Quantitative Developer
DRWAbout the Role
As a Quantitative Developer / Research Engineer, you will be an early member of a small, fast-moving team building a new systematic, mid-frequency trading business at DRW. You will work at the intersection of quantitative research and software engineering, turning research ideas into reliable systems that trade by combining substantial autonomy with strong technical mentorship.
- Design and build the core research and trading platform, including data pipelines, backtesting and simulation frameworks, portfolio and execution tooling, and research APIs
- Work closely with quantitative researchers to implement studies, test hypotheses, and translate promising ideas into robust production systems
- Develop and productionize statistical and machine learning models, owning the workflow from feature generation and training through backtesting, deployment, and live monitoring
- Build reliable data infrastructure for large historical and real-time datasets, with an emphasis on point-in-time correctness, reproducibility, performance, and ease of use
- Improve the performance and scalability of computationally intensive research and production workloads
Requirements
- A bachelor's, master's, or PhD degree in computer science, computer engineering, or another technical field
- At least two years of experience developing production software, primarily in Python and/or C++, with the ability and willingness to work across languages when needed
- Strong computer science fundamentals and sound instincts in software design, debugging, testing, and performance analysis
- The ability to enter an unfamiliar system, develop a clear mental model of it, and identify practical ways to improve its reliability, simplicity, and performance
- Fluency in a UNIX/Linux environment and a working understanding of operating systems, concurrency, networking, and system performance
- A track record of scoping and delivering production systems in fast-moving or ambiguous environments
- High ownership, good judgment, and a bias toward action—you identify risks early, reduce unnecessary complexity, and take pride in building systems that others rely on
- Clear communication and a collaborative working style, particularly when working across research and engineering disciplines
What You'll Get
- $175k–$250k base salary
- 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
- Flexible spending accounts