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Quantitative Researcher Equities

DRW
🇬🇧London🇸🇬SingaporeMediorFull-timePosted April 29, 2026

About the Role

DRW is 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.

  • Research, design, and implement predictive signals and features across global equities.
  • Work with large, diverse datasets; develop robust feature engineering and point in time (PIT) data cleaning pipelines.
  • Collaborate with team members to implement research infrastructure, backtesting frameworks, and analytical tools.
  • Build frameworks and tools for performance attribution and ongoing live strategy monitoring.

Requirements

  • 2–8 years of experience in quant equities, with a primary focus on alpha research.
  • 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.