Senior Quant Developer — Low-Latency Trading Engine

DriveWealth, LLC; Chicago (IL); Hybrid; USD 220.000 - 240.000; Vollzeit

Zusammenfassung

DriveWealth is seeking a Senior Quantitative Developer to join a core, ultra-low-latency trading system. You will work on pricing and order-handling logic that drives trading economics at scale, embedded in a high-performance, deterministic engine with traders, risk, and quant researchers to translate models into production-grade code.

You will design for determinism, ensure auditability, and optimize pathways for latency.

Qualifikationen

• 6+ years of professional software development experience, including senior or lead capacity.
• Strong background in quantitative or financial domains—pricing models, market microstructure, order matching, or trading systems.
• Proven experience building and maintaining low-latency, high-throughput production systems.
• Deep understanding of concurrency, memory management, and performance optimization in a JVM-based language.
• Experience designing for determinism and reproducibility in systems where correctness and auditability are critical.
• Solid grounding in numerical precision and decimal/fixed-point arithmetic, particularly for financial calculations.
• Proficiency in quantitative data analysis using data frames or similar tooling (Pandas/Polars) for exploring and back-testing trading logic.
• Strong testing discipline, including behavior-driven or scenario-based testing for complex business logic.
• Excellent written and verbal communication skills; ability to work with traders, risk managers, and quants.
• Experience with distributed systems concepts—consensus/clustering, state replication, and failover.

Aufgaben

• 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 production code.
• Optimize critical-path logic to meet strict end-to-end latency targets.
• Participate in design discussions around state persistence and failover/recovery for a clustered engine.
• Write comprehensive automated tests to validate pricing and trading logic under various 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.

Kenntnisse

Pricing models

Market microstructure

Order matching

Low-latency systems

Concurrency optimization

Decimal arithmetic

Data analysis

Testing discipline

Communication with traders

Distributed systems

Ausbildung

Bachelor's degree in CS/Math/Engineering/Finance

Tools

Pandas

Polars

Kafka

FIX protocol

JVM

SQL

Jobbeschreibung

DriveWealth is seeking a Senior Quantitative Developer to join a core, ultra-low-latency trading system. You will work on pricing and order-handling logic that drives trading economics at scale, embedded in a high-performance, deterministic engine with traders, risk, and quant researchers to translate models into production-grade code.

You will design for determinism, ensure auditability, and optimize pathways for latency.