- Experience
- 3+ yrs
- Salary
- —
- Openings
- 1
- Posted
- 1 week ago
- Work mode
- In office
- Resume
- Required to apply
Where you'll work
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Job description
About DV Trading LLC
Established 20 years ago with headquarters in Chicago, DV Group is a financial services conglomerate with over 600 employees across North America, Europe, and Asia. Since its spin-off from a major brokerage firm in 2016, DV Trading has grown rapidly as an independent proprietary trading firm deploying its own capital and strategies to supply liquidity globally and offer hedging services to commodity stakeholders. Its affiliates include broker dealers, a cryptocurrency market maker, and an expanding investment advisory business.
Job Overview
We seek a hands-on Quantitative Researcher to join our systematic trading team in Singapore. This position is ideal for someone skilled in managing the entire research workflow—from raw data processing to live strategy implementation. You will spearhead the development of our research infrastructure and work on alpha generation focusing on market microstructure and relative value strategies, collaborating closely with trading and development teams.
Key Responsibilities
- Manage the complete research pipeline including data ingestion, cleaning, storage, version control, signal development, backtesting, and deployment.
- Build scalable research tools and frameworks in Python alongside software developers.
- Design and enhance predictive signals based on market microstructure elements such as order flow, liquidity, tick patterns, and execution analytics.
- Investigate and model relative value opportunities across equities, futures, and derivatives in APAC and global markets.
- Perform in-depth statistical analyses evaluating signal reliability, decay rates, and capacity limitations.
- Work with traders to operationalize research insights into robust strategies with clear risk parameters.
- Continuously optimize existing strategies via performance assessment, signal retraining, and execution improvements.
- Enhance research workflows, tooling, and data coverage to quicken the research process.
Candidate Requirements
- Minimum three years’ experience in quantitative research or systematic trading roles.
- Proficiency in Python for data engineering, statistical modeling, backtesting, and visualization using libraries such as pandas, numpy, and scipy.
- Proven ability to develop research infrastructure or frameworks from scratch.
- Strong grasp of market microstructure concepts including order book mechanics, trade execution quality, and intraday price dynamics.
- Experience analyzing relative value strategies across equities, futures, or other liquid instruments.
- Statistically rigorous approach focusing on out-of-sample validation and avoiding overfitting.
- Knowledge of APAC market structures and exchange mechanics in at least one target region.
Preferred Qualifications
- Experience handling high-frequency or tick-level data pipelines.
- Exposure to signal research spanning multiple asset classes or regions.
- Background in proprietary trading or quantitative hedge funds.
- Familiarity with SQL, cloud-based data systems, or distributed computing frameworks.
Additional Information
DV Trading does not accept unsolicited resumes from search agencies. Only agencies under valid agreements should submit candidates. Unsolicited resumes will be treated as company property without any placement fee upon hiring. DV Trading is committed to equal opportunity and fostering an inclusive workplace environment for all staff.