Research Engineer (Options)

As a Research Engineer at DRW, you will be an integral member of a systematic research team comprised of experienced technologists, quantitative researchers, and traders. Your team solves challenging technological problems and contributes to the full tech stack, including software design, data engineering, distributed computing, and quantitative modeling. You will work on cutting-edge technology, receive mentorship from industry-leading engineers, and have immediate responsibility for work that directly impacts the business.

What you'll do

• Work with researchers to implement research studies, simulate trading strategies, and develop algorithms to compete in financial markets
• Design trading strategy simulation software optimized for distributed computation
• Develop software for large-scale data acquisition, storage, accessibility, and visualization
• Create user interfaces for data exploration and post-trade analysis
• Accelerate the research lifecycle from strategy prototype to production deployment
• Evaluate new technology and improve the technology stack

What you bring

• A Bachelor's degree in Computer Science, Computer Engineering, or related field
• Excellent software development skills in modern C++ and Python
• A strong understanding of object-oriented design, data structures, and algorithms
• A strong understanding of quantitative finance mathematics
• A solid foundation in programming with the ability to think, communicate, and code clearly
• A solid understanding of computer systems at every level of abstraction including hardware, OS, memory, and network
• Skills in multi-threaded applications
• An understanding of how to build software for long-term use and broad adoption
• Demonstrated ability to produce algorithmic code in a fast-paced environment

About DRW

DRW is a diversified trading firm with over three decades of experience, headquartered in Chicago with offices throughout the U.S., Canada, Europe, and Asia. The firm trades a variety of asset classes including Fixed Income, ETFs, Equities, FX, Commodities, and Energy across all major global markets, and has expanded into real estate, venture capital, and cryptoassets.