Research Engineer

Responsibilities

• Work with researchers to implement research studies, simulate trading strategies, and develop algorithms to compete in financial markets
• Design trading strategy simulation software optimized for distributed computation
• Develop software for large scale data acquisition, storage, accessibility, and visualization
• Create user interfaces for data exploration and post trade analysis
• Accelerate the research lifecycle from strategy prototype to production deployment
• Evaluate new technology and improve our technology stack

Requirements

• Bachelor's degree in Computer Science, Computer Engineering, or related field
• Excellent software development skills in modern C++ and Python
• Strong understanding of object oriented design, data structures and algorithms
• Strong understanding of quantitative finance mathematics
• Solid foundation in programming with the ability to think, communicate, and code clearly
• Solid understanding of computer systems at every level of abstraction (hardware, OS, memory, network)
• Skills in multi-threaded applications
• Understanding of how to build software for long term use and broad adoption
• Demonstrated ability to produce algorithmic code in a fast-paced environment

About the Company

DRW is a diversified trading firm with over 3 decades of experience bringing sophisticated technology and exceptional people together to operate in markets around the world. Headquartered in Chicago with offices throughout the U.S., Canada, Europe, and Asia, the firm trades asset classes including Fixed Income, ETFs, Equities, FX, Commodities and Energy across all major global markets. DRW values autonomy, respect, curiosity, and open minds, operating with high expectations, integrity, and innovation.