Quantitative Risk Analyst

Responsibilities

• Design, implement, and manage theoretical end-of-day and real-time P&L calculations across multiple asset classes and trading strategies
• Implement and maintain pricing methodologies to obtain theoretical values for illiquid products
• Develop and document processes for handling regional market closures, holidays, and other disruptions
• Design and manage internal controls around automated P&L generation to ensure compliance with risk management standards
• Collaborate with the quant risk team to develop single trader and portfolio-level analytics, market exposure analysis, and performance metrics
• Perform validation of daily P&L data before final distribution to traders, risk management, and senior leadership
• Participate in the firm’s Performance Reporting and Risk Committees

Requirements

• Bachelor’s degree in Finance, Economics, Accounting, or a STEM field
• 5+ years of relevant experience in a hedge fund, proprietary trading firm, or bank trading desk
• Experience with derivatives pricing (forwards, futures, options, swaps, exotics)
• Proficiency in Python for data analysis and automation
• Proficiency in SQL for database management and data querying
• Strong understanding of financial instruments, pricing methodologies, and risk metrics
• Familiarity with Bloomberg, Reuters, or other real-time market data systems

Preferred Qualifications

• Master’s degree in a data-intensive field such as Data Science, Quantitative Finance, Mathematics, or Engineering
• Specialized experience in fixed income, commodities, crypto, equities, or currencies
• Experience with risk and P&L systems across multi-region time zones

Benefits

• Discretionary bonus eligibility
• Medical, dental, and vision insurance
• HSA, FSA, and Dependent Care options
• Retirement plan with employer match
• Flexible vacation policy
• Paid parental leave
• Wellness Programs

About the Company

DV Trading is an independent proprietary trading firm that utilizes its own capital, trading strategies, and risk management methodologies to provide liquidity to worldwide financial markets. Headquartered in Chicago, the DV Group of financial services firms operates throughout North America and Europe.