Quant Researcher - Mid-Frequency Systematic Trading

Trading Interview; New York (NY); On-site; USD 200,000 - 300,000; Full time

Benefits offered by this job

Health insurance

401k with employer match

Dental and vision insurance

Life and AD&D insurance

Health savings account (HSA)

Job summary

DRW in New York City seeks Quantitative Researchers to join its Mid-Frequency Systematic Trading team. You will develop trading models using statistical methods and machine learning across diverse datasets, contributing from alpha research to execution logic.

You will prototype ideas, interrogate components, and deliver production-quality code in a fast-paced, collaborative environment with mentorship and high standards.

Qualifications

• 2+ years of prior work experience in statistical arbitrage or systematic trading research.
• Experience working with large real-world datasets.
• Strong programming skills in Python; C++ a plus.
• Degree in a quantitative or technical discipline; all levels welcome.

Responsibilities

• Apply statistical and machine learning methods across diverse datasets to build trading models.
• Contribute across the full strategy lifecycle—from alpha research to execution logic.
• Prototype new ideas, investigate strategy components, and write production-quality code.
• Collaborate in a fast-paced environment with mentorship and high rigor.

Skills

Python for data analysis

Statistical arbitrage

Machine learning

Large datasets

Education

Bachelor's degree in quantitative field

Tools

Python

C++

Job description

DRW in New York City seeks Quantitative Researchers to join its Mid-Frequency Systematic Trading team. You will develop trading models using statistical methods and machine learning across diverse datasets, contributing from alpha research to execution logic.

You will prototype ideas, interrogate components, and deliver production-quality code in a fast-paced, collaborative environment with mentorship and high standards.