AI Equities Quantitative Developer

DRW is a diversified trading firm with over 3 decades of experience bringing sophisticated technology and exceptional people together to operate in markets around the world.  We value autonomy and the ability to quickly pivot to capture opportunities, so we operate using our own capital and trading at our own risk. 

Headquartered in Chicago with offices throughout the U.S., Canada, Europe, and Asia, we trade a variety of asset classes including Fixed Income, ETFs, Equities, FX, Commodities and Energy across all major global markets. We have also leveraged our expertise and technology to expand into three non-traditional strategies: real estate, venture capital and cryptoassets. 

We operate with respect, curiosity and open minds. The people who thrive here share our belief that it’s not just what we do that matters–it's how we do it.  DRW is a place of high expectations, integrity, innovation and a willingness to challenge consensus.  

Responsibilities:

• Build out Barra-based proprietary portfolio-level risk and optimization infrastructure.
• Key features include risk modeling, exposure measurement, risk monitoring infrastructure for systematic equities trading business line.
• Build attribution framework for systematic trading signals.
• Build data pipelines required for extraction/transformation/loading of data from Barra, Bloomberg and other key data sources using SQL and other big data analysis techniques.
• Build back testing and analysis modules.

Qualifications/Skills:

• Minimum 5 years of quantitative development experience, ideally at a multi-manager hedge fund or investment bank.
• Broad understanding of equities and futures markets, quantitative models like factor models, execution algorithms.
• Expert-level Python programming skills.
• Expertise in modern engineering practices. Data lakes, Devops and Containerization.  
• Experience working closely with Quants and portfolio managers and providing engineering support.

The annual base salary range for this position is $175,000 to $225,000, depending on the candidate’s experience, qualifications, and relevant skill set. The position is also eligible for an annual discretionary bonus.  In addition, DRW offers a comprehensive suite of employee benefits including group medical, pharmacy, dental and vision insurance, 401k (with discretionary employer match), short and long-term disability, life and AD&D insurance, health savings accounts, and flexible spending accounts.

For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at https://drw.com/privacy-notice.

California residents, please review the California Privacy Notice for information about certain legal rights at https://drw.com/california-privacy-notice.

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