Quant jobs / DRW
Software Engineer, Research – Cumberland Systematic
An engineer on a multi-asset, fully systematic delta-one trading team that trades around the clock. You build the data and research infrastructure used daily by quant researchers.
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 integrations with data vendors, exchanges and blockchains
- Speed up the path from data engineering to feature generation
- Maintain research libraries for large time-series data
- Test and support production systems, including on-call
What they ask for
Required
- Professional Python experience
- Building maintainable, safely refactorable Python systems
- Managing large, evolving time-series data
- Type safety and type systems
- Strong communication
- Independent project delivery
Preferred
- Open-source crypto contributions
- Running full or archive blockchain nodes
- Collaboration with quant researchers
- ML concepts and lifecycle
- Functional programming
- Education
- Not stated
- Experience
- Professional Python experience; time-series data work
- Languages and tools
- Markets
- multi-asset, crypto
How to prepare
- Build a typed Python library to ingest and store crypto exchange data
- Learn how blockchain data and nodes work
- Practise testing patterns for data pipelines
- Study time-series storage formats and versioning
What to study
- Quantitative Data Engineering
- Python for Quantitative Finance
- Quantitative Research, Data and Backtesting
- Trading Systems and Low-Latency Infrastructure
The HFT Quant Developer roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
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.
Similar roles
AQR Capital Management · Greenwich2027 Research and Portfolio Management Engineering Summer AnalystBlackRock · San FranciscoAssociate, Quant Research – Systems Researcher (Systematic Active Equity)Susquehanna International Group (SIG) · Bala CynwydC++ Algo Developer – Options TradingSusquehanna International Group (SIG) · Bala CynwydC++ Developer – Trading Strategies (Index Desk)Susquehanna International Group (SIG) · New YorkC++ Quantitative Developer – Trading StrategiesQube Research & Technologies · ChicagoC++ Software Engineer – Core Trading Technology