1 month ago
London, United KingdomSenior
Responsibilities
- Design, build, and maintain high-performance software and data systems for quantitative researchers and trading teams.
- Implement and operate high-throughput raw exchange-data pipelines in modern C++.
- Orchestrate and improve the reliability of data and compute pipelines on HPC clusters.
- Create computation frameworks and research tooling for slicing, backtesting, and rapid iteration using Python and C++ integrations.
- Develop and maintain simulation frameworks integrated with high-frequency trading and live-trading platforms.
- Support training and deployment of quantitative trading models.
- Optimize codebases for performance, reliability, and resource efficiency.
- Work as a hands-on individual contributor and mentor junior team members as needed.
Requirements
- 7+ years of professional experience building large-scale, high-performance systems, with daily use of modern C++ and Python.
- Strong computer science fundamentals in data structures, algorithms, networking, operating systems, concurrency, and system design.
- Experience running compute at cluster scale, including job scheduling, resource management, retries, and reliability.
- 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 formats for event logs, telemetry, or replays.
- Experience designing and operating services or platforms used by technical users in data-intensive environments.
- Demonstrated ability to ship production software safely and repeatedly.
- Rust experience, cluster scheduler expertise, ML or deep learning framework familiarity, finance or market-data experience, GPU programming, packet processing, deterministic simulation, or internal platform and developer-productivity experience are desirable.
Tech Stack
Categories
BackendData Engineering
About DRW
DRW is a privately held proprietary trading firm that uses its own capital to trade and invest across global markets and asset classes, powered by technology and research. Founded in 1992 and headquartered in Chicago, it develops trading systems for strategies ranging from seconds to years and manages its own risk rather than external client money. The firm operates internationally from multiple offices.