Quant jobs / DRW

Quantitative Developer – Equity Options

A developer building pricing and trade execution systems for the Asia equity options desk. You sit between research and trading and work with low-latency technology.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Improve pricing and execution systems for Asia equity options
Build high-availability C++ and Python services under latency limits
Gather requirements from traders and researchers
Lead technical design and testing discussions

What they ask for

Required

4+ years of quantitative software development
Production Python and C++ including Boost and STL
pandas, polars or similar
Distributed systems
Multi-threaded programming and hardware/software interaction
ML concepts for systematic strategies

Preferred

Options or derivatives experience

Education: No degree level stated
Experience: 4+ years of quantitative software development, preferably at a trading firm or fund
Languages and tools: C++
Python
Boost
pandas
polars
Markets: equities, options

How to prepare

Implement an options pricer in C++ with Python bindings
Practise multi-threading and lock-free basics
Learn Black-Scholes, Greeks and implied volatility calculation
Profile latency-sensitive code

What to study

The HFT Quant Developer roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on DRW’s site before applying: requirements, location and pay can change after we check them.

View the posting on DRW’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with DRW and doesn’t handle applications.