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Software Engineer

DV Trading is a proprietary trading firm headquatered in Chicago, IL.

(more about DV Trading)
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Software Engineer

Software Engineer
 
About Us
Founded more than 15 years ago and headquartered in Chicago, the DV Group of financial services firms has grown to more than 350 people operating throughout North America and in Europe. 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.
 
We invest in exceptional individuals and empower them to realize their goals and make a lasting positive impact on our organization. Engaging a diverse group of talented people from different cultural, socioeconomic, and educational backgrounds helps provide us with a competitive advantage that drives our success.
 
DV Energy is a rapidly growing division that specializes in trading crude oil, refined products, natural gas, and related energy markets across US, Europe, and Asia. Our proprietary risk management and trading methodologies along with a strong ability to adapt to changing conditions has allowed DV Energy to grow into one of the largest financial participants within the global energy complex.
 
Overview
We are looking for an experienced software developer to work with a small team responsible for development and daily operations of an event-based risk management system and market data service platform using modern and performant technologies. This effort is part of a greenfield project, and the suitable candidate will be involved in the development of the overall trading system.
 
 
Job Responsibilities
  • Work alongside other software engineers, traders and quants to develop a risk management and trading platform
  • Create scalable services for financial derivatives pricing and market data
  • Efficient storage and access scheme for data and reference data across all frequencies, including microstructure data
  • Building high-performance components for simulation and live trading
 
Requirements
  • Bachelor’s degree or higher in CS, Engineering or other technical discipline
  • 3+ years professional experience developing infrastructure for quantitative trading
  • Demonstrated ability to program in a scientific computing environment, preferably in python/numpy/pandas and Java/C++
  • Experience working with distributed systems and large data sets
  • Strong knowledge of algorithms, design patterns, OOP, threading, multiprocessing, etc
  • Experience with SQL, NoSQL or tick databases
  • Experience working in a Unix environment and git
  • Familiarity with Kafka, Docker, AirFlow, Luigi
  • Strong communication skills in verbal and written English.
  • Domain knowledge in futures & swaps is a plus
 
Annual compensation range $150k - $170k + discretionary bonus eligibility