Quantitative Developer - Equity Options

About the role

DRW, a diversified trading firm with over 30 years of experience, is looking for a Quantitative Developer to design, develop and improve pricing and trade execution systems for its Asia Equity Options business. As part of the desk, you will bridge research and trading teams and work with cutting-edge low-latency technologies alongside senior technologists.

Key responsibilities

• Build and improve high-availability production systems in C++ and Python under resource and latency constraints
• Analyse and discuss requirements from stakeholders
• Facilitate discussions on code implementation, testing and software architecture best practices
• Drive projects and lead new initiatives
• Work with the development team to resolve challenging design and coding issues
• Evaluate new technologies, tools, frameworks and software components for integration

Required profile

• 4+ years of hands-on quantitative software development, preferably at a trading firm or systematic fund
• Experience on highly distributed systems and multi-threaded programming, with a strong understanding of hardware/software interaction
• Solid understanding of machine learning concepts applied to systematic strategies, from research through production
• Prior experience with options or derivatives is a plus
• Dedicated team player with strong interpersonal, verbal and written communication skills, able to collaborate across research and engineering teams
• Meticulous attention to detail and the ability to thrive in fast-paced, high-pressure situations

Required skills

• Production-level Python and C++
• Boost, STL and data analysis workflows (pandas, polars or similar)
• Multi-threaded programming