At a Glance
- Tasks: Join a talented team to develop core quantitative libraries for a multi-asset class analytics platform.
- Company: DRW is a leading trading firm with over 30 years of experience in global markets.
- Benefits: Enjoy a culture of autonomy, innovation, and respect, with opportunities for professional growth.
- Why this job: Be part of a high-performance team that values integrity and challenges the status quo.
- Qualifications: 5+ years in C++, strong Python/C# skills, and financial analytics knowledge required.
- Other info: Bonus points for experience with advanced programming techniques and a Ph.D. in a quantitative field.
The predicted salary is between 54000 - 84000 £ per year.
DRW is a diversified trading firm with over 3 decades of experience bringing sophisticated technology and exceptional people together to operate in markets around the world. We value autonomy and the ability to quickly pivot to capture opportunities, so we operate using our own capital and trading at our own risk.
Headquartered in Chicago with offices throughout the U.S., Canada, Europe, and Asia, we trade a variety of asset classes including Fixed Income, ETFs, Equities, FX, Commodities and Energy across all major global markets. We have also leveraged our expertise and technology to expand into three non-traditional strategies: real estate, venture capital and cryptoassets.
We operate with respect, curiosity and open minds. The people who thrive here share our belief that it’s not just what we do that matters-it’s how we do it. DRW is a place of high expectations, integrity, innovation and a willingness to challenge consensus.
DRW is looking for an exceptional Senior Quantitative Developer with expertise in core quantitative libraries development and their integration with external pricing and risk systems and tools to join a team of highly talented quants tasked with building a proprietary multi-asset class analytics platform. Your role will focus on all the most technical aspects of the development of the core quantitative library including its performance, testing, stability, API-design, core data structures, multi-platform and multi-language support, while working closely with the quantitative analysts that developed the library, and the software engineers responsible for the analytics platform. Your work will be used throughout the organization on a daily basis by traders, risk managers, and back office analysts.
To qualify for this role, you:
- Have at least 5 years of professional experience with modern C++
- Have working knowledge of fundamental concepts of financial analytics (options pricing, curve bootstrapping, model calibrations, etc)
- Have extensive hands-on experience with Python and C#
- Have hands-on experience integrating analytics libraries with large scale software systems and services
- Have experience with optimizing software for performance
- Have practical experience designing APIs for embedded libraries
- Have experience developing and providing front-line support for high-performance financial analytics code
- Have created and supported user-facing interactive, UI-based tools for pricing, PnL and Risk calculations and market analysis
- Have strong communication and collaboration skills with the ability to work within a multi-disciplinary team that includes traders, software engineers, and quants
- Have a strong sense of ownership of work and the ability to work independently and under pressure
- Have experience with SQL / NoSQL / Redis / RabbitMQ / OLAP
Bonus points if you have:
- Experience with interfacing C++ code with higher-level languages (e.g. Python, Java, C#) using SWIG or similar tools
- Experience with Adjoint Algorithmic Differentiation
- Experience with other programming languages such as C# (highly desirable), Java and VBA
- Experience with statistical analysis and working with large datasets provided in relational or key-value databases
- Have a Ph.D. in a quantitative field such as physics, mathematics, computer science, operations research or financial engineering
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Senior Quantitative Developer | London, UK employer: DRW
Contact Detail:
DRW Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Senior Quantitative Developer | London, UK
✨Tip Number 1
Make sure to showcase your experience with modern C++ and Python in your discussions. Highlight specific projects where you integrated analytics libraries with large-scale software systems, as this is crucial for the role.
✨Tip Number 2
Familiarize yourself with DRW's trading strategies and the asset classes they operate in. This knowledge will help you demonstrate your understanding of financial analytics concepts during interviews.
✨Tip Number 3
Prepare to discuss your experience with API design and optimization of software performance. Be ready to provide examples of how you've tackled these challenges in previous roles.
✨Tip Number 4
Emphasize your collaboration skills and ability to work within a multi-disciplinary team. Share experiences where you successfully communicated complex technical concepts to non-technical stakeholders.
We think you need these skills to ace Senior Quantitative Developer | London, UK
Some tips for your application 🫡
Understand the Role: Make sure you fully understand the responsibilities and requirements of the Senior Quantitative Developer position. Familiarize yourself with the technologies and concepts mentioned in the job description, such as C++, Python, financial analytics, and API design.
Tailor Your CV: Customize your CV to highlight relevant experience that aligns with the job description. Emphasize your expertise in C++, Python, and any experience with financial analytics or large-scale software systems. Use specific examples to demonstrate your skills.
Craft a Compelling Cover Letter: Write a cover letter that showcases your passion for quantitative development and your understanding of DRW's values. Mention how your experience and skills make you a perfect fit for the role and how you can contribute to their multi-asset class analytics platform.
Highlight Collaboration Skills: Since the role involves working closely with traders, software engineers, and quants, be sure to highlight your communication and collaboration skills in your application. Provide examples of past experiences where you successfully worked in a multidisciplinary team.
How to prepare for a job interview at DRW
✨Showcase Your Technical Expertise
Be prepared to discuss your experience with modern C++, Python, and C#. Highlight specific projects where you've integrated analytics libraries with large-scale software systems. This will demonstrate your hands-on experience and technical proficiency.
✨Understand Financial Analytics Concepts
Brush up on fundamental concepts like options pricing, curve bootstrapping, and model calibrations. Being able to articulate these concepts during the interview will show that you have the necessary financial knowledge to excel in this role.
✨Demonstrate Collaboration Skills
Since the role involves working closely with traders, software engineers, and quants, be ready to share examples of how you've successfully collaborated in multi-disciplinary teams. Emphasize your communication skills and ability to work under pressure.
✨Prepare for Problem-Solving Questions
Expect technical problem-solving questions related to optimizing software performance and API design. Practice explaining your thought process clearly, as this will showcase your analytical skills and ability to tackle complex challenges.