About the Company
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. Now, DV group affiliates include two broker dealers, a cryptocurrency market making firm, and a bourgeoning investment adviser.
Key Responsibilities
- Build and execute advanced quantitative risk monitoring using results from above exercise, including design, collection and analysis of key risk metrics in collaboration with multiple stakeholders to influence business strategy.
- Utilize advanced quantitative analytics to assess future risk, opportunities, and effectiveness and translate results into meaningful solutions to enhance decision making.
- Contribute to strategic, cross-functional initiatives within the Quantitative Risk Management team.
- Present results of the reviews performed to the Executive Management Team.
Qualifications & Requirements
- Pursuing a degree in Mathematics, Statistics, Physics, Computer Science, or another highly quantitative field
- Expecting to graduate between Winter 2027 and Summer 2028
- Proficient to advanced knowledge of statistical modeling and other quantitative techniques including, but not limited to linear & non-linear regression, optimization, simulation, time-series analysis, probability theory, survival analysis, value-at-risk, PCA, and GARCH
- Basic proficiency in Python and SQL is required
- Ability to communicate complex concepts and findings in a clear and concise manner.
Preferred / Nice-to-Have Qualifications
- Knowledge of option pricing and fixed income analytics
- Advanced proficiency in Python
- A working knowledge of Python SciPy & statsmodels, R, C/C++/C#, SAS, and/or Matlab
- Knowledge of enterprise risk management and internal control standards, especially within the financial services industry
- Proficiency in data management and reporting tools strongly desired (Essbase, Word, Excel, Power Point, Access) Compensation range: $35.00-$40.00/hr
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.