About the company
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. DV Commodities is a rapidly growing division that specializes in trading crude oil, refined products, natural gas, and related energy markets across US, Europe, and Asia. Our proprietary risk management and trading methodologies along with a strong ability to adapt to changing conditions has allowed DV Commodities to grow into one of the largest financial participants within the global energy complex.
Job Summary
Requirements
š3+ years of FX trading or currency portfolio management experience at a leading prop trading firm, hedge fund, or investment bank. šStrong quantitative background with experience building portfolio optimization, risk, or trading models. šDeep understanding of G10 and EM FX markets, including spot, forwards, swaps, and funding dynamics. šDemonstrated experience managing multi-currency portfolio exposures tied to global assets. šStrong programming ability in Python, C++, or similar, with experience building production-quality models. šStrong statistical intuition and experience working with large market datasets and real-time risk systems. šAdvanced degree in quantitative finance, mathematics, physics, engineering, statistics, or computer science preferred.
Responsibilities
šIdentify, aggregate, and manage FX exposure generated by global equity trading activity. šBuild quantitative models to optimize currency hedging decisions, minimizing portfolio-level FX exposure while balancing transaction costs and liquidity. šDevelop systematic frameworks for hedge ratio optimization, timing of hedges, and instrument selection.
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