Senior Low-Latency Quant Developer (Trading Systems)

DriveWealth; Chicago (IL); Hybride; USD 220 000 - 240 000; Plein temps

Avantages offerts par ce poste

Medical insurance

Dental insurance

Vision insurance

Disability insurance

Parental Leave

401(k) match

Paid PTO

Résumé du poste

DriveWealth is seeking a Senior Quantitative Developer to help build a core ultra-low-latency trading system. You’ll work on pricing and order-handling logic embedded in a high-performance engine, collaborating with traders, risk, and quant researchers to translate strategies into production-grade code.

The role requires deep expertise in quantitative finance, distributed systems, and JVM performance, with a focus on determinism, testing, and auditability.

Qualifications

• 6+ years of professional software development in senior/lead capacity.
• Background in quantitative or financial domains—pricing models, market microstructure, or trading systems.
• Proven experience building low-latency, high-throughput production systems.
• Deep understanding of concurrency, memory management, and performance in a JVM-based language.
• Experience designing for determinism and reproducibility in critical systems.
• Strong numerical precision and decimal/fixed-point arithmetic knowledge for financial calc.
• Proficiency with data analysis using data frames (Pandas/Polars) to validate trading logic.
• Strong testing discipline including behavior-driven or scenario-based testing.
• Excellent written and verbal communication; able to work with traders, risk managers, and quants.

Responsabilités

• Design and implement pricing and order-handling logic in a low-latency trading engine.
• Work on order-lifecycle mechanics for trading economics.
• Translate models and strategies into production-ready, deterministic code.
• Optimize critical-path logic to meet latency targets.
• Contribute to state persistence and failover/recovery design for a clustered engine.
• Write automated tests (unit and BDD) to validate pricing/trading logic.
• Participate in code reviews, on-call rotations, and incident response.
• Contribute to capacity planning and performance tuning as volumes grow.

Connaissances

6+ years experience

Quant/financial domain

Low-latency systems

JVM performance

Determinism & auditability

Decimal/fixed-point math

Data analysis with data frames

Distributed systems

Cross-functional communication

Formation

Bachelors in CS/Math/Engineering/Finance

Outils

Pandas

Polars

Description du poste

DriveWealth is seeking a Senior Quantitative Developer to help build a core ultra-low-latency trading system. You’ll work on pricing and order-handling logic embedded in a high-performance engine, collaborating with traders, risk, and quant researchers to translate strategies into production-grade code.

The role requires deep expertise in quantitative finance, distributed systems, and JVM performance, with a focus on determinism, testing, and auditability.