Quant jobs / DRW

Research Engineer – Options

An engineer embedded with an options-focused systematic trading team, turning research into robust production tools. The role links 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 options research studies and strategy simulations
Build tools shaped by trader and portfolio manager needs
Shorten the path from prototype to production
Improve the team's research technology 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: Python
C++
Rust
Zig
Markets: options

How to prepare

Write a Python options pricer and simulator with unit tests
Learn Black-Scholes, Greeks and volatility surface basics
Practise profiling and speeding up numerical code
Study Linux concurrency and low-latency design patterns

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.