Senior Software Engineer - Research Technology

At DRW, a diversified trading firm with over three decades of experience, you will build and operate the platform powering compute-intensive analysis of large event-stream datasets. The work resembles a game engine's replay loop, a telecom packet pipeline, or a streaming analytics platform, applied to financial market data. You'll work across exchange-data ingestion, HPC orchestration, simulation, and research tooling using modern C++ for throughput-critical systems, Python with C++ bindings for research tools, and distributed computing on HPC clusters. Trading experience is not required; DRW provides comprehensive onboarding.

What you'll do

• Design, build, and maintain high-performance, scalable software and data systems used by quant researchers and trading teams
• Implement raw exchange data pipelines in modern C++ and operate them at high-throughput scale
• Orchestrate and improve reliability of data and compute pipelines on HPC clusters
• Create ad-hoc computation frameworks and research tooling that let researchers slice, backtest, and iterate rapidly using Python and C++ integrations
• Develop and maintain simulation frameworks tightly integrated with HFT and live trading platforms
• Support training and deployment of quantitative models used in trading
• Optimize codebases for performance, reliability, and resource efficiency across the full stack
• Work primarily as a hands-on individual contributor while mentoring junior team members as needed

What you bring

• 7+ years of professional experience building large-scale, high-performance systems with daily use of modern C++ (>=17) and Python
• Strong CS fundamentals including data structures, algorithms, networking, OS, concurrency, and system design
• Experience running compute at cluster scale: job scheduling, resource management, retries, and reliability (Slurm, Kubernetes, Ray, Spark, or custom internal schedulers)
• Proven data-engineering experience with schema design, storage formats, compression, I/O trade-offs, and pipelines processing hundreds of terabytes
• Experience with columnar formats such as Parquet or Arrow, or comparable domain-specific formats used for event logs, telemetry, or replays
• Experience designing and operating services or platforms used by other technical users in data-intensive environments
• Demonstrated ability to ship production software safely and repeatedly, with an obsession for data-driven quality

Nice to have

• Rust experience alongside C++ and Python
• Slurm or other cluster scheduler expertise
• Familiarity with ML and Deep Learning frameworks
• Prior finance or market-data experience, including low-level market connectivity
• GPU programming experience
• Historical network and packet processing experience (telecom, network appliances, packet-capture replay infrastructure)
• Deterministic simulation and replay systems (game engines, cell simulators, distributed-systems testing frameworks)
• Developer productivity or platform engineering for internal users (making other engineers or researchers faster and safer, at scale)

About DRW

DRW is a diversified trading firm 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 operates with respect, curiosity, and open minds.