Senior Quant Dev: Ultra-Low-Latency Trading Engine

DriveWealth; Chicago (IL); Hybrid; USD 220,000 - 240,000; Full time

Job summary

DriveWealth seeks a Senior Quantitative Developer to join a core, ultra-low-latency trading system. You will implement pricing and order-handling logic, collaborating with traders, risk, and quant researchers to translate models into production-grade code.

With 6+ years in software, you will optimize latency, ensure deterministic behavior, and contribute to testing and capacity planning in a hybrid Chicago environment.

Qualifications

• 6+ years of professional software development in senior/lead roles.
• Strong background in quantitative/financial domains.
• Experience building low-latency, high-throughput production systems.
• Deep understanding of concurrency, memory management, and performance in JVM.
• Experience designing for determinism and reproducibility in critical systems.
• Numerical precision and decimal/fixed-point arithmetic for finance.
• Proficiency with data frames/tools (pandas, Polars, R) for validation.
• Strong testing discipline including behavior-driven or scenario-based testing.
• Excellent communication with traders, risk managers, and quant researchers.
• Experience with distributed systems, consensus, state replication, and failover.

Responsibilities

• Design and implement pricing and order-handling logic within a low-latency, deterministic trading engine
• Work on order-lifecycle mechanics specific to trading economics
• Partner with quant researchers and trading desks to translate models and trading strategies into deterministic, testable production code
• Optimize critical-path logic to meet strict end-to-end latency targets
• Participate in system design discussions surrounding state persistence and failover/recovery for a clustered, stateful engine
• Write comprehensive automated tests (unit and behavior-driven) to validate correctness of pricing and trading logic under varied market scenarios
• Participate in code review, on-call rotation, and incident response for a production trading system
• Contribute to capacity planning and performance tuning as trading volumes grow

Skills

Low-latency system design

Quantitative/financial domain

JVM performance optimization

Concurrency & memory management

Deterministic/reproducible systems

Numerical precision/fixed-point

Pandas/Polars data analysis

Testing discipline (BDD)

Communication with traders

Distributed systems concepts

Education

Bachelor's degree in Computer Science/Math/Engineering/Finance

Tools

Kafka

FIX protocol familiarity

Container/deployment tooling

Job description

DriveWealth seeks a Senior Quantitative Developer to join a core, ultra-low-latency trading system. You will implement pricing and order-handling logic, collaborating with traders, risk, and quant researchers to translate models into production-grade code.

With 6+ years in software, you will optimize latency, ensure deterministic behavior, and contribute to testing and capacity planning in a hybrid Chicago environment.