Quantitative Researcher Equities

Responsibilities

• Research, design, and implement predictive signals and features across global equities
• Work with large, diverse datasets and develop robust feature engineering and point in time (PIT) data cleaning pipelines
• Collaborate with team members to implement research infrastructure, backtesting frameworks, and analytical tools
• Build frameworks and tools for performance attribution and ongoing live strategy monitoring

Requirements

• 2–8 years of experience in quant equities with a focus on alpha research
• Familiarity with standard and alternative datasets used in equity stat arb strategies
• Strong programming skills in Python
• Experience with SQL and distributed data environments
• Advanced degree (PhD/MSc) in Mathematics, Physics, Statistics, Computer Science, or a related quantitative discipline

About the Company

DRW is a diversified trading firm with over 3 decades of experience bringing sophisticated technology and exceptional people together to operate in markets around the world. We trade a variety of asset classes including Fixed Income, ETFs, Equities, FX, Commodities and Energy across all major global markets.