familiarity with Kafka, Docker, Airflow, or Luigi • Strong communication skills in verbal and written English, with the ability to work closely with traders • Domain knowledge in energy markets, futures and swaps is a plus
Responsibilities
• Work alongside traders, quants and other engineers to build quant trading tools, including signal research, backtesting frameworks, and strategy monitoring • Develop and productionize fundamental models for energy markets, such as supply/demand balances, inventory and flow analysis, and curve and spread models • Build analytics and visualization tools that give traders clear, timely views of markets, positions, and PnL drivers • Design data pipelines that ingest, clean and store market, fundamental, and alternative data from internal and third-party sources • Create efficient storage and access schemes for time series, reference, and fundamental data • Integrate models and tools with our event-based risk, market data and pricing platform • Test, monitor and document models and tools, and iterate quickly based on trader feedback
Benefits
• Discretionary bonus eligibility • Medical, dental, and vision insurance • HSA, FSA, and Dependent Care Options • Employer Paid Group Term Life and AD&D insurance • Voluntary LTD, Life & AD&D insurance • Flexible Vacation policy • Retirement plan with employer match
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