Quantitative Developer

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. 

The MASS (Multi-Asset Systematic Strategies) team is seeking an outstanding Quantitative Developer to design, build, and maintain our systematic trading platform. You will work hand-in-hand with traders, researchers, and infrastructure engineers to turn trading ideas into production-grade strategies that execute across global markets.

Key Responsibilities

• Design, develop, and maintain high-performance quantitative trading systems with market-connectivity, order-management, and execution-strategy components.


• Collaborate with quantitative traders to transform quantitative strategies into robust production code.


• Develop and tune data pipelines, back-testing frameworks, and simulation environments.

Required Qualifications

• 3-5 years’ experience in developing, optimizing and supporting quantitative trading systems including:
  
  
  
  • Exchange/market-data APIs
  
  
  • Real-time strategy implementation and portfolio logic
  
  
  • Order-routing, risk and position management
  
  
  •  Supporting systems and data needed to trade futures and equity instruments.
  
  
  • Prior experience working closely with traders or quants at a trading desk is required.
  
  
  
  


• Expert-level programming skills in both Python and C++.


• Solid experience with databases and SQL; exposure to KDB/q is a strong plus.


• Bachelor’s or higher degree in Computer Science, Software Engineering or a related technical field.


• Experience in the implementation of machine-learning frameworks (TensorFlow, PyTorch, scikit-learn) applied to quantitative trading is a plus.

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