Delta One Quant Researcher – Futures & Options

Drweng; Chicago (IL); Vor Ort; USD 150.000 - 250.000; Vollzeit

Benefits dieser Stelle

Medical insurance

Dental and vision insurance

401k with discretionary employer match

Short and long-term disability

Life and AD&D insurance

Flexible spending accounts

Zusammenfassung

DRW, a Chicago-based diversified trading firm, seeks a Senior Quantitative Researcher – Delta One to lead research for delta-one futures strategies and associated signals within the FICC options platform.

The role emphasizes collaboration with traders and developers to translate research into production, rigorous backtesting, and improved execution under realistic costs and constraints.

Qualifikationen

• 2+ years of experience in quantitative research supporting systematic trading.
• Proven track record of developing quantitative signals deployed in production.
• Fluency in Python and experience with large-scale financial datasets.

Aufgaben

• Research, develop, and validate delta-one futures strategies across global markets.
• Build quantitative signal frameworks to support futures strategies and options portfolios.
• Develop hedging methodologies to improve risk management in the FICC options business.
• Research directional options overlays using quantitative futures signals with traders.
• Model and analyze strategy and portfolio risks including volatility and liquidity.
• Collaborate with traders, developers, and infrastructure teams to productionize research.

Kenntnisse

Python

Quant research

Backtesting

Alpha generation

Signal research

Execution modeling

Ausbildung

Advanced degree

Jobbeschreibung

DRW, a Chicago-based diversified trading firm, seeks a Senior Quantitative Researcher – Delta One to lead research for delta-one futures strategies and associated signals within the FICC options platform.

The role emphasizes collaboration with traders and developers to translate research into production, rigorous backtesting, and improved execution under realistic costs and constraints.