Quantitative Researcher – Equities

About the role

DRW is looking for a Quantitative Researcher to design and implement mid‑frequency equity statistical arbitrage strategies. The role involves end‑to‑end research, from data processing and feature engineering to backtesting and live deployment, working closely with the Portfolio Manager and the research team.

Key responsibilities

• Research, design, and implement predictive signals and features across global equities.
• Develop robust feature‑engineering and point‑in‑time data cleaning pipelines for large, diverse datasets.
• Collaborate to build research infrastructure, backtesting frameworks, and analytical tools.
• Create frameworks for performance attribution and ongoing live strategy monitoring.

Required profile

• 2–8 years of experience in quantitative equities with a focus on alpha research.
• Familiarity with standard and alternative datasets, including data cleansing, ticker mapping, and PIT handling.
• Strong programming skills in Python, with experience in SQL and distributed data environments.
• Advanced degree (PhD/MSc) in Mathematics, Physics, Statistics, Computer Science, or a related quantitative discipline.

Required skills

• Python
• SQL
• Distributed data environments