Research Engineer (FICCO)

About DRW

DRW is a diversified trading firm with over three decades of experience bringing sophisticated technology and exceptional people together to operate in markets around the world. We value autonomy and the ability to quickly pivot to capture opportunities, so we operate using our own capital and trading at our own risk.

Headquartered in Chicago with offices throughout the U.S., Canada, Europe, and Asia, we trade a variety of asset classes including Fixed Income, ETFs, Equities, FX, Commodities and Energy across all major global markets. We have also expanded into three non-traditional strategies: real estate, venture capital and cryptoassets. We operate with respect, curiosity and open minds. DRW is a place of high expectations, integrity, innovation and a willingness to challenge consensus.

Position Overview

As a Research Engineer, you will be an integral member of a systematic research team comprised of experienced technologists, quantitative researchers, and traders. Your team will work closely to solve challenging technological problems and contribute to our full tech stack, including software design, data engineering, distributed computing, and quantitative modeling. You will be surrounded by cutting edge technology, mentored by industry-leading engineers, offered training and continuing education opportunities, and given immediate responsibility. We are looking for quantitatively minded people who are creative technologists, natural programmers, and disciplined engineers eager to develop new technologies that directly impact our business.

How you will make an impact

• 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.

What you bring to the team

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

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