full-time
Quantitative Researcher - Delta One
DRW
- Employer
- DRW
- Location
- Chicago
- Working pattern
- on-site
- Salary
- $150,000–$250,000 / year
About the role
The researcher will develop and validate systematic delta-one futures strategies and integrate them into the FICC options trading platform. They will also partner with traders and developers to refine signal generation, hedging methodologies, and portfolio risk management frameworks. Candidates must have at least 2 years of experience in quantitative research for systematic trading, specifically within futures and listed derivatives. A strong background in Python, statistical modeling, and derivatives pricing is required, along with an advanced degree in a quantitative field.