DV Trading
Quantitative Systems Manager
New York
Sponsorship not specifiedDetected 14 days ago
PythonMachine LearningTensorFlowscikit-learnPandasNumPyData AnalysisStatisticsResearch
About the role
- Coordinate with IT infrastructure teams to ensure system reliability and performance.
- Participate in system architecture reviews and technology selection processes.
- Architect scalable trading systems capable of handling high-volume, real-time market data and trade execution.
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.
- Develop and maintain real-time position and P&L monitoring systems.
- 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
Compensation
- $223,642.00 - $225,000.00
- $223,642 - $225,000 USD
- The range below reflects the expected base salary for this position.
- Base Salary Range
Benefits
- Discretionary bonus eligibility
- Medical, dental, and vision insurance
- HSA, FSA, and Dependent Care Options
- Flexible Vacation policy
- Retirement plan with employer match
- 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.
- 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.
Equal opportunity
- equal opportunity employer and committed to creating an inclusive environment for all employees.
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This listing is sourced directly from DV Trading's careers page and normalized into a canonical job model.