DRW - Quantitative AI Strategist
Requirements
• Work directly with trading desks across asset classes and other stakeholders across the firm to identify high-value use cases for the platform. • Determine the right balance between AI autonomy and structured tooling — deciding what the AI should reason through on its own, what instructions and domain knowledge it needs, and what purpose-built code it should call — and build accordingly. • Work with front-office stakeholders to turn desk needs into well-defined quantitative problems/workflows, and collaborate with technology teams and quantitative researchers to deliver solutions. • Background in quantitative finance, financial engineering, applied mathematics, statistics, physics, computer science, or a related technical field. • 3–7 years’ experience in a front-office quant, strategist, or quantitative research role, ideally with exposure to multiple asset classes. • Solid understanding of financial markets, pricing/risk methodologies, and PnL attribution. • Experience building or contributing to internal analytics platforms or tools used by traders and researchers. • Experience with signal generation, backtesting, or systematic strategy development. • Strong programming skills in Python. Familiarity with Git and collaborative development workflows. • Familiarity with AI technologies and their application to quantitative workflows is a strong plus. • Experience building AI agents is a strong plus. • Excellent communication skills — able to engage directly with trading desks to understand their needs, formalize them into quantitative specifications, and collaborate effectively with software engineers. • Strong problem-solving ability, intellectual curiosity, and comfort working across team boundaries in a fast-paced trading environment. • Strong ability to quickly learn and adapt to new technologies — particularly important given the rapid pace of development in AI. • For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at https://drw.com/privacy-notice. • California residents, please review the California Privacy Notice for information about certain legal rights at https://drw.com/california-privacy-notice. • [#LI-SK1]
Responsibilities
• Prototype and validate quantitative workflows end-to-end — from data retrieval and signal construction through to strategy evaluation, PnL simulation, testing, and risk/scenario analysis — while defining how the AI should interact with data sources, analytics libraries, desk-specific tools, etc., and work with engineers to deliver them as production platform capabilities. • Write high-quality platform code and quantitative libraries — including code designed to be called and understood by AI, with clear interfaces, documentation, and instructions to AI. • Enhance the platform’s ability to reason about markets, interpret financial data, and produce reliable, contextually aware analysis across products and markets. • Continuously evaluate how the platform is used, identify where it excels and where it falls short, and drive improvements that deliver measurable value to trading and research workflows. • Engage with stakeholders across the firm — trading desks, risk management, researchers, new joiners, and others — to discover emerging use cases and adapt the platform’s capabilities accordingly. • Proactively identify new use cases and capabilities as AI technology evolves. • Act as the first line of quantitative support for platform users — diagnosing issues, feeding insights back into platform development, and ensuring a high-quality user experience.
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