DV Trading is hiring a Global Currency Hedge Trader in Trading — London. The overview below is synthesized from the employer posting on job-boards.greenhouse.io: factual requirements and scope are preserved, but prose is rewritten with editorial context. Verify details and apply via the employer link.
About Us
Company context from the listing:
Founded 20 years ago and headquartered in Chicago, the DV Group of financial services firms has grown to more than 600 people operating throughout North America, Europe and Asia. 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.
Overview
Company context from the listing:
The listing frames the Global Currency Hedge Trader at DV Trading as a hands-on product role. The role focuses on systematically identifying, modeling, and hedging currency risk arising from a multi-currency equity portfolio.
This position requires a highly quantitative trader who can design and implement models that dynamically optimize hedge ratios, minimize currency exposure, and efficiently manage execution across global FX markets. The role sits close to the trading desk and will be responsible for building a systematic framework for managing FX risk embedded in global equity flows.
Ideal candidates will come from a top proprietary trading firm, hedge fund, or bank FX desk with experience managing institutional-scale currency exposures.
Requirements
Experience and skills the team lists as required:
- 3+ years of FX trading or currency portfolio management experience at a leading prop trading firm, hedge fund, or investment bank.
- Strong quantitative background with experience building portfolio optimization, risk, or trading models.
- Deep understanding of G10 and EM FX markets, including spot, forwards, swaps, and funding dynamics.
- Demonstrated experience managing multi-currency portfolio exposures tied to global assets.
- Strong programming ability in Python, C++, or similar, with experience building production-quality models.
- Strong statistical intuition and experience working with large market datasets and real-time risk systems.
- Advanced degree in quantitative finance, mathematics, physics, engineering, statistics, or computer science preferred.
Responsibilities
Day-to-day scope for the Global Currency Hedge Trader as described in the posting:
- Identify, aggregate, and manage FX exposure generated by global equity trading activity.
- Build quantitative models to optimize currency hedging decisions, minimizing portfolio-level FX exposure while balancing transaction costs and liquidity.
- Develop systematic frameworks for hedge ratio optimization, timing of hedges, and instrument selection.
- Execute FX hedges across spot, forwards, and swaps across G10 and EM currencies.
- Monitor and manage portfolio-level currency risk across multiple regions and trading strategies.
- Continuously improve models by incorporating market structure, correlations, and macro FX dynamics.
- Work closely with equity traders, quantitative researchers, and risk teams to integrate currency risk management into the broader trading platform.
- Analyze hedge performance and exposures to refine models and improve hedging efficiency.
DV is not accepting unsolicited resumes from search firms. Only search firms with valid, written agreements with DV should submit resumes in response to DV’s posted positions.
Build a standout application
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