Quant jobs / DV Trading

Quantitative Researcher – Experienced (DV QES)

A full-cycle researcher role in DV's equities team, covering signals from exploration to live monitoring. It works with researchers across New York, London and Hong Kong.

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.

Explore market data to find predictive signals
Build and backtest models with tree-based methods
Maintain pipelines for high-frequency data
Monitor live signals and iterate

What they ask for

Required

2+ years of high-frequency or longer-horizon signal research
Quantitative degree
Strong Python with pandas and NumPy
Statistics foundation
Market microstructure curiosity
Clear communication

Preferred

Tree-based methods (XGBoost, LightGBM)
Prop or hedge fund experience
C++ or low-level languages

Education: Degree in maths, statistics, CS, physics, engineering or financial engineering
Experience: 2+ years in signal research
Languages and tools: Python
C++
Markets: equities, futures

How to prepare

Backtest an orderbook signal and measure decay
Practise gradient boosting with time-aware validation
Learn market microstructure
Build a data pipeline for tick data

What to study

The HFT Quantitative Researcher 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.