Quantitative Researcher – Futures (3-5 yrs Experience)

About the role

DRW is seeking a Quantitative Researcher focused on Futures to develop and enhance systematic trading signals using machine learning and statistical methods. The role involves designing non‑linear models, building regime‑aware frameworks, and integrating new data sources into live trading systems.

Key responsibilities

• Design and implement non‑linear signal combination frameworks, improving on existing linear and mean‑variance approaches.
• Develop regime‑aware and conditional signal models based on market states such as volatility and correlations.
• Research, develop, and validate machine‑learning‑based trading signals on intraday and daily data.
• Integrate signals into risk sizing, portfolio construction, and optimization pipelines.
• Collaborate closely with traders and infrastructure teams to move research into production.

Required profile

• 3+ years of experience in quantitative research, systematic trading, or applied machine learning in financial markets.
• Advanced degree (Master’s or PhD) in a quantitative discipline.
• Strong foundation in machine learning, statistics, and optimization.
• Proficiency in Python and common data/ML libraries.
• Experience working with time‑series data and building predictive models.
• Excellent analytical abilities and clear communication of results to trading teams.

Required skills

• Python
• scikit‑learn (or similar ML libraries)
• pandas
• numpy
• Time‑series analysis
• Statistical modeling
• Optimization techniques

What we offer

• Base salary range $150,000 – $250,000 per year, plus discretionary annual bonus.
• Comprehensive benefits including medical, dental, vision, 401(k) with employer match, disability, life insurance, health savings and flexible spending accounts.