Software Engineer - Research Technology

As a Software Engineer in Research Technology at DRW, you will contribute to a small team building the software platform that powers researchers running compute-heavy analyses on very large event-stream datasets. The workload is analogous to a game engine's replay and simulation loop, a telco's real-time packet pipeline, or a big-tech streaming and analytics platform, applied to financial market data. You will help deliver high-quality data, fast and flexible compute tooling, robust simulation and deployment systems, and ergonomics that let researchers iterate quickly.

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.
• Monitor, manage, and troubleshoot distributed platforms.
• Optimize codebases for performance, reliability, and resource efficiency across the full stack.

What you bring

• 2+ years of professional experience building large-scale, high-performance systems with daily use of modern C++ (C++17 or later) and Python.
• Strong computer science fundamentals: data structures, algorithms, networking, operating systems, concurrency, and system design.
• Data engineering fluency: designing schemas, choosing storage formats, understanding compression and I/O trade-offs, and operating pipelines that write and read hundreds of TB. Comfort reasoning about columnar formats like Parquet and Arrow.
• Experience designing and operating services or platforms used by other technical users in data-intensive environments.
• Comfort supporting internal users and iterating on ergonomics and workflows.
• Demonstrated ability to ship production software safely and repeatedly, with an obsession for data-driven quality.
• Excellent written and verbal communication, with a collaborative mindset and empathy for your users.

Nice to have

• Rust experience alongside C++ and Python.
• Experience running compute at cluster scale: job scheduling, resource management, retries, and reliability using tools such as Slurm, Kubernetes, Ray, Spark, or custom internal schedulers.
• GPU programming experience.
• Familiarity with machine learning or deep learning frameworks.
• Prior finance or market-data experience, including low-level market connectivity.
• Historical network or packet processing experience in telco, network appliances, or packet-capture replay infrastructure.
• Experience with deterministic simulation and replay systems such as game engines, cell simulators, or distributed-systems testing frameworks.
• Platform engineering or developer productivity work for internal users, including internship or open-source projects.

About DRW

DRW is a diversified trading firm with over three decades of experience operating in markets around the world. Headquartered in Chicago with offices throughout the U.S., Canada, Europe, and Asia, DRW 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.