Quant jobs / DRW

Quantitative Researcher – Commodities

An experienced researcher on a global commodities trading team who builds systematic signals and the data tooling behind them. The role sits inside a proprietary trading firm and mixes alpha research with analytics infrastructure.

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.

Research and test alpha signals across commodity markets
Improve data collection and the pipelines feeding research and trading
Try AI and language-model techniques on large, messy datasets
Build post-trade diagnostics for live strategies
Present findings to traders and non-technical stakeholders

What they ask for

Required

Two or more years in an alpha-generating role
Large-dataset cleaning, preprocessing and feature engineering
Building, validating and monitoring predictive models
Strong programming and scripting
Applied AI/LLM experience
Clear communication of complex ideas

Education: Bachelor's, master's or PhD in maths, statistics, physics, engineering, computer science or similar
Experience: 2+ years in an alpha-generating role
Languages and tools: Python
Markets: commodities

How to prepare

Build a commodity futures signal (e.g. term structure or seasonality) with a clean backtest
Practise feature engineering and leakage-free validation on noisy time series
Try an LLM-based feature, such as scoring news or reports, and test whether it adds value
Learn how commodity curves, roll yield and storage economics work

What to study

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

Open the roadmap

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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.