Quantitative Researcher - Delta One
Quant trading · 36 postings open
- Location: Chicago
- Pay: Pay not stated
- Experience: 2+ yrs
- Posted: Posted
About the role
The team builds and tests systematic futures strategies to improve an options trading business. The quantitative researcher creates frameworks for generating trading signals, explores risk management techniques, and analyzes strategy performance. This position requires collaboration with traders and engineers to implement research findings into live systems.
Our summary of the posting; the original is on the DRW careers page.
What the posting requires
- Required
- Research design
- Python
- Large-scale data
- Backtesting
- Financial data
- Model validation
- Overfitting
- Data leakage
- Implementation costs
- Preferred
- Portfolio construction
- Capital allocation
- Risk budgeting
- Advanced degree
- Mathematics
- Statistics
These tags are our reading of the posting. They can miss something; the original posting is the reference.
Do you qualify?
Each requirement checked against your resume, in about a minute. No account. Your resume is deleted when the verdict appears.