Algorithmic Quantitative Researcher
Our formula for success is to hire exceptional people, encourage their ideas and reward their results.
As an Algorithmic Quantitative Researcher, you will develop the mathematical models that drive our automated trading strategies. Our research team collaborates on idea generation and strategy development, while encouraging independent exploration and original approaches. You will have access to clean data integrated with compute resources and the support of a dedicated software development team.
What you will do in this role…
- Formulate mathematical models and apply quantitative methods to capture trading opportunities
- Extract predictive signals from financial data through a variety of methods including statistical data analysis and machine learning
- Develop and simulate automated trading algorithms
- Assist software developers to translate research strategies into production software
- Optimize the order execution and risk management of our trading systems
You will be right at home if you have…
- A PhD degree or candidacy with expected graduation by August 2018. The following academic disciplines are of particular interest: pure and applied mathematics, statistics, engineering, computer science, physics, machine learning, signal processing, optimization and control.
- Experience in model development and calibration with large data sets
- Experience programming in Python, C++, R, or MATLAB for conducting research
- Excellent communication skills
We do not require familiarity with or prior experience in financial markets for this role.
DRW is a diversified, technology-led principal trading firm. We trade our own capital at our own risk across a range of asset classes, instruments and strategies in markets around the world. Located in Chicago, London, Montreal, New York and Singapore, our team of more than 750 employees is driven to solve complex problems and capture opportunities in the global markets and beyond. As the markets have evolved over the past 25 years, so has DRW – growing to include real estate, venture capital and cryptocurrencies.