:
- Own the end-to-end research pipeline: data ingestion, cleaning, storage, and versioning through to signal research, backtesting, and production deployment
- Design and build scalable research infrastructure and frameworks in Python, in partnership with the development team
- Develop and refine signals grounded in market microstructure analysis - order flow, liquidity dynamics, tick data patterns, and execution analytics
- Research and model relative value opportunities across equities, futures, and derivatives within APAC and global markets
- Conduct rigorous statistical analysis to evaluate signal quality, decay, and capacity constraints
- Collaborate with traders to translate research into deployable strategies with well-defined risk parameters
- Drive continuous improvement of existing strategies through systematic performance analysis, signal refinement, and execution optimization
- Continuously improve tooling, research workflows, and data coverage to accelerate the research cycle
- 3+ years of experience in a quantitative research or systematic trading role
- Strong Python skills across the research stack - data engineering, statistical analysis, backtesting, and visualization (pandas, numpy, scipy, and similar)
- Demonstrated experience building research infrastructure or frameworks from the ground up
- Deep understanding of market microstructure - order book dynamics, execution quality, and intraday price formation
- Experience researching relative value strategies across equities, futures, or other liquid instruments
- Rigorous statistical mindset with strong emphasis on out-of-sample validation and avoiding overfitting
- Familiarity with APAC market structure and exchange mechanics in one or more target markets Preferred
- Experience with high-frequency or tick-level data pipelines
- Background in signal research across multiple asset classes or geographies
- Exposure to a prop trading or quantitative hedge fund environment
- Familiarity with SQL, cloud data infrastructure, or distributed computing frameworks
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.