At a Glance
- Tasks: Join a talented team to develop core quantitative libraries for a multi-asset analytics platform.
- Company: DRW is a leading trading firm with over 30 years of experience in global markets.
- Benefits: Enjoy a dynamic work environment with opportunities for autonomy and innovation.
- Why this job: Be part of a culture that values integrity, collaboration, and challenging the status quo.
- Qualifications: 5+ years in modern C++, financial analytics knowledge, and strong Python/C# skills required.
- Other info: Bonus points for experience with C++ integration, statistical analysis, and a Ph.D. in a quantitative field.
The predicted salary is between 48000 - 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, 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 API 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 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
Senior Quantitative Developer employer: DRW Holdings, LLC.
Contact Detail:
DRW Holdings, LLC. Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Senior Quantitative Developer
✨Tip Number 1
Familiarise yourself with DRW's core values and culture. Understanding their emphasis on autonomy, integrity, and innovation will help you align your approach during interviews and discussions, showcasing that you are a good fit for their team.
✨Tip Number 2
Brush up on your knowledge of financial analytics concepts like options pricing and model calibrations. Being able to discuss these topics confidently will demonstrate your expertise and show that you can contribute effectively to the team.
✨Tip Number 3
Network with current or former employees of DRW, especially those in quantitative roles. They can provide valuable insights into the interview process and the specific skills that are highly regarded within the company.
✨Tip Number 4
Prepare to discuss your experience with integrating analytics libraries into large-scale systems. Be ready to share specific examples of how you've optimised performance and designed APIs, as these are crucial aspects of the Senior Quantitative Developer role.
We think you need these skills to ace Senior Quantitative Developer
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your experience with modern C++, Python, and C#. Emphasise any relevant projects or roles that showcase your expertise in financial analytics and quantitative development.
Craft a Strong Cover Letter: In your cover letter, express your passion for quantitative development and how your skills align with DRW's values of integrity and innovation. Mention specific experiences that demonstrate your ability to work under pressure and collaborate with multi-disciplinary teams.
Showcase Technical Skills: Clearly outline your technical skills related to API design, performance optimisation, and integration of analytics libraries. Provide examples of past projects where you successfully implemented these skills.
Highlight Communication Abilities: Since the role requires strong communication skills, include examples of how you've effectively collaborated with traders, software engineers, and quants in previous positions. This will show your ability to thrive in DRW's team-oriented environment.
How to prepare for a job interview at DRW Holdings, LLC.
✨Showcase Your Technical Skills
Be prepared to discuss your experience with modern C++ and Python in detail. Highlight specific projects where you've developed core quantitative libraries or integrated analytics with large-scale systems, as this will demonstrate your technical expertise.
✨Understand Financial Concepts
Brush up on fundamental financial analytics concepts such as options pricing and model calibrations. Being able to discuss these topics confidently will show that you have the necessary background to contribute effectively to the team.
✨Demonstrate Collaboration Abilities
Since the role involves working closely with traders and software engineers, be ready to share examples of how you've successfully collaborated in multi-disciplinary teams. This will highlight your communication skills and ability to work under pressure.
✨Prepare for Problem-Solving Questions
Expect to face technical problem-solving questions during the interview. Practice coding challenges and be ready to explain your thought process, especially regarding performance optimisation and API design, as these are crucial aspects of the role.