Commodities Quantitative Trading Strategist at DRW
DRW is a diversified trading firm that utilizes our own capital and trades at our own risk. We bring sophisticated technology and exceptional people together to solve complex problems in markets around the world and across many asset classes. We are motivated to compete at the highest level and unified by a commitment to operate with respect, curiosity and an open mind.
This strategist will support market-making as well as proprietary trading strategies using fundamental analysis to develop trading opportunities that are quantitatively well defined and robust. You will be directly involved in identifying trading opportunities.
What you will do:
- Quantitative research and modeling around Oil/Gas markets
- Evaluating and identifying intra/inter commodity relationships in the oil and gas markets.
- Identify quantamental trade signals and price patterns in the Oil/Gas fundamental data using statistical analysis (time series, regression and machine learning techniques)
- Develop systematic trading strategies
- Back-testing trade strategies and pricing
- Developing quantitative research tools to support traders
What you will need:
- An advanced degree in a quantitative field (Physics, Mathematics, Engineering, Computer Science, etc.)
- 5+ years' experience in a role supporting an energy trading environment
- Strong fundamental knowledge of oil/gas markets
- Proven record taking fundamental/quantitative research and turning into tradeable ideas
- Strong background in statistics and probability is desired
- Programming skills to support communication of ideas and streamlining of the research process. (Python preferred, C++, C# and R considered)
- Strong communication skills are essential
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