Quantitative Trading Analyst

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.We are looking for a Quantitative Trading Analyst (QTA) to join a volatility-focused trading team. This role is ideal for candidates with 1–2 years of experience in trading, quantitative research, market making, or systematic strategies who are interested in applying quantitative thinking to volatility markets. Prior experience across a variety of asset classes is welcome — including equities, rates, credit and FX.What you’ll doAnalyze, improve and implement trading strategiesDevelop and maintain quantitative models, analytics, and trading toolsAnalyze large datasets to identify market opportunities, inefficiencies, and risk exposuresActively manage live market trading algorithmsProvide liquidity in options via systematic algos and voice in IDB marketsConduct research into volatility dynamics, pricing, and market microstructureCollaborate with technology teams to improve trading infrastructure and automationSupport new product and market expansion initiatives across asset classesWhat we’re looking for1–2 years of experience in trading, quantitative analysis, research, or a related roleStrong academic background in mathematics, physics, computer science, engineering, or a similarly quantitative disciplineExcellent quantitative and analytical problem-solving skillsStrong understanding of probability, statistics, and market behaviorProficiency in Python; experience with SQL, R, or C++ is a plusIntellectual curiosity and a genuine interest in financial markets and volatility productsAbility to work in a fast-paced, collaborative environmentStrong communication skills and attention to detailExperience working with derivatives or volatility productsFamiliarity with options pricing, Greeks, or volatility surface analysisExperience handling large market datasets or building research pipelinesFor 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 .[#LI-JW1]