Quant jobs / DRW

Quantitative Researcher – Futures

A researcher with a few years' experience improving systematic trading signals using machine learning and statistics. You would own work that goes directly into live trading and sit close to traders.

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.

Replace linear and mean-variance signal blending with non-linear combination methods
Build regime-aware models conditioned on volatility and correlation states
Develop ML signals on intraday and daily data
Feed signals into risk sizing and portfolio optimisation
Work with infrastructure teams to move research into production

What they ask for

Required

3+ years in quant research, systematic trading or applied ML in finance
Machine learning, statistics and optimisation foundations
Python and standard data/ML libraries
Time-series modelling
Clear communication to traders

Education: Master's or PhD expected
Experience: 3–5 years in quantitative research or applied ML in markets
Languages and tools: Python
Markets: futures

How to prepare

Compare linear signal blending with gradient-boosted or neural combiners on a small futures set
Build a simple volatility-regime model and test conditional performance
Study mean-variance optimisation and its failure modes
Learn time-series cross-validation for financial data

What to study

The 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.