Quantitative Researcher - Commodities

DRW; Singapore; On-site; SGD 80,000 - 120,000; Full time

Job summary

A diversified trading firm is seeking a Quantitative Researcher for its Commodities Trading team. The successful candidate will collaborate with traders and software engineers to develop cutting-edge quantitative trading strategies, focusing on predictive price signals and execution optimization. This role offers an opportunity to thrive in an innovative environment that emphasizes integrity and a passion for learning.

Qualifications

• 5-8 years of professional experience in financial markets quantitative research.
• Experience in commodities trading preferred.
• Proven programming skills in C/C++ or Python.

Responsibilities

• Develop new and improve existing quantitative trading strategies.
• Identify and implement predictive price signals.
• Optimize execution strategies using market microstructure analysis.

Skills

Financial markets quantitative research

Building quantitative strategies

C/C++ programming

Python programming

Job description

DRW is a diversified trading firm with over 30 years of experience, bringing sophisticated technology and exceptional people together to operate in markets around the world. We value autonomy and the ability to quickly pivot to capture opportunities, operating using our own capital and trading at our own risk.

Headquartered in Chicago with offices throughout the U.S., Canada, Europe, and Asia, we trade a variety of asset classes including Fixed Income, ETFs, Equities, FX, Commodities, and Energy across all major global markets. We have also expanded into three non-traditional strategies: real estate, venture capital, and cryptoassets, leveraging our expertise and technology.

We operate with respect, curiosity, and open minds. Our team thrives on high expectations, integrity, innovation, and challenging consensus.

We are seeking a Quantitative Researcher for our Commodities Trading team. Our environment values hard work, drive, honesty, and a desire to learn and improve. The team comprises traders, software engineers, and researchers, employing diverse, best-in-class strategies.

Responsibilities

• Work alongside Portfolio Managers and developers to develop new and improve existing quantitative or algorithmic trading strategies.
• Identify and implement predictive price signals using machine learning, signal processing, and statistics.
• Develop strategies to optimize execution utilizing market microstructure analysis.

Required Skills and Experience

• 5-8 years of professional financial markets quantitative research experience, preferably within Agricultural or other Commodities.
• Proven experience in building quantitative strategies.
• Extensive programming experience in C/C++ or Python.

For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice.

Accepted file types: pdf, doc, docx, txt, rtf

Applicants are to enter their details manually, including LinkedIn Profile and Website.

If you are a foreign national requiring a work pass to work in Singapore, please indicate whether you will require assistance with a work pass application.

If you currently hold a valid work pass issued by the Ministry of Manpower, please provide details including date of issuance, expiry date, and current employer.

How did you hear about this job? *

Please provide additional details if appropriate.

Legal First Name (if different from preferred name)

Legal Last Name (if different from preferred name)