Quantitative Software Engineer, Commodities & Energy Markets

DV Trading; New York (NY); On-site; USD 160,000 - 190,000; Full time

Benefits offered by this job

Discretionary bonus

Medical insurance

Dental insurance

Vision insurance

HSA/FSA

Life insurance

Disability insurance

Flexible vacation

Retirement plan

Job summary

DV Trading, LLC is seeking a Quantitative Software Engineer for its DV Commodities division in New York. You will collaborate with traders and quants to turn ideas into production-grade quant trading tools, analytics, and models, owning them from prototype through daily use.

You will build backtesting, data pipelines, time-series analytics and visualization, integrating with our risk, market data and pricing platform while ensuring code quality and fast iteration in a team environment.

Qualifications

• 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.
• 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.

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

Skills

Python (NumPy/Pandas)

Statistics & time series

Data pipelines

Git/Unix

English communication

Quant trading domain knowledge

Education

Bachelor's degree or higher in CS/Engineering/Math/Physics

Tools

Plotly/Dash

Streamlit

Grafana

Kafka

Docker

Airflow/Luigi

SQL/NoSQL

Tick databases

Job description

DV Trading, LLC is seeking a Quantitative Software Engineer for its DV Commodities division in New York. You will collaborate with traders and quants to turn ideas into production-grade quant trading tools, analytics, and models, owning them from prototype through daily use.

You will build backtesting, data pipelines, time-series analytics and visualization, integrating with our risk, market data and pricing platform while ensuring code quality and fast iteration in a team environment.