software engineer

Work alongside traders, quants and other engineers to build quant trading tools, including signal research, backtesting frameworks, and strategy monitoring

Develop and productionize fundamental models for energy markets, such as supply/demand balances, inventory and flow analysis, and curve and spread models

Build analytics and visualization tools that give traders clear, timely views of markets, positions, and PnL drivers

Design data pipelines that ingest, clean and store market, fundamental, and alternative data from internal and third-party sources

Create efficient storage and access schemes for time series, reference, and fundamental data

Integrate models and tools with our event-based risk, market data and pricing platform

Test, monitor and document models and tools, and iterate quickly based on trader feedback

Bachelor’s degree or higher in CS, Engineering, Mathematics, Statistics, Physics or another quantitative discipline

2+ years professional experience building quantitative trading tools, models, or analytics in a financial or commodities setting

Strong Python skills in a scientific computing environment (numpy, pandas, scipy, statsmodels or similar)

Solid grounding in statistics, time series analysis, and data modeling; machine learning experience is a plus

Experience building data pipelines and working with large data sets * Experience with SQL, NoSQL or tick databases

Experience with data visualization and dashboarding tools (e.g., Plotly/Dash, Streamlit, Grafana)

Strong knowledge of algorithms, design patterns, and OOP; Java or C++ is a plus

Experience working in a Unix environment and git

Familiarity with Kafka, Docker, Airflow, or Luigi

Strong communication skills in verbal and written English, with the ability to work closely with traders

Domain knowledge in energy markets, futures and swaps is a plus, 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. All resumes submitted by search firms to DV via e-mail, the Internet, personal delivery, facsimile, or any other method without a valid written agreement shall be deemed the sole property of DV, and no fee will be paid in the event the candidate is hired by DV. DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.