Quantitative Developer

DRW is a well-established trading firm with over 30 years of experience in global markets. Operating from Chicago with offices across the U.S., Canada, Europe, and Asia, DRW trades various asset classes including Fixed Income, ETFs, Equities, FX, Commodities, and Energy. The firm has expanded into real estate, venture capital, and cryptoassets.

As a Quantitative Developer, you'll be instrumental in building and maintaining the firm's risk and optimization infrastructure. You'll work on sophisticated systems using Barra-based technology, focusing on risk modeling, exposure measurement, and monitoring for systematic equities trading. The role involves creating attribution frameworks for trading signals and developing robust data pipelines from various sources like Barra and Bloomberg.

The ideal candidate brings at least 5 years of quantitative development experience, preferably from a multi-manager hedge fund or investment bank. You should possess expert-level Python skills and be well-versed in modern engineering practices including data lakes, DevOps, and containerization. Your understanding of equities and futures markets, along with experience working with quants and portfolio managers, will be crucial.

DRW offers a competitive compensation package, including a base salary range of $175,000 to $225,000, plus an annual discretionary bonus. The company provides comprehensive benefits including medical, dental, vision insurance, 401k with employer match, and various insurance options. The culture emphasizes autonomy, innovation, and integrity, making it an ideal environment for those who value challenging consensus and driving technological advancement in trading.