Quantitative Systems Manager

DV Trading•New York, NY

7h•$223,642 - $225,000•Onsite

About The Position

DV Group, LLC is seeking a Quantitative Systems Manager in New York, New York. This role involves leading a team of quantitative engineering staff and technical initiatives. The manager will collaborate with traders, risk managers, and quantitative analysts to define requirements for new applications, coordinate with IT infrastructure teams for system reliability and performance, and participate in system architecture reviews and technology selection. Key responsibilities include developing and maintaining real-time position and P&L monitoring systems, architecting scalable trading systems for high-volume market data and trade execution, developing commodity pricing models, creating risk measurement tools, integrating automated trading interfaces and market data feeds, and maintaining data warehouses for historical analysis.

Requirements

Master’s degree in computer science, engineering, mathematics, finance, statistics, financial engineering or a related field.
Three (3) years of experience as a research engineer, quantitative developer or related field.
Three (3) 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.

Responsibilities

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.