Margin Analytics Engineer
Margin Analytics Engineer
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Job Description
About Us:
Founded more than 15 years ago and headquartered in Chicago the DV Group of financial services firms has grown to more than 450 people operating throughout North America and in Europe. 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 are seeking a technically skilled and detail-oriented professional to take ownership of margin-related workflows and tools. This role combines software development responsibilities with financial domain expertise supporting and developing the systems and methodologies behind margin and capital requirement calculations. You will work closely with cross-functional teams in finance risk and engineering to ensure the accuracy scalability and transparency of capital requirement calculations.
Responsibilities:
- Understand and support the implementation and / or replication of margin methodologies for various products exchanges and clearers.
- Design and develop a GUI to support what-if calculations.
- Own the end-to-end workflow for margin-related code tools and processes.
- Identify opportunities to automate manual processes or streamline reporting.
- Implement changes to accommodate new business requirements or regulatory updates.
- Ensure proper documentation testing and deployment practices are followed.
- Investigate margin drivers to internal stakeholders and respond to margin-related inquiries with clarity and precision.
- Support capital efficiency initiatives by designing and implementing margin optimization processes and analyses.
Requirements:
- Bachelors or masters degree in a technical field (e.g. Computer Science Engineering Quantitative Finance or similar)
- Strong programming and scripting skills in Python and SQL
- Solid understanding of financial markets preferably derivatives or capital requirement concepts
- Experience working with margin models risk systems or related analytical frameworks
- Excellent communication skills and ability to translate technical concepts for non-technical audiences
DV is not accepting unsolicitedresumesfrom search firms. Only search firms with valid written agreements with DV should submitresumesin response to DVs posted positions. Allresumessubmitted by search firms to DV via 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. DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.
Employment Type
Full Time
