Quantitative 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.Responsibilities:Partner in the design, implementation, and deployment of a new Options Trading Platform.Work directly with trading desks on new feature requests, pricing and execution algos.Quickly integrate C++ third party applications such as Vola Dynamics.Bring deep technical knowledge such as parallel programming, trading systems, networking, or performance analysis.Work on cross-functional teams across trading, quant, and development to troubleshoot and solve complex problems.Building high-performance components for simulation and live trading.Requirements:Bachelor’s degree or higher in CS, Engineering or other technical discipline.Experience with options.Experience with options volatility modeling and/or pricing. Solid understanding of options volatility modeling, pricing, stochastic calculus.Demonstrated strong ability to program in a scientific computing environment (python/numpy/pandas).Experience developing high-performance, multi-threaded applications using C++. Java experience is a plus.Strong knowledge of algorithms, design patterns, OOP, threading, multiprocessing, etc.Experience working with distributed systems and large data sets.Strong communication skills in verbal and written English.

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