Full Job Description
We are seeking a Quantitative Researcher with 3-5 years of experience to develop and improve systematic trading signals using machine learning and statistical methods. The role focuses on non-linear signal modeling, regime-aware frameworks, and the integration of new data sources into existing research and risk systems. The researcher will work closely with traders and other quants, with clear ownership and direct impact on live trading.
What you'll be doing:
• 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 learning-based 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.
Qualifications/Skills:
• 3+ years of experience in quantitative research, systematic trading, or applied ML in financial markets.
• Strong foundation in machine learning, statistics, and optimization with advance degree (masters/PhD)
• Proficiency in Python and common data/ML libraries
• Experience working with time-series data and building predictive models.
• Strong analytical skills and ability to communicate results clearly to trading teams.
The annual base salary range for this position is $150,000 to $250,000 depending on the candidate's experience, qualifications, and relevant skill set. The position is also eligible for an annual discretionary bonus. In addition, DRW offers a comprehensive suite of employee benefits including group medical, pharmacy, dental and vision insurance, 401k (with discretionary employer match), short and long-term disability, life and AD&D insurance, health savings accounts, and flexible spending accounts.
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