Feeny
DV Trading

Quantitative Researcher at DV Trading (Singapore)

DV Trading· Singapore·

Job description

About Us:

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. Since spinning out of a large brokerage firm in 2016, 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. Now, DV group affiliates include two broker dealers, a cryptocurrency market making firm, and a bourgeoning investment adviser.

Overview:

We are looking for a hands-on Quantitative Researcher to join our systematic trading desk in Singapore. This role is built for someone who thrives in owning the full research lifecycle — from raw data ingestion through to live signal deployment. You will lead the buildout of our research infrastructure and drive alpha generation focused on market microstructure and relative value strategies, working closely with our trading and development teams.

Responsibilities:

  • Own the end-to-end research pipeline: data ingestion, cleaning, storage, and versioning through to signal research, backtesting, and production deployment
  • Design and build scalable research infrastructure and frameworks in Python, in partnership with the development team
  • Develop and refine signals grounded in market microstructure analysis — order flow, liquidity dynamics, tick data patterns, and execution analytics
  • Research and model relative value opportunities across equities, futures, and derivatives within APAC and global markets
  • Conduct rigorous statistical analysis to evaluate signal quality, decay, and capacity constraints
  • Collaborate with traders to translate research into deployable strategies with well-defined risk parameters
  • Drive continuous improvement of existing strategies through systematic performance analysis, signal refinement, and execution optimization
  • Continuously improve tooling, research workflows, and data coverage to accelerate the research cycle

Requirements:

  • 3+ years of experience in a quantitative research or systematic trading role
  • Strong Python skills across the research stack — data engineering, statistical analysis, backtesting, and visualization (pandas, numpy, scipy, and similar)
  • Demonstrated experience building research infrastructure or frameworks from the ground up
  • Deep understanding of market microstructure — order book dynamics, execution quality, and intraday price formation
  • Experience researching relative value strategies across equities, futures, or other liquid instruments
  • Rigorous statistical mindset with strong emphasis on out-of-sample validation and avoiding overfitting
  • Familiarity with APAC market structure and exchange mechanics in one or more target markets

Preferred

  • Experience with high-frequency or tick-level data pipelines
  • Background in signal research across multiple asset classes or geographies
  • Exposure to a prop trading or quantitative hedge fund environment
  • Familiarity with SQL, cloud data infrastructure, or distributed computing frameworks

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.

Why work at DV Trading

  • Culture: Values include excellence, agility, ownership, curiosity, and unity. The firm emphasizes a flat, collaborative structure where individuals are empowered to take ownership and make decisions.
  • Work environment: Fast-paced, high-stakes trading environment with a focus on continuous learning and innovation. Traders are given significant autonomy and access to world-class technology.
  • Remote/Hybrid policy: Not explicitly stated, but presence in 8 global offices suggests a preference for in-office collaboration, typical of proprietary trading firms.
  • Notable perks: Opportunity to trade with the firm's own capital (no personal risk), access to cutting-edge technology, and a meritocratic culture where performance is directly rewarded.
  • Engineering culture: Developers work closely with traders and risk teams to build real-time systems. Tech stack includes C++, Python, Linux, and SQL. Roles range from back-office development to low-latency systems engineering.

Application questions