Quant jobs / DRW

Junior Trader

An entry-level trading role operating automated, latency-sensitive strategies across several asset classes. You blend monitoring, quantitative research and tool-building on a desk with researchers and engineers.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Run automated trading systems and adjust parameters to market conditions
Backtest and refine strategy ideas
Trade manually to cut risk when needed
Build internal monitoring tools
Analyse logs, executions and market data to give feedback on performance

What they ask for

Required

Bachelor's in a STEM or computational finance field
Reasoning about distributed trading systems
Strong analytical and quantitative thinking
Python or C++ programming
Attention to detail
Calm under time pressure

Preferred

Prior trader or trading analyst experience

Education: Bachelor's in computer science, engineering, maths, statistics or computational finance
Experience: Early career; prior trading experience a plus
Languages and tools: Python
C++
Markets: multi-asset

How to prepare

Build a simple automated strategy with a monitoring dashboard
Learn how order books and execution quality are measured
Practise log analysis and debugging in Python
Review risk basics: limits, exposure and drawdowns

What to study

The HFT Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on DRW’s site before applying: requirements, location and pay can change after we check them.

View the posting on DRW’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with DRW and doesn’t handle applications.