15 hours ago
Base Salary
$150k - $200k/yr
Responsibilities
- Partner with stakeholders and quantitative teams to design and implement complex financial modeling solutions.
- Architect robust and scalable analytics systems using finance and quantitative analysis expertise.
- Write readable and well-tested code across multiple languages, programming paradigms, and platforms.
- Collaborate with business, development, IT, trading support, risk management, and trading teams.
- Provide on-call support through a team-wide rotation.
- Communicate with users to provide support, testing, and ensure their needs are understood.
Requirements
- Experience applying linear algebra, optimization, and numerical methods.
- Strong understanding of statistics and probability.
- Experience with quantitative modeling of financial products and derivatives.
- Fluency in functional, object-oriented, or imperative programming languages.
- Competence with distributed version control, CI/CD, Docker, and Kubernetes.
- Familiarity with Elixir, Python, Java, or C#.
- Familiarity with at least one systems-level language: C, C++, or Rust.
- Familiarity with pricing, risk management, portfolio analytics, exchange-traded financial assets, statistics, or financial engineering.
- Knowledge of data structures and algorithm design and analysis.
- Strong problem-solving, debugging, collaboration, communication, adaptability, and independent project execution skills.
Benefits
- Annual base salary range of $150,000 to $200,000, plus eligibility for an annual discretionary bonus.
- Medical, pharmacy, dental, and vision insurance.
- 401(k) with discretionary employer match.
- Short- and long-term disability, life, and AD&D insurance.
- Health savings accounts and flexible spending accounts.
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.