DRW
Chicago, IL
Hybrid

Lead/Senior Quantitative Researcher - Fixed Income Analytics

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DRW is a diversified, technology-led principal trading firm. We trade our own capital at our own risk, across a broad range of asset classes, instruments and strategies, in markets around the world. As the markets have evolved over the past 25 years, so has DRW – growing to include real estate, cryptocurrencies, venture capital and several industry acquisitions. With more than 800 employees at our Chicago headquarters and six global offices, we work together to solve interesting problems and capture opportunities. It’s a place of high expectations, deep curiosity, and constant collaboration, with some of the smartest, most passionate people you will meet. 

DRW is looking for an exceptional Quantitative Researcher to oversee Fixed Income Analytics. Initial responsibilities will consist of continuing work on a highly robust, modular and well-documented core analytics platform. Further work will involve standardizing and institutionalizing existing tools across regions and then later assisting in the development and construction of new tools. Initially, this team will be primarily focused on fixed income analytics with the possibility of expanding into other asset classes.

To qualify for this role, you:

  • have 3+ years experience researching and developing models for pricing interest rate derivatives products such as swaps and options and performing bond relative value analysis
  • can demonstrate expertise in stochastic calculus, probability theory, and other related fields of math
  • have an advanced degree in a quantitative field such as math, physics, or financial engineering
  • have strong communication and collaboration skills with the ability to work within a multi-disciplinary team that includes software engineers, quantitative researchers, and traders.
  • have 3+ years experience implementing financial models in C#, C++, Java, or Python.
  • experience leading research initiatives/projects with high degrees of autonomy

Bonus points if you have:

  • experience training less quantitative personnel in topics such as fixed income analytics
  • experience working with large data sets provided in relational or key-value databases.
  • created interactive tools built on top of the analytics you’ve provided
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What are DRW Perks + Benefits

Culture
Volunteer in local community
Partners with nonprofits
Open door policy
OKR operational model
Team based strategic planning
Pair programming
Open office floor plan
Employee resource groups
Employee-led culture committees
Hybrid work model
In-person all-hands meetings
Flexible work schedule
Remote work program
We are committed to creating in-office as well as remote environments to support collaboration and belonging for all of our employees. Success at DRW is measured by performance, not location.
Diversity
Mandated unconscious bias training
Diversity employee resource groups
Hiring practices that promote diversity
Health Insurance & Wellness Benefits
Flexible Spending Account (FSA)
Disability insurance
Dental insurance
Vision insurance
Health insurance
Life insurance
Wellness programs
Team workouts
Mental health benefits
Financial & Retirement
401(K)
401(K) matching
Performance bonus
Charitable contribution matching
Child Care & Parental Leave Benefits
Childcare benefits
Generous parental leave
Family medical leave
Adoption Assistance
Company sponsored family events
Fertility benefits
Vacation & Time Off Benefits
Generous PTO
Paid volunteer time
Paid holidays
Paid sick days
Bereavement leave benefits
Office Perks
Commuter benefits
Company-sponsored outings
Free daily meals
Free snacks and drinks
Some meals provided
Company-sponsored happy hours
Onsite office parking
Recreational clubs
Relocation assistance
Fitness stipend
Home-office stipend for remote employees
Meditation space
Mother's room
Onsite gym
Professional Development Benefits
Job training & conferences
Tuition reimbursement
Lunch and learns
DRW hosts lunch and learn meetings once per month.
Promote from within
Mentorship program
Continuing education available during work hours
Online course subscriptions available
Customized development tracks
Paid industry certifications
Personal development training
Apprenticeship programs

Additional Perks + Benefits

We also offer on-site yoga, meditation classes, trivia nights., massages, and wine tastings. We also support professional development through mentorship programs, speaker series and "Geek Lunches."

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