Quant jobs / DV Trading

Global Currency Hedge Trader

A quantitative FX role at DV Trading that hedges currency exposure from a global equities platform. It builds models to set hedge ratios and executes them.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Aggregate FX exposure from global equity positions
Build hedge-ratio optimisation models balancing costs and risk
Execute spot, forward and swap hedges in G10 and EM
Track hedge performance and refine models

What they ask for

Required

Three or more years of FX trading or currency portfolio management
Quantitative modelling experience
G10 and EM FX market knowledge
Python or C++ production programming
Statistical intuition with large datasets

Preferred

Advanced degree in a quantitative subject

Education: Advanced degree in a quantitative field preferred
Experience: 3+ years FX trading or currency portfolio management
Languages and tools: Python
C++
Markets: fx, equities

How to prepare

Learn FX forwards, swaps and funding basis
Build a minimum-variance hedge ratio model
Study transaction cost trade-offs in hedging
Practise portfolio exposure aggregation in Python

What to study

The Portfolio and Factor Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on DV Trading’s site before applying: requirements, location and pay can change after we check them.

View the posting on DV Trading’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with DV Trading and doesn’t handle applications.