Orderbook Signals Quant Researcher

DV Trading LLC; Greater London; On-site; GBP 70,000 - 120,000; Full time

Job summary

DV Trading LLC seeks a Quantitative Researcher focused on orderbook-driven signal generation. You will work with limit orderbook data to develop predictive signals and models guiding trading decisions.

You will backtest models on historical tick and orderbook data, build data pipelines for large-scale market data, and collaborate with senior researchers to translate findings into production-ready strategies.

Qualifications

• 1–3 years of professional or research experience with orderbook/LOB data
• Degree in a quantitative field such as Math, Statistics, CS, Physics, Engineering, or Financial Engineering
• Strong Python background and data science libraries (pandas, NumPy)

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 senior researchers and traders to translate research into production-ready strategies
• Develop and maintain data pipelines for processing large-scale market data
• Apply tree-based machine learning methods to improve signal quality
• Monitor live signals and iterate models based on performance

Skills

orderbook data

statistics

problem solving

communication

Education

Bachelor's or Master's in Math/Statistics/CS/Physics/Engineering/Financial Engineering

Tools

Python

pandas

NumPy

Job description

DV Trading LLC seeks a Quantitative Researcher focused on orderbook-driven signal generation. You will work with limit orderbook data to develop predictive signals and models guiding trading decisions.

You will backtest models on historical tick and orderbook data, build data pipelines for large-scale market data, and collaborate with senior researchers to translate findings into production-ready strategies.