Quant jobs / DRW

Software Engineer – Research Technology

An engineer on a small team building the platform that lets researchers run heavy analyses over very large market event datasets. Finance experience is not required; strong engineers from tech or gaming are encouraged.

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 raw exchange-data ingestion pipelines in modern C++
Run and improve compute pipelines on HPC clusters
Create Python/C++ tooling for researchers to slice and backtest data
Maintain simulation frameworks linked to live trading platforms
Monitor and troubleshoot the distributed platform

What they ask for

Required

2+ years building high-performance systems
Daily modern C++ (17+) and Python
CS fundamentals: algorithms, networking, OS, concurrency
Data engineering for very large datasets, columnar formats
Operating platforms for technical users

Preferred

Rust
Cluster scheduling (Slurm, Kubernetes, Ray, Spark)
GPU programming
ML frameworks
Market data or packet-processing exposure

Education: Not stated
Experience: 2+ years building high-performance data-intensive systems
Languages and tools: C++
Python
Rust

How to prepare

Build a replay and simulation loop over a market data file in C++
Learn Parquet/Arrow and efficient storage layouts
Practise running jobs on a cluster scheduler such as Slurm
Create Python bindings for a C++ library

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.