7+ years of professional C++ development, with deep command of modern C++ (17/20), templates, move semantics, memory models, and concurrency.
Proven experience building low-latency, high-throughput, multi-threaded systems for quantitative trading - ideally at a proprietary trading firm, market maker, hedge fund, or exchange.
Strong knowledge of how exchanges work: order types, matching engine behavior, market microstructure, and native exchange protocols (e.g., iLink/MDP, native ICE, FIX/SBE).
Direct experience with futures and/or commodities markets; energy markets (crude, refined products, natural gas) and swaps a strong plus.
Systems-level fluency: Linux/Unix environments, git, TCP/UDP and multicast networking, kernel-bypass stacks (Onload, VMA, DPDK, or similar), and performance profiling.
Experience with distributed systems, large data sets, and SQL, NoSQL, or tick databases.
Ability to program in a scientific computing environment (Python/NumPy/pandas) for research and tooling.
Strong verbal and written communication skills; sound judgment in production trading environments.
Bachelor's degree or higher in CS, Engineering, or another technical discipline, or equivalent practical experience.

About DV Trading

DV Trading, founded in 2006 in Chicago as DV Group, is a proprietary trading firm active in commodities, equities and crypto via DV Chain, its institutional crypto desk providing liquidity and OTC services. With 400+ employees across Chicago, New York and London, DV combines market making, systematic strategies and venture via DV Crypto. Candidates need strong quantitative reasoning, risk discipline and interest in 24/7 crypto markets. DV Chain and DV Trading deploy proprietary quantitative algorithms and automated market making infrastructure to supply 24/7 liquidity across digital asset markets. DV Trading brings quantitative risk management and deep liquidity provisioning across spot markets, futures exchanges, and decentralized finance protocols.