About the Role
We are seeking a Quantitative Researcher focused on orderbook-driven signal generation. This role is for an early-career professional with hands-on experience in limit orderbook data and a curiosity for tick-level market functions. You will collaborate with senior researchers and traders to develop, test, and refine predictive signals and models for trading decisions.
Responsibilities
- Analyze high-frequency limit orderbook data to identify patterns, inefficiencies, and predictive signals.
- Build and backtest quantitative models using historical tick and orderbook data.
- Collaborate with senior researchers and traders to translate research findings into production-ready strategies.
- Develop and maintain data pipelines for processing large-scale, high-frequency market data.
- Apply statistical and machine learning techniques, particularly tree-based methods, to improve signal quality.
- Continuously monitor and iterate on live signals and models based on performance.
Requirements
- 1–3 years of professional or research experience working directly with orderbook / limit order book (LOB) data.
- Technical degree/background in a quantitative field (Math, Statistics, CS, Physics, Engineering, Financial Engineering).
- Strong proficiency in Python, including standard data science libraries (pandas, NumPy, etc.).
- Genuine interest in financial markets and market microstructure.
- Solid foundation in statistics and quantitative analysis.
- Strong problem-solving skills and intellectual curiosity.
- Ability to communicate technical findings clearly to non-technical stakeholders.
Skills
- Python
- pandas
- NumPy
- Statistical analysis
- Machine learning
- Tree-based methods
- Data pipelines
- Market microstructure
Location
- Chicago
Work Type
- Full-time
Experience Level
- Early career
- 1-3 years
Education Level
- Technical degree/background in a quantitative field
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.
- 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.
- DV group affiliates include two broker dealers, a cryptocurrency market making firm, and a bourgeoning investment adviser.
Equal Opportunity
- DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.
