Algorithmic Trading Researcher

DRW Holdings, LLC; Singapore; On-site; SGD 180,000 - 300,000; Full time

Job summary

DRW is a diversified trading firm with a global footprint and a demand for rigorous research. We seek Algorithmic Trading Researchers to develop intraday arbitrage strategies and advanced models, leveraging statistics, ML, and signal processing.

You will work with traders and engineers to deploy production-ready systems in a fast-paced environment. Successful candidates have 4+ years in equity/futures systematic research, a quantitative advanced degree, and strong Python/C++ proficiency, with

Qualifications

• 4+ years of professional experience in equity/futures statistical arbitrage or systematic trading research.
• Advanced degree in a quantitative field with focus on statistics, mathematics, ML, signal processing or optimization.
• Experience handling large datasets with Python or C++.
• Proven track record in delivering systematic strategies.
• Self-starter with proactivity and ownership of projects.
• Excellent verbal and written communication skills.
• Meticulous attention to detail and accuracy.

Responsibilities

• Research and develop intraday statistical arbitrage strategies in equities.
• Analyze high-frequency market data to identify short-term predictive signals.
• Build and evaluate models for intraday alpha, risk, transaction costs, liquidity, and portfolio construction.
• Collaborate with traders and engineers to implement, monitor, and improve systematic trading strategies in production.
• Apply rigorous statistical testing, simulation, and performance attribution to validate signals and trading performance.
• Create and refine high-quality predictive signals using statistics, machine learning, and signal processing techniques.
• Identify and mathematically characterize inefficiencies in financial markets.
• Apply NLP and other cutting-edge methods to uncover alpha in non-traditional datasets.
• Utilize advanced optimization techniques to design and construct optimal portfolios.
• Design and implement automated trading agents to achieve superior execution performance.
• Formulate research problems, conduct rigorous analysis, and transition ideas into fully functional trading systems.

Skills

Python

C++

Education

Advanced degree in a quantitative field

Job description

DRW is a diversified trading firm with a global footprint and a demand for rigorous research. We seek Algorithmic Trading Researchers to develop intraday arbitrage strategies and advanced models, leveraging statistics, ML, and signal processing.

You will work with traders and engineers to deploy production-ready systems in a fast-paced environment. Successful candidates have 4+ years in equity/futures systematic research, a quantitative advanced degree, and strong Python/C++ proficiency, with