Quantitative Developer – Equity Options

About the role

DRW is seeking a Quantitative Developer to design, develop and enhance pricing and trade execution systems for its Asia Equity Options business. The role sits within the desk, bridging research and trading teams, and offers the chance to work with low‑latency technologies in a collaborative environment.

Key responsibilities

• Build and improve high‑availability production systems in C++ and Python under strict latency constraints.
• Analyze stakeholder requirements and translate them into robust software solutions.
• Lead discussions on code implementation, testing strategies and software architecture best practices.
• Drive projects and initiate new technical initiatives.
• Collaborate with the development team to resolve complex design and coding challenges.
• Evaluate and integrate new technologies, tools, frameworks and software components.

Required profile

• 3+ years of hands‑on quantitative software development experience, preferably at a trading firm or systematic fund.
• Strong production experience in Python and C++ (including Boost and STL) and data‑analysis workflows such as pandas or polars.
• Experience with highly distributed, multi‑threaded systems and a solid understanding of hardware/software interaction.
• Good grasp of machine‑learning concepts applied to systematic strategies.
• Prior exposure to options or derivative products is a plus.
• Excellent communication skills and the ability to work effectively across research and engineering teams.

Required skills

• Python
• C++
• Boost
• STL
• pandas
• polars
• Multi‑threaded programming
• Distributed systems
• Machine‑learning concepts