DRW - Quantitative Trading Analyst
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Requirements
• 1–2 years of experience in trading, quantitative analysis, research, or a related role • Strong academic background in mathematics, physics, computer science, engineering, or a similarly quantitative discipline • Excellent quantitative and analytical problem-solving skills • Strong understanding of probability, statistics, and market behavior • Proficiency in Python; experience with SQL, R, or C++ is a plus • Intellectual curiosity and a genuine interest in financial markets and volatility products • Ability to work in a fast-paced, collaborative environment • Strong communication skills and attention to detail • Experience working with derivatives or volatility products • Familiarity with options pricing, Greeks, or volatility surface analysis • Experience handling large market datasets or building research pipelines • 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-JW1]
Responsibilities
• Analyze, improve and implement trading strategies • Develop and maintain quantitative models, analytics, and trading tools • Analyze large datasets to identify market opportunities, inefficiencies, and risk exposures • Actively manage live market trading algorithms • Provide liquidity in options via systematic algos and voice in IDB markets • Conduct research into volatility dynamics, pricing, and market microstructure • Collaborate with technology teams to improve trading infrastructure and automation • Support new product and market expansion initiatives across asset classes
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