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. We are building a new systematic, mid-frequency trading business at DRW. The strategy combines diverse data, modern machine learning, and high-performance software systems to identify and trade opportunities at scale. This is an early-stage effort within an established trading firm: the team has the opportunity to design its technology and research platform from the ground up while benefiting from DRW's capital, data, compute infrastructure, market access, and institutional experience. We are a small, fast-moving team of quantitative researchers and developers. Engineers are not a support function—they are central to how we conduct research, put strategies into production, and build a lasting competitive advantage. About the Role: As a Quantitative Developer / Research Engineer, you will be an early member of the team with meaningful ownership of its systems, research tooling, and engineering practices. You will work closely with experienced researchers and trading-system engineers across the team and the firm, combining substantial autonomy with strong technical mentorship. You will work at the intersection of quantitative research and software engineering, turning research ideas into reliable systems that trade. The ideal candidate combines strong software engineering fundamentals with an interest in quantitative research, machine learning, and data-intensive systems. This role will require you being in the NY office 5 days per week. You will: 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 emp...