Tech-Driven Quant Trader & Market Strategist

DRW Holdings, LLC; Singapore; Vor Ort; SGD 180.000 - 280.000; Vollzeit

Zusammenfassung

DRW seeks a Trader to combine risk management, research and technology across multiple asset classes. You will work with experienced traders, software engineers and quantitative researchers to ensure optimal system performance.

Responsibilities include conducting quantitative research, back-testing, adjusting system parameters, automating workflows, developing internal tools, and communicating market developments to the team.

Qualifikationen

• Bachelor’s degree in Computer Science, Engineering, Mathematics, Statistics, Computational Finance, or an equivalent STEM field
• Ability to understand and reason about complex distributed trading systems
• Strong analytical and quantitative mindset
• Proficiency in programming languages such as Python or C++
• Excellent verbal and written communication skills, with the ability to effectively interact and collaborate across research and engineering teams

Aufgaben

• Conduct quantitative research into strategy performance, back-testing hypotheses and refine strategies
• Adjust system parameters dynamically based on market conditions
• Manually trade to reduce risk exposure when necessary
• Identify opportunities for automation and propose improvements to trading systems and operational workflows
• Develop internal tools and utilities to improve monitoring, operational efficiency, and desk processes
• Communicate relevant market news, events, and system behaviour to team members in a timely manner
• Generate feedback on trading system performance through analysis of system logs, executions, and market data

Kenntnisse

Analytical mindset

Python

C++

Distributed systems

Team collaboration

Ausbildung

Bachelor’s degree in Computer Science / Engineering / Mathematics / Statistics / Computational Finance

Tools

Python

C++

Distributed systems tooling

Jobbeschreibung

DRW seeks a Trader to combine risk management, research and technology across multiple asset classes. You will work with experienced traders, software engineers and quantitative researchers to ensure optimal system performance.

Responsibilities include conducting quantitative research, back-testing, adjusting system parameters, automating workflows, developing internal tools, and communicating market developments to the team.