Quantitative Researcher - Agriculture/Energy 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.
We are searching for a Commodities Quantitative Trading Strategist to support the Energy (Oil/Gas) and Agricultural Trading (Grains, Oilseeds, etc.) Teams. The Trading Teams are market-makers and also take proprietary/discretionary trades. The primary purpose of this position is to use financial engineering techniques with their existing fundamental analytic platform to drive trading strategy and commercial decisions.
- Quantitative research and modeling around Oil/Gas markets and in time looking for similar interrelationship/correlations that exist in the Ags market and applying them to energies;
- 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;
- Portfolio construction and optimization;
- Back-testing trade strategies and pricing; and
- Developing quantitative research tools to support traders.
Educational and professional requirements include:
- An advanced degree in a quantitative field (Physics, Mathematics, Engineering, Computer Science, etc.);
- 5+ years' experience in a quantitative role supporting an energy trading environment;
- Strong background in statistics and probability is desired;
- Excellent programming skills (Python preferred, C++, C# and R considered);
- Ability to write and optimize database queries to extract and analyze large data sets is required; and
- Strong communication skills are essential.
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