DRW is a diversified trading firm seeking a Quantitative Researcher with 3-5 years of experience to develop and improve systematic trading signals using machine learning and statistical methods.
Requirements
- Design non-linear signal combination frameworks, improving upon existing linear and mean-variance approaches.
- Build regime-aware models and conditional signal frameworks based on market states (e.g., volatility, correlations, risk conditions).
- Research, develop, and validate machine learningābased trading signals on intraday and daily data.
- Integrate signals into risk sizing, portfolio construction, and optimization frameworks.
- Work closely with traders and infrastructure teams to transition research into production.
Benefits
- Group medical insurance
- Pharmacy insurance
- Dental insurance
- Vision insurance
- 401k (with discretionary employer match)
- Short and long-term disability insurance
- Life insurance
- AD&D insurance
- Health savings accounts
- Flexible spending accounts