Quant jobs / DRW

Systematic Commodities Portfolio Manager

A senior portfolio-manager role running mid-frequency systematic strategies across commodity markets from Singapore. You would build, own and expand the firm's systematic commodities offering.

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.

Design, test and deploy systematic commodity strategies
Manage risk on live strategies
Run research, backtests and performance attribution
Work with technology teams on execution and infrastructure
Build a small team and find new markets to trade

What they ask for

Required

5+ years of profitable systematic commodities trading
Track record building and managing trades
Experience trading in Asia
Advanced quantitative skills
Programming in Python, R or C++
Ownership and initiative

Education: Bachelor's, master's or PhD in maths, statistics, engineering, computer science or similar
Experience: 5+ years of profitable systematic commodities trading
Languages and tools: Python
R
C++
Markets: commodities

How to prepare

Build a cross-commodity systematic strategy and attribute its returns
Study commodity term structure, roll and carry effects
Learn portfolio risk and capital allocation across strategies
Understand Asian commodity market structure and trading hours

What to study

The Portfolio and Factor Quant 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.