Quantitative Researcher

About DV Trading LLC

Established two decades ago and headquartered in Chicago, the DV Group is a prominent financial services organization with a presence across North America, Europe, and Asia, employing over 600 professionals. Since separating from a major brokerage firm in 2016, DV Trading has expanded swiftly as an independent proprietary trading firm that uses its own capital and proprietary trading strategies to offer market liquidity and hedging solutions to commodity producers and users. The group now includes broker-dealers, a cryptocurrency market maker, and an emerging investment advisory arm.

Role Overview

We seek an experienced Quantitative Researcher to become part of our systematic trading team located in Singapore. This position entails complete ownership of the research lifecycle, from data acquisition to live signal deployment. The successful candidate will spearhead the development of our research infrastructure and contribute alpha generation efforts focused on market microstructure and relative value trading strategies, collaborating closely with traders and developers.

Primary Responsibilities

• Manage the entire research process: data acquisition, cleansing, storage, version management, signal development, backtesting, and production deployment.
• Build scalable research tools and frameworks using Python in coordination with the software development team.
• Create and enhance signals derived from detailed market microstructure analysis, including order flow, liquidity dynamics, tick data patterns, and execution metrics.
• Investigate and model relative value trading opportunities across equities, futures, and derivatives in APAC and global markets.
• Perform thorough statistical analyses to assess signal robustness, decay rates, and capacity limitations.
• Work collaboratively with traders to convert research outcomes into deployable trading strategies with defined risk controls.
• Continuously optimize existing strategies by analyzing performance, refining signals, and improving execution methods.
• Enhance research tooling, streamline workflows, and expand data coverage to speed up the research cycle.

Required Qualifications

• Minimum of 3 years’ experience in quantitative research or systematic trading.
• Proficiency in Python encompassing data engineering, statistical modeling, backtesting, and visualization (with libraries such as pandas, numpy, scipy).
• Proven track record in developing research infrastructure or frameworks from scratch.
• Comprehensive knowledge of market microstructure, including order book dynamics, execution quality, and intraday price behavior.
• Experience in researching relative value strategies across equities, futures, or other highly liquid instruments.
• A rigorous statistical approach, emphasizing out-of-sample validation and mitigation of overfitting risks.
• Familiarity with APAC markets' structure and exchange operational mechanisms.

Preferred Experience

• Working with high-frequency or tick-level data processing pipelines.
• Signal research experience spanning multiple asset classes or geographic regions.
• Previous exposure to proprietary trading firms or quantitative hedge funds.
• Knowledge of SQL, cloud-based data platforms, or distributed computing systems.

Additional Information

DV Trading does not accept unsolicited resumes from recruitment agencies unless bound by a valid written agreement. Any resumes submitted outside of such agreements become sole property of DV with no remuneration payable if the candidate is hired. DV Trading is an equal opportunity employer dedicated to fostering an inclusive workplace environment.