Junior Quantitative Trader

Summary

DV Trading LLC is a proprietary trading firm that provides liquidity to financial markets and hedging opportunities to commodity producers and users. The Junior Quantitative Trader will support live trading operations through Python-based quantitative analysis, execution support, trade reconciliation, and real-time monitoring of positions and risk.

Responsibilities

• Perform data analysis in Python to support trading decisions, strategy evaluation, and post-trade review
• Assist traders with order execution, trade reconciliation, and real-time monitoring of positions and risk
• Query and maintain internal databases (SQL) to build reports, surface anomalies, and support desk workflows
• Apply statistical and probability concepts to analyze market behavior, execution quality, and P&L attribution
• Develop working knowledge of market microstructure and exchange mechanics across the desk's asset classes
• Communicate findings and flag issues to traders and risk personnel clearly, concisely, and without delay
• Maintain rigorous accuracy and attention to detail in all desk processes, from data handling to trade capture

Skills

• 1–3 years in a quantitative, analytical, or market-facing role
• Fluency in Python for data analysis
• Strong foundation in statistics and probability
• Basic understanding of market microstructure and market mechanics
• Basic database querying skills (SQL)
• Rigorous attention to detail
• Intellectual candor and transparency
• Structured curiosity
• Concise communication
• Direct trading desk experience (e.g., Execution Assistant, Assistant Trader, Quant Analyst, or Risk Analyst) preferred
• Exceptional candidates coming directly from top-tier undergraduate or master's programs with relevant internship experience will also be considered
• Microstructure knowledge in a specific asset class
• Advanced C++ / low-latency architecture experience

Qualifications

Must Haves

• 1–3 years in a quantitative, analytical, or market-facing role
• Fluency in Python for data analysis
• Strong foundation in statistics and probability
• Basic understanding of market microstructure and market mechanics
• Basic database querying skills (SQL)
• Rigorous attention to detail
• Intellectual candor and transparency
• Structured curiosity
• Concise communication

Nice to Haves

• Direct trading desk experience (e.g., Execution Assistant, Assistant Trader, Quant Analyst, or Risk Analyst) preferred
• exceptional candidates coming directly from top-tier undergraduate or master's programs with relevant internship experience will also be considered
• Microstructure knowledge in a specific asset class
• Advanced C++ / low-latency architecture experience