[Let me preface this by saying that I am NOT referring to equity stock proprietary trading firms - completely different business model as compared to futures and OTC/cash proprietary trading firms.] Unless you already have some kind of really good trade going... get hired as a programmer with expertise in machine learning and time series modeling. Some guy on Shell Houston's Natural Gas Desk whose wife gets transferred to NYC; some guy on Cargill's Desk in Minnetonka who got divorced and wants to move back to Chicago - those are the types of traders that DRW looks for. Jump, Gelber, RCG, Allston, Belvedere and the others are looking for quants in terms of ground floor entry level positions. But they will take a look if you are doing well as an independent under the "right" circumstances.