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DV Group is seeking a Quantitative Developer to contribute to the development of their quantitative trading platform, which operates in highly competitive financial markets.

Requirements

• Strong understanding of C++ and scientific computing languages.
• Quantitative development experience with exchanges preferred.
• Solid understanding of options, options volatility modeling, pricing, stochastic calculus experience preferred.
• Strong knowledge of algorithms, design patterns, OOP, threading, multiprocessing, etc.
• Experience working with distributed systems and large data sets.

Responsibilities

• Work directly with trading desks on new feature requests, pricing, trade analysis, various metrics, and Ad-hoc requests.
• Leverage quant libraries for their work.
• Work on cross-functional teams across trading, quant, and development to troubleshoot and solve complex problems.
• Alpha generation, feature generation, working with large data sets, state space filters and related models, and identifying relevant data to use.
• Options volatility modeling and pricing, implementation of new models.
• Building high-performance components for simulation and live trading.

Other

• Bachelor’s or higher degree in Computer Science, Engineering, Applied Math or other technical discipline. Advanced degree an asset.
• Strong communication skills in verbal and written English.