Quant jobs / DRW

Senior Software Engineer – Trading Team

A hands-on engineering role owning the research and production stack for mid-frequency equity statistical arbitrage. The scope runs from data ingestion to post-trade analysis.

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.

Build and tune data pipelines for research and production
Develop simulation and backtesting platforms
Connect strategies to execution systems and live trading
Create monitoring, diagnostics and attribution tooling
Improve reliability and observability of the stack

What they ask for

Required

5+ years designing and running complex systems
Strong system design
Quality focus on correctness, testing and reliability
Understanding of the end-to-end systematic trading stack
Large-scale data pipeline experience

Preferred

Equity stat-arb experience at a hedge fund or prop firm

Education: Not stated
Experience: 5+ years of software engineering on complex systems
Markets: equities

How to prepare

Build an end-to-end mini trading stack: data ingest, backtest, paper execution, monitoring
Learn how stat-arb strategies consume data and generate orders
Study data pipeline design, testing and observability
Practise system design interviews on data-intensive platforms

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.