Quantitative Software Engineer (DV Commodities)
About The Position
DV Trading, LLC is a proprietary trading firm with over 200 employees trading equities, fixed income, FX, and commodity products. DV Commodities specializes in trading crude oil, refined products, natural gas, and other commodities across US, European, and Asian markets. The division combines risk management, technology, and human capital to provide liquidity in the global energy complex. DV is seeking a software engineer with a quantitative mindset to join a small team building tools for commodities trading. The engineer will work directly with traders and quants to develop production-grade quantitative trading tools, fundamental analysis models, and analytics, owning them from prototype through daily use.
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, such as NumPy, pandas, SciPy, or statsmodels.
- 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.
- Experience working in a Unix environment and with Git.
- Strong verbal and written English communication skills and ability to work closely with traders.
Nice To Haves
- Machine learning experience.
- Java or C++ experience.
- Familiarity with Kafka, Docker, Airflow, or Luigi.
- Domain knowledge of energy markets, futures, and swaps.
Responsibilities
- Work with traders, quants, and engineers to build quantitative trading tools, including signal research, backtesting frameworks, and strategy monitoring.
- Develop and productionize fundamental energy-market models, including supply/demand balances, inventory and flow analysis, and curve and spread models.
- Build analytics and visualization tools that give traders timely views of markets, positions, and PnL drivers.
- Design data pipelines to 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 the event-based risk, market data, and pricing platform.
- Test, monitor, and document models and tools, and iterate 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, and AD&D insurance.
- Flexible vacation policy.
- Retirement plan with employer match.
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
