Quantitative Researcher

Job Title: Quantitative Researcher Company: DV Trading LLC Job Category: Machine Learning Roles & Responsibilities: 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're looking for a Quantitative Researcher, focused on orderbook\-driven signal generation. This role is ideal for someone early in their career who has hands\-on experience working with limit orderbook data and a genuine curiosity about how markets function at the tick level. You'll work closely with senior researchers and traders to develop, test, and refine predictive signals and models that inform trading decisions. Responsibilities: * Analyze high\-frequency limit orderbook data to identify patterns, inefficiencies, and predictive signals * Build and backtest quantitative models using historical tick and orderbook data * Collaborate with senior researchers and traders to translate research findings into production\-ready strategies * Develop and maintain data pipelines for processing large\-scale, high\-frequency market data * Apply statistical and machine learning techniques, particularly tree\-based methods, to improve signal quality * Continuously monitor and iterate on live signals and models based on performance Work Location: Dubai, Dubai, United Arab Emirates Availability: Full time

Requirements: * 1–3 years of professional or research experience working directly with orderbook / limit order book (LOB) data * Technical degree/background in a quantitative field (Math, Statistics, CS, Physics, Engineering, Financial Engineering) * Strong proficiency in Python, including standard data science libraries (pandas, NumPy, etc.) * Genuine interest in financial markets and market microstructure — you follow markets, not just models * Solid foundation in statistics and quantitative analysis * Strong problem\-solving skills and intellectual curiosity * Ability to communicate technical findings clearly to non\-technical stakeholders Key Skills: Machine Learning, Python, Pandas, NumPy Salary: Not disclosed