Quantitative Systems Manager
About the role
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.
Responsibilities
- 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 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.
Qualifications
Qualified applicants should email their resume to humanresources@dvtrading.co and reference code QS0625.
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
- Retailment plan with employer match
Pay
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).
Schedule
N/A