2 months ago
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
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.