Trading Quantitative Researcher in London

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. 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. DRW is a place of high expectations, integrity, innovation and a willingness to challenge consensus. We are seeking a Quantitative Researcher to work on alpha generation, model development, and the full research pipeline for mid-frequency equity statistical arbitrage strategies. The position will collaborate closely with the Portfolio Manager and other team members, contributing across all stages — from data processing and feature engineering to backtesting and live deployment. develop robust feature engineering and point in time (PIT) data cleaning pipelines. Build frameworks and tools for performance attribution and ongoing live strategy monitoring. Familiarity with both standard and alternative datasets used in equity stat arb strategies, including data cleansing, ticker mapping, point-in-time (PIT) handling, and other dataset idiosyncrasies. Strong programming skills in Python; experience with SQL and distributed data environments. Advanced degree (PhD/MSc) in Mathematics, Physics, Statistics, Computer Science, or related quantitative discipline. For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at . California residents, please review the California Privacy Notice for information about certain legal rights at .[#