Quant jobs / DRW
Research Engineer
An engineer embedded in a systematic trading team who turns researchers' ideas into fast, maintainable code. It sits between quant researchers, traders and platform engineers.
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.
- Implement research studies and strategy simulations with researchers
- Build production tools shaped by traders' needs
- Speed up the path from prototype to live deployment
- Evaluate and adopt new technology for the research stack
What they ask for
Required
- Bachelor's in computer science or similar
- 2+ years of production Python
- Solid quantitative finance and maths
- Linux, concurrent, high-throughput, low-latency systems
- Delivering systems directly for end users
- Strong communication
Preferred
- Low-level languages (C/C++, Rust, Zig)
- Functional programming
- Education
- Bachelor's degree in computer science, computer engineering or a related field
- Experience
- 2+ years of production Python
- Languages and tools
How to prepare
- Write a vectorised event-driven backtester in Python with tests
- Learn Linux performance basics and profiling
- Pick up one systems language (C++ or Rust) alongside Python
- Study how strategy simulation differs from live trading
What to study
- Python for Quantitative Finance
- Quantitative Data Engineering
- Trading Systems and Low-Latency Infrastructure
- Modern C++ for Quantitative Finance
- Quantitative Research, Data and Backtesting
The HFT Quant Developer roadmap sets out the stages for this kind of role, with free resources for each.
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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.
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