Quantitative Researcher

Trading Interview; Dubai; On-site; AED 300,000 - 600,000; Full time

Job summary

DV Trading seeks a Quantitative Researcher in Dubai to analyze high-frequency orderbook data and develop predictive signals. You will work closely with senior researchers and traders to test and refine models that inform trading decisions.

Ideal candidates have 1–3 years of experience with orderbook data, a quantitative degree, and strong Python skills (pandas/NumPy). You will build data pipelines, backtest strategies, and monitor live signals in a fast-paced environment.

Qualifications

• 1–3 years of professional or research experience working directly with orderbook / limit order book (LOB) data
• Quantitative degree/background in a field like Math, Statistics, CS, Physics, Engineering or Financial Engineering
• Strong proficiency in Python with common data science libraries (pandas, NumPy)
• Genuine interest in financial markets and market microstructure
• Solid foundation in statistics and quantitative analysis
• Strong problem-solving and communication skills

Responsibilities

• Analyze high-frequency limit orderbook data to identify patterns and predictive signals
• Build and backtest quantitative models using historical tick and orderbook data
• Collaborate with researchers and traders to translate findings into production-ready strategies
• Develop and maintain data pipelines for large-scale market data
• Apply tree-based methods and other ML techniques to improve signal quality
• Monitor live signals and iterate on models based on performance

Skills

Python

Orderbook data

Machine learning

Statistics

Data pipelines

Education

Quantitative degree

Tools

Pandas

NumPy

SciPy

Git

Job description

Founded 20 years ago and headquartered in Chicago, the DV Group of financial services firms has grown to more than 600 people operating throughout North America, Europe and Asia. Since spinning out of a large brokerage firm in 2016, DV Trading has rapidly scaled as an independent proprietary trading firm utilizing its own capital, trading strategies, and risk management methodologies to provide liquidity to worldwide financial markets and hedging opportunities to commodity producers and users. Now, DV group affiliates include two broker dealers, a cryptocurrency market making firm, and a bourgeoning investment adviser.

Overview:

We're looking for a Quantitative Researcher, focused on orderbook-driven signal generation. This role is ideal for someone early in their career who has hands-on experience working with limit orderbook data and a genuine curiosity about how markets function at the tick level. You'll work closely with senior researchers and traders to develop, test, and refine predictive signals and models that inform trading decisions.

Responsibilities:

• Analyze high-frequency limit orderbook data to identify patterns, inefficiencies, and predictive signals
• Build and backtest quantitative models using historical tick and orderbook data
• Collaborate with senior researchers and traders to translate research findings into production-ready strategies
• Develop and maintain data pipelines for processing large-scale, high-frequency market data
• Apply statistical and machine learning techniques, particularly tree-based methods, to improve signal quality
• Continuously monitor and iterate on live signals and models based on performance

Requirements:

• 1–3 years of professional or research experience working directly with orderbook / limit order book (LOB) data
• Technical degree/background in a quantitative field (Math, Statistics, CS, Physics, Engineering, Financial Engineering)
• Strong proficiency in Python, including standard data science libraries (pandas, NumPy, etc.)
• Genuine interest in financial markets and market microstructure — you follow markets, not just models
• Solid foundation in statistics and quantitative analysis
• Strong problem-solving skills and intellectual curiosity
• Ability to communicate technical findings clearly to non-technical stakeholders

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.

DV Trading is a global liquidity provider founded in Toronto in 2006 by Dino Verbrugge. It trades exchange and over-the-counter commodity futures, fixed income, equities, options, foreign exchange and cryptocurrency…