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- 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 autonomy, innovative culture, and the chance to work with cutting-edge technology.
- Why this job: Make a real impact by building tools used daily by traders and analysts in a dynamic environment.
- Qualifications: 5+ years in C++, strong Python skills, and experience in financial analytics are essential.
- Other info: Bonus points for a Ph.D. or experience with advanced programming techniques.
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 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 employer: DRW
Contact Detail:
DRW Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Senior Quantitative Developer
✨Tip Number 1
Make sure to showcase your experience with modern C++ and Python in your discussions. Highlight specific projects where you've integrated analytics libraries with large-scale systems, as this is crucial for the role.
✨Tip Number 2
Familiarize yourself with financial analytics concepts like options pricing and model calibrations. Being able to discuss these topics confidently will demonstrate your expertise and fit for the team.
✨Tip Number 3
Prepare to discuss your experience with API design and performance optimization. Be ready to provide examples of how you've improved software performance in past roles, as this is a key aspect of the job.
✨Tip Number 4
Emphasize your collaboration skills and ability to work in a multi-disciplinary team. Share examples of how you've successfully worked with traders and software engineers to achieve common goals.
We think you need these skills to ace Senior Quantitative Developer
Some tips for your application 🫡
Understand the Role: Make sure you fully understand the responsibilities and requirements of the Senior Quantitative Developer position. Highlight your relevant experience with C++, Python, and financial analytics in your application.
Tailor Your CV: Customize your CV to emphasize your experience with core quantitative libraries, API design, and performance optimization. Include specific projects or achievements that demonstrate your skills in these areas.
Craft a Compelling Cover Letter: Write a cover letter that reflects your passion for quantitative development and your understanding of DRW's values. Mention how your background aligns with their focus on innovation and collaboration.
Showcase Technical Skills: In your application, provide examples of your technical skills, particularly in C++ and Python. Discuss any experience you have with integrating analytics libraries into large-scale systems and your approach to optimizing software performance.
How to prepare for a job interview at DRW
✨Showcase Your Technical Skills
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 expertise and ability to optimize software for performance.
✨Understand Financial Analytics Concepts
Make sure you can explain fundamental concepts like options pricing, curve bootstrapping, and model calibrations. Being able to articulate these concepts will show that you have the necessary financial knowledge to succeed 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 a multi-disciplinary team. Emphasize your strong communication skills and ability to work under pressure.
✨Prepare for API Design Questions
Given the focus on API design for embedded libraries, review your past experiences related to designing APIs. Be ready to discuss challenges you faced and how you overcame them, as well as any best practices you follow in API development.
