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New York, New York, United States
Onsite
Quantitative Systems Manager
DV Group, LLC
New York, New York
Offered Salary: $223,642.00 - $225,000.00
Lead a team of quantitative engineering staff and technical initiatives. Collaborate with traders, risk managers, and quantitative analysts to scope requirements for new applications. Coordinate with IT infrastructure teams to ensure system reliability and performance. Participate in system architecture reviews and technology selection processes. Develop and maintain real-time position and P&L monitoring systems. Architect scalable trading systems capable of handling high-volume, real-time market data and trade execution. Develop and maintain sophisticated commodity pricing models for futures and options including volatility surfaces. Develop and maintain robust risk measurement and monitoring tools including Value-at-Risk (VaR), Margin and scenario analysis. Develop automated trading interfaces and market data feed integrations. Create and maintain data warehouses for historical trade analysis and reporting.
Requirements
Must have a master’s degree in computer science, engineering, mathematics, finance, statistics, financial engineering or a related field. Must have three (3) years of experience as a research engineer, quantitative developer or related field. Must also have three (3) years of years of progressively more responsible post-baccalaureate experience with: Developing commodity pricing models, trading systems, and/or risk management platforms; Python for quantitative modeling and data analysis, multiple programming languages for diverse system development needs; Mathematical libraries (NumPy, SciPy, Pandas) and statistical software packages; Options pricing models, Monte Carlo simulation, and numerical methods; Machine learning frameworks (TensorFlow, scikit-learn) applied to commodity trading; Trading protocols, market data systems, and real-time pricing infrastructure; Commodity market research methodologies and data sources.
Qualified applicants should email their resume to humanresources@dvtrading.co and reference code QS0625.
Benefits:
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.
The range below reflects the expected base salary for this position. It represents a good-faith estimate of the base pay we anticipate offering, with actual compensation determined by your experience, education, skills, and performance throughout the interview process. This role is also eligible for a discretionary bonus (at DV Trading's discretion) and DV Trading's benefits package, including the benefits listed above.