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Senior Quantitative Developer

London

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.

DRW is looking for an exceptional Senior Quantitative Developer with an expertise in core quantitative libraries development and their integration with external pricing and risk systems and tools to join a team of highly talented quants tasked with building a proprietary multi-asset class analytics platform.  Your role will focus on all the most technical aspects of the development of the core quantitative library including its performance, testing, stability, API-design, core data structures, multi-platform and multi-language support, while working closely with the quantitative analysts that developed the library, and the software engineers responsible for the analytics platform.  Your work will be used throughout the organization on a daily basis by traders, risk managers, and back office analysts.

To qualify for this role, you:

  • Have at least 5 years of professional experience with modern C++
  • Have working knowledge of fundamental concepts of financial analytics (options pricing, curve bootstrapping, model calibrations, etc)
  • Have extensive hands-on experience with Python, C#
  • Have hands on experience integrating analytics libraries with large scale software systems and services
  • Have experience with optimizing software for performance
  • Have practical experience designing API for embedded libraries
  • Have experience developing and providing front-line support for high-performance financial analytics code
  • Have created and supported user-facing interactive, UI-based tools for pricing, PnL and Risk calculations and market analysis
  • Have strong communication and collaboration skills with the ability to work within a multi-disciplinary team that includes traders, software engineers, and quants
  • Have strong sense of ownership of work and the ability to work independently and under pressure
  • Have experience with SQL / NoSQL / Redis / RabbitMQ / OLAP

Bonus points if you have:

  • Experience with interfacing C++ code with higher-level languages (e.g. Python, Java, C#) using SWIG of similar tools
  • Experience with Adjoint Algorithmic Differentiation
  • Experience with other programming languages such as C# (highly desirable), Java and VBA
  • Experience with statistical analysis and working with large datasets provided in relational or key-value databases
  • Have a Ph.D. in a quantitative field such as physics, mathematics, computer science, operations research or financial engineering

 

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.

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