full-time
Quant Researcher - Compute Markets
DRW
- Employer
- DRW
- Location
- London
- Working pattern
- on-site
About the role
Develop and maintain a pricing framework for forward, structured, and credit-linked transactions within compute markets. Collaborate with trading and risk teams to define valuation models and provide strategic input on transaction structures. Requires a PhD or MSc in a quantitative discipline such as financial mathematics, statistics, or physics. Candidates must demonstrate the ability to build pricing models from first principles and possess strong proficiency in Python.