Quantitative Software Engineer (DV Commodities)

DV Trading
New York, NY

Who this role is best for

Best suited to candidates with strong Python and data modeling skills working in energy commodities trading.

Best fit for

  • Candidates with Python expertise in scientific computing and experience in energy market modeling
    — “Strong Python skills in a scientific computing environment”
  • Individuals who thrive in collaborative environments with traders and quants
    — “Work alongside traders, quants and other engineers”
  • Professionals with a background in building data pipelines and working with time series data
    — “Design data pipelines that ingest, clean and store market, fundamental, and alternative data”

Things to consider

  • Candidates must be comfortable with Unix environments and version control tools like git
    — “Experience working in a Unix environment and git”

How to stand out

  • Highlight experience with productionizing quantitative models and tools for daily use
    — “You will own them from prototype through daily use”
  • Emphasize domain knowledge in energy markets, futures, and swaps if applicable
    — “Domain knowledge in energy markets, futures and swaps is a plus”
  • Showcase skills in building analytics and visualization tools for traders
    — “Build analytics and visualization tools that give traders clear, timely views”
  • Demonstrate experience with time series data management and storage
    — “Create efficient storage and access schemes for time series”
  • Include relevant experience with data pipeline technologies like Kafka or Airflow
    — “Familiarity with Kafka, Docker, Airflow, or Luigi”
Pace · Fast PacedCollaboration · HighAutonomy · MediumDecision Impact · Team

Derived from job-description analysis by Serendipath's career intelligence engine.

What success looks like

  • Developed and productionized fundamental models for energy markets
  • Built analytics and visualization tools for traders
Typical background
Bachelor’s degree in CS, Engineering, Mathematics, Statistics, Physics2+ years of professional experience in quantitative trading tools

Skills & requirements

Required

PythonStatisticsTime Series AnalysisData ModelingData VisualizationSQLNoSQLTick DatabasesAlgorithmsDesign PatternsOOPUnix EnvironmentGitKafkaDockerAirflowLuigi

Preferred

JavaC++Machine LearningDomain Knowledge In Energy Markets

Stack & domain

PythonNumPyPandasScipyStatsmodelsSQLNoSQLTick DatabasesPlotly/dashStreamlitGrafanaJavaC++Unix EnvironmentGitKafkaDockerAirflowLuigiCommunicationFinanceCommodities

About the role

Original posting from DV Trading via Greenhouse

About Us:

DV Trading, LLC is a proprietary trading firm with over 200 employees trading equities, fixed income, FX and commodity products. DV Commodities is a rapidly growing division that specializes in trading crude oil, refined products, natural gas, and other commodities across US, European, and Asian markets. Our combined risk management, world class technology, and human capital have enabled us to become one of the largest liquidity providers within the global energy complex. 

Overview:

DV is looking for a software engineer with a quantitative mindset to join a small team building the tools that power our commodities trading. You will work directly with traders and quants to turn ideas into production-grade quant trading tools, fundamental analysis models, and analytics, and you will own them from prototype through daily use.

Job 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

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

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

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.

Base Salary Range$160,000—$190,000 USD

Source: DV Trading careers (Greenhouse)

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