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Location: London, Singapore 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 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. Key Responsibilities 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. 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 . [#LI-AC]

Location: New York 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. DRW is looking for Quantitative Researchers to join our expanding Mid-Frequency Systematic Trading team in New York City. Responsibilities Apply statistical and machine learning methods across diverse datasets to build trading models that capture novel signals in market behavior. You will contribute across the full strategy lifecycle — from alpha research and signal generation to portfolio optimization and execution logic. You will prototype new ideas, investigate strategy components, and write production-quality code to bring them to life. We're a highly collaborative team that moves quickly and holds a high bar for rigor. We invest in mentorship and hands-on guidance to help you ramp up and grow. Qualifications 2+ years of prior work experience in statistical arbitrage or systematic trading research Proven ability to conduct research with large, noisy real-world datasets Strong programming skills, with proficiency in Python for data analysis and machine learning. Experience with C++ a plus but not required Degree in a quantitative or technical discipline, such as statistics, computer science, physics, mathematics or economics. All levels welcome, from bachelor's to doctorate Deep-diving, detail-oriented thinker with a strong bias for action and ability to excel in a fast-paced environment Ability to own and drive open-ended problems, explore novel approaches, and communicate complex ideas clearly The annual base salary range for this position is $200,000 to $300,000 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 . [#LI-AC]

Location: Singapore | 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. 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 seeking a Senior Software Engineer to design, build, and operate research and production infrastructure for mid-frequency equity statistical arbitrage strategies. This is a hands-on engineering role with ownership across the full trading stack, including data ingestion, research tooling, back testing, production strategy deployment, execution integration, real-time monitoring, diagnostics, and post-trade analysis. The ideal candidate has experience building end-to-end systematic trading systems in a hedge fund or proprietary trading environment. We are also highly interested in strong software engineers from technology companies or adjacent domains who have built complex, data-intensive systems with high standards for correctness, reliability, scalability, and long-term maintainability. Responsibilities Architect, implement, and maintain production infrastructure for systematic trading strategies Build and optimize large-scale data pipelines for research and production use Develop and maintain research, simulation, and back testing platforms Integrate trading strategies with execution systems and support live trading workflows Build tooling for real-time monitoring, diagnostics, performance attribution, and post-trade analysis Improve system design, scalability, observability, operational resilience, and maintainability Preferred Qualifications 5+ years of hands-on software engineering experience designing, building and operating systems with high complexity. Prior experience in equity stat-arb in a hedge fund, prop trading or systematic trading environment is strongly preferred. Familiarity with the end-to-end systematic trading stack, including data, research, back testing, execution, monitoring, and post-trade analysis. Strong system design skills and sound engineering judgment. High standards for correctness, reliability, testing, observability, and maintainability 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 . #LI-PR1

Location: Limassol, Cyprus; Tallinn, Estonia; Riga, Latvia; Vilnius, Lithuania; Moscow, Russia; Saint Petersburg, Russia Freedom24 is a trusted online broker with expertise in the US, European, and Asian stock markets, registered in Cyprus, and offers a broad range of services in the financial markets. Freedom Team is a union of highly qualified professionals on the market, bursting with vibrant energy and pioneer ideas. All of us are goal-oriented with a strong belief in teamwork power built on the strength of each of us. We are looking for a hands-on Risk Manager to strengthen our risk function within a brokerage environment in institutional business team. This role requires deep practical expertise in trading risks, derivatives, and client exposure management, as well as the ability to enhance risk infrastructure and work closely with trading, IT, and client-facing teams. The ideal candidate combines quantitative strength, real-market experience, and decisive risk judgment. If you feel like you’re a good fit for us and we are a good fit for you, go ahead and check this position out. Key Responsibilities: Maintain a clear and comprehensive understanding of all major risk types relevant to brokerage operations. Monitor client positions and the firm’s overall risk exposure in real time. Communicate with clients regarding margin requirements and risk events. Make decisions on forced position reduction or liquidation when limits are breached. Analyze the risk profile of different trading strategies, including: Arbitrage strategies, Directional strategies, Options and volatility-based strategies. Demonstrate strong expertise in options: Solid understanding of Greeks and pricing parameters, Ability to model options portfolios. Quantitative assessment of probabilistic and stress risks. Contribute to the development and enhancement of the firm’s risk management framework and risk engine. Define technical requirements and collaborate with IT on automation and monitoring tools. Requirements Higher education in mathematics, physics, engineering, quantitative finance, or another technical field. Proven experience as a Risk Manager within a brokerage firm, Financial institution,Trading or investment company or related fields. Deep understanding of derivatives, margin trading, and market risk. Strong quantitative competence in options and portfolio risk modeling. Programming experience or proven ability to define technical specifications for developers. Strong analytical thinking and ability to make fast, well-reasoned decisions under market stress. High level of accuracy and attention to detail. Strong sense of responsibility and execution discipline. Results-oriented mindset. Emotional stability in high-pressure market situations. English and Russian proficiency at B1+ level (Intermediate or higher). Benefits Work in the modern office in the center of Limassol with Team of open-mind people; VISA sponsorship for employee and family members; Relocation package, including reimbursement for flights and accommodation for 1 month; 21 working days of paid vacation; Paid sick leaves; 12 Days Off (1 day monthly) in a year as an alternative of public holidays; Competitive salary package, including family & child benefits; The Company cover 50% of annual cost of Healthy Plan, which employee will decide to set up with any Insurance Company; Full Accounting & Tax Support; Team building, corporate events, football and volleyball clubs, sports events & challenges, yoga classes.