2 months ago
Singapore, SingaporeMid Level
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.
- Build research tooling and ad-hoc computation frameworks using Python and C++ integrations.
- Develop and maintain simulation frameworks integrated with HFT and live-trading platforms.
- Support the training and deployment of quantitative trading models.
- Monitor, manage, troubleshoot, and optimize distributed platforms for performance, reliability, and resource efficiency.
Requirements
- At least 2 years of professional experience building large-scale, high-performance systems with daily use of modern C++ and Python.
- Strong fundamentals in data structures, algorithms, networking, operating systems, concurrency, and system design.
- Fluency in data engineering, including schemas, storage formats, compression, I/O trade-offs, and pipelines handling hundreds of terabytes.
- Experience designing and operating services or platforms for technical users in data-intensive environments.
- Ability to support internal users, improve workflows, and ship production software safely and repeatedly.
- Strong written and verbal communication, collaboration, and empathy.
- Rust experience, cluster-scale computing with technologies such as Slurm, Kubernetes, Ray, or Spark, GPU programming, or familiarity with machine-learning and deep-learning frameworks is desirable.
- Finance or market-data experience, packet processing, deterministic simulation and replay systems, or internal developer-platform experience is 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.