Proprietary trading and market-making firm scaling technology infrastructure
DV Trading is a Chicago-based proprietary trading firm with a tech stack built on low-latency fundamentals (C++, FPGA, SystemVerilog, 10G Ethernet) alongside data-pipeline tools (Kafka, Airflow, Python, SQL). The hiring mix—engineering and finance roles roughly balanced, with accelerating velocity across trading, research, and ops—reveals a firm modernizing its core infrastructure while expanding desk coverage. Pain points cluster around legacy risk-engine maintenance and automation, suggesting active investment in replacing manual processes with LLM-driven and real-time tooling.
DV Trading LLC operates as an independent proprietary trading firm that provides liquidity to global financial markets and hedging solutions to commodity producers and users. Founded in 2006 and spun out as a standalone entity in 2016, the firm now employs 501–1,000 people across North America and Europe, with headquarters in Chicago. The DV Group umbrella includes two broker-dealers, a cryptocurrency market-making affiliate, and an investment advisory arm. The core business runs on proprietary capital, trading strategies, and risk-management methodologies. Engineering and trading teams collaborate on quantitative platforms, high-performance simulation, live trading components, and emerging automation infrastructure.
C++, Python, SQL, FPGA, SystemVerilog, Kafka, Airflow, React, Angular, Bloomberg, Linux. The stack emphasizes low-latency trading systems (C++ 17, 10G Ethernet, SystemVerilog) paired with data pipelines and real-time dashboards.
Chicago, Illinois. The firm operates across North America and Europe, with hiring also active in Singapore and the United Arab Emirates.
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