Data & AnalyticsOn-site

Quantitative Trading Analyst

DRW · On-site

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Last seen by MeritLog September 12, 2026Source: GreenhouseSource version: greenhouse-job-board-v1

MeritLog read this listing from DRW's Greenhouse job board and last checked it on September 12, 2026.

Source: the employer's Greenhouse job board. Open the original listing for current details.

Job details

Work model: On-site
Salary: Not listed by source
Location: London

Hiring context

How this role compares at DRW

DRW has 159 live roles in MeritLog’s catalog across 9 job families, and 68 of them are in data & analytics. 72 of those listings publish a pay range, a disclosure rate of 45%.

DRW concentrates this hiring in:

Counted across the job boards MeritLog tracks, at the time this page was served. Pay comparisons use only listings that publish a complete range in the same currency and period.

What the role asks for

What you'd do

Analyze, improve and implement trading strategies
Develop and maintain quantitative models, analytics, and trading tools
Analyze large datasets to identify market opportunities, inefficiencies, and risk exposures
Actively manage live market trading algorithms
Provide liquidity in options via systematic algos and voice in IDB markets
Conduct research into volatility dynamics, pricing, and market microstructure
Collaborate with technology teams to improve trading infrastructure and automation
Support new product and market expansion initiatives across asset classes
1–2 years of experience in trading, quantitative analysis, research, or a related role
Strong academic background in mathematics, physics, computer science, engineering, or a similarly quantitative discipline
Excellent quantitative and analytical problem-solving skills
Strong understanding of probability, statistics, and market behavior
Proficiency in Python; experience with SQL, R, or C++ is a plus
Intellectual curiosity and a genuine interest in financial markets and volatility products
Ability to work in a fast-paced, collaborative environment
Strong communication skills and attention to detail
Experience working with derivatives or volatility products
Familiarity with options pricing, Greeks, or volatility surface analysis
Experience handling large market datasets or building research pipelines

Parsed by MeritLog from the employer’s own posting. The full description follows below.

Job description

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 do • Analyze, improve and implement trading strategies • Develop and maintain quantitative models, analytics, and trading tools • Analyze large datasets to identify market opportunities, inefficiencies, and risk exposures • Actively manage live market trading algorithms • Provide liquidity in options via systematic algos and voice in IDB markets • Conduct research into volatility dynamics, pricing, and market microstructure • Collaborate with technology teams to improve trading infrastructure and automation • Support new product and market expansion initiatives across asset classes What we’re looking for • 1–2 years of experience in trading, quantitative analysis, research, or a related role • Strong academic background in mathematics, physics, computer science, engineering, or a similarly quantitative discipline • Excellent quantitative and analytical problem-solving skills • Strong understanding of probability, statistics, and market behavior • Proficiency in Python; experience with SQL, R, or C++ is a plus • Intellectual curiosity and a genuine interest in financial markets and volatility products • Ability to work in a fast-paced, collaborative environment • Strong communication skills and attention to detail • Experience working with derivatives or volatility products • Familiarity with options pricing, Greeks, or volatility surface analysis • Experience handling large market datasets or building research pipelines 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-JW1]

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