LOL, "how to improve" this build doesn't need that much improvement honestly. For one you really did a great job picking out quality parts. What made me laugh though is how you asked for suggestions to improve it when all of these parts are absolutely top of the line (except for the cpu technically speaking, but it's fine if you just intend to game as games are more gpu dependent). Really, if you want a monster gaming pc with an os and a keyboard, you can't get parts that are of much higher quality. If I had to suggest a build with what I can only assume is a $2600 budget, then the build below is what I'd suggest. It's not much different than the one you suggested but the processor is slightly better, and the RAM should be significantly faster since it's DDR4. Also there's no reason for you to have watercooling unless you want to overclock the hell out of your processor, which you probably don't need to do.
PCPartPicker part list:
http://pcpartpicker.com/p/GDpggs
Price breakdown by merchant: http://pcpartpicker.com/p/GDpggs/by_merchant/
CPU: Intel Core i5-6600K 3.5GHz Quad-Core Processor ($248.95 @ Amazon)
CPU Cooler: CRYORIG H5 Universal 65.0 CFM CPU Cooler ($46.99 @ Newegg)
Thermal Compound: Arctic Silver 5 High-Density Polysynthetic Silver 3.5g Thermal Paste ($6.39 @ OutletPC)
Motherboard: Asus Z170 PRO GAMING ATX LGA1151 Motherboard ($162.99 @ Newegg)
Memory: Kingston HyperX Fury Black 16GB (2 x 8GB) DDR4-2133 Memory ($103.99 @ SuperBiiz)
Storage: Samsung 850 EVO-Series 250GB 2.5" Solid State Drive ($88.89 @ OutletPC)
Storage: Hitachi Deskstar 2TB 3.5" 7200RPM Internal Hard Drive ($59.90 @ Amazon)
Video Card: EVGA GeForce GTX 980 Ti 6GB Superclocked+ ACX 2.0+ Video Card (2-Way SLI) ($654.99 @ SuperBiiz)
Video Card: EVGA GeForce GTX 980 Ti 6GB Superclocked+ ACX 2.0+ Video Card (2-Way SLI) ($654.99 @ SuperBiiz)
Case: Fractal Design Define R5 (Black) ATX Mid Tower Case ($107.99 @ SuperBiiz)
Power Supply: EVGA SuperNOVA P2 850W 80+ Platinum Certified Fully-Modular ATX Power Supply ($124.99 @ Newegg)
Optical Drive: Lite-On iHAS124-14 DVD/CD Writer ($12.99 @ Newegg)
Operating System: Microsoft Windows 10 Pro OEM (64-bit) ($139.75 @ OutletPC)
Keyboard: Corsair K95 RGB Wired Gaming Keyboard ($169.99 @ Newegg)
Total: $2583.79
Prices include shipping, taxes, and discounts when available
Generated by PCPartPicker 2015-10-03 20:41 EDT-0400