Quant jobs / DRW

Quantitative Researcher – Graduate

A graduate research role building automated trading strategies across asset classes with statistical learning methods. No market experience is needed because the firm trains new joiners.

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.

Extract predictive signals from financial data with statistics and machine learning
Help developers turn research into production code
Improve order execution and risk management
Prototype algorithmic versions of trading ideas

What they ask for

Required

Technical degree in statistics, ML, signal processing, optimisation or control, graduating Dec 2026 to Aug 2027
Experience with large datasets
Python, R, MATLAB or C++ for research
Hands-on applied machine learning
Statistics and problem solving
Clear communication

Education: Bachelor's, master's or PhD in a technical discipline such as statistics, ML, signal processing, optimisation
Experience: New graduates; no financial markets experience required
Languages and tools: Python
R
MATLAB
C++
Markets: multi-asset

How to prepare

Build and honestly backtest an ML signal on public data
Practise statistics and hypothesis testing for noisy data
Work through an ML project end to end on a large dataset
Revise optimisation and signal processing basics

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.