Lead/Senior Quantitative Researcher - Fixed Income Analytics
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