{"id":714794,"url":"https://alion.io/job/dv-trading-quantitative-researcher","title":"Quantitative Researcher","company":{"id":716060,"name":"DV Trading","domain":"dvtrading.co","url":"https://alion.io/company/dv-trading","size_band":"1001-5000","is_staffing_agency":false,"employer_type":"direct","is_intermediary":false,"listed_via":null,"ats_vendor":"Greenhouse","truth_index":{"grade":"A","score":92,"open_postings":25,"ghost_share":0,"stale_share":0.12,"repost_share":0,"time_to_fill_p50_days":103,"computed_at":"2026-10-06T05:45:30Z"}},"role":"Data Science","role_family":"Data Science","seniority":"middle","employment_type":null,"work_mode":"on_site","remote_scope":null,"remote_scope_basis":null,"remote_working_hours":null,"hiring_geo_confidence":"structured","locations":["Singapore"],"countries":["SG"],"hiring_countries":[],"hiring_countries_total":0,"salary":null,"salary_estimate":{"min_usd":61000,"max_usd":128000,"period":"year","method":"role_seniority_country_remote_cell","sample_n":18},"experience_years_min":3,"visa_sponsorship":false,"relocation_package":false,"has_equity":false,"technologies":[{"name":"NumPy","optional":false},{"name":"Python","optional":false},{"name":"SciPy","optional":false},{"name":"SQL","optional":false}],"status":"live","first_seen_at":"2026-07-30T15:08:54Z","employer_posted_date":"2026-08-05","last_verified_at":"2026-10-07T02:46:14Z","board_verified":true,"closed_at":null,"days_open":68,"trust":{"level":"ok","repost_count":null,"flags":[],"days_open":68},"description":"About Us:\nFounded 20 years ago and headquartered in Chicago, the DVGroup 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, DVTrading 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, DVgroup affiliates include two broker dealers, a cryptocurrency market making firm, and a bourgeoning investment adviser.\nOverview: \nWe 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.\nResponsibilities:\nOwn the end-to-end research pipeline: data ingestion, cleaning, storage, and versioning through to signal research, backtesting, and production deployment\nDesign and build scalable research infrastructure and frameworks in Python, in partnership with the development team\nDevelop and refine signals grounded in market microstructure analysis - order flow, liquidity dynamics, tick data patterns, and execution analytics\nResearch and model relative value opportunities across equities, futures, and derivatives within APAC and global markets\nConduct rigorous statistical analysis to evaluate signal quality, decay, and capacity constraints\nCollaborate with traders to translate research into deployable strategies with well-defined risk parameters\nDrive continuous improvement of existing strategies through systematic performance analysis, signal refinement, and execution optimization\nContinuously improve tooling, research workflows, and data coverage to accelerate the research cycle\nRequirements:\n3+ years of experience in a quantitative research or systematic trading role\nStrong Python skills across the research stack - data engineering, statistical analysis, backtesting, and visualization (pandas, numpy, scipy, and similar)\nDemonstrated experience building research infrastructure or frameworks from the ground up\nDeep understanding of market microstructure - order book dynamics, execution quality, and intraday price formation\nExperience researching relative value strategies across equities, futures, or other liquid instruments\nRigorous statistical mindset with strong emphasis on out-of-sample validation and avoiding overfitting\nFamiliarity with APAC market structure and exchange mechanics in one or more target markets\nPreferred\nExperience with high-frequency or tick-level data pipelines\nBackground in signal research across multiple asset classes or geographies\nExposure to a prop trading or quantitative hedge fund environment\nFamiliarity with SQL, cloud data infrastructure, or distributed computing frameworks\nDVis not accepting unsolicited resumes from search firms. Only search firms with valid, written agreements with DVshould submit resumes in response to DV’s posted positions. All resumes submitted by search firms to DVvia 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. 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