Base Salary
$175k - $250k/yr
Responsibilities
- Design and build data pipelines, backtesting and simulation frameworks, portfolio and execution tooling, and research APIs.
- Collaborate with quantitative researchers to implement studies, test hypotheses, and translate research ideas into production systems.
- Develop and productionize statistical and machine learning models from feature generation and training through backtesting, deployment, and live monitoring.
- Build reliable infrastructure for large historical and real-time datasets with point-in-time correctness, reproducibility, performance, and usability.
- Improve the performance and scalability of computationally intensive research and production workloads.
- Contribute to architecture, development practices, testing standards, and operational processes.
- Take systems and strategies from prototype to production and remain accountable for their reliability after launch.
Requirements
- Bachelor’s, master’s, or PhD degree in computer science, computer engineering, or another technical field.
- At least two years of experience developing production software, primarily in Python and/or C++.
- Strong computer science fundamentals and experience with software design, debugging, testing, and performance analysis.
- Fluency in a UNIX/Linux environment and working knowledge of operating systems, concurrency, networking, and system performance.
- Track record of scoping and delivering production systems in fast-moving or ambiguous environments.
- Strong ownership, judgment, problem-solving ability, communication, and collaboration skills.
- Preferred: experience with PyTorch, GPU computing, kernel development, distributed training, performance optimization, production machine learning or data pipelines, and large-scale concurrent or high-throughput systems.
- Preferred: foundation in mathematics, statistics, optimization, or machine learning and experience building tools for quantitative researchers or data scientists.
Benefits
- Annual discretionary bonus eligibility.
- Medical, pharmacy, dental, and vision insurance.
- 401(k) with discretionary employer match.
- Short- and long-term disability insurance, life and AD&D insurance.
- Health savings accounts and flexible spending accounts.
- Work from the New York office five days per week.
About DRW
At DRW, we identify and capture trading and investment opportunities globally. What sets us apart is our diversified approach—trading across many asset classes and instruments, in markets around the world, with horizons from seconds to years. We succeed by leveraging technology, research and risk management. We offer the best of both worlds: the opportunity and spirit of a startup and the benefits and stability of an established, experienced firm. Our employees work hard to solve interesting problems, and their results are rewarded. We value continuous learning—from our outcomes, from the environment and from each other. It’s a place of high expectations, deep curiosity, and constant collaboration, with some of the smartest, most passionate people you’ll meet. // Chez DRW, nous identifions et saisissons les opportunités de négociation et d'investissement au niveau mondial. Ce qui nous différencie, c'est notre approche diversifiée : nous négocions sur de nombreuses classes d'actifs et d'instruments, sur des marchés du monde entier, avec des horizons allant de quelques secondes à plusieurs années. Nous réussissons en nous appuyant sur la technologie, la recherche et la gestion des risques. Nous offrons le meilleur des deux mondes: les opportunités et l'ésprit d’une entreprise en démarrage, et les avantages et la stabilité d'une entreprise établie et expérimentée. Nos employés travaillent dur pour résoudre des problèmes intéressants et leurs résultats sont récompensés. Nous valorisons l'apprentissage continu – de nos résultats, de l’environnement et de chacun de nous. C’est un lieu où les attentes sont élevées, la curiosité est profonde et la collaboration est constante, et où l’on retrouve quelques-uns des individus les plus intelligents et les plus passionnés que vous puissiez rencontrer.