Senior Quantitative Developer - Low-Latency Trading

Remote; San Francisco (CA); Hybrid; USD 220,000 - 240,000; Full time

Benefits offered by this job

Medical insurance

Dental insurance

Vision insurance

401(k) match

Paid Parental Leave

Job summary

DriveWealth in Chicago, IL seeks a Senior Quantitative Developer to join a core ultra-low-latency trading system. You will design pricing and order-handling logic, translate models into production-grade code, and work closely with traders, risk, and quant researchers to optimize latency.

You will contribute to deterministic, testable production code, participate in design reviews, and help scale the system as trading volumes grow.

Qualifications

• 6+ years of professional software development experience in quantitative or financial domains.
• Strong background in pricing models, market microstructure, order matching, or trading systems.
• Proven experience building low-latency, high-throughput production systems.

Responsibilities

• Design and implement pricing and order-handling logic within a low-latency trading engine.
• Work on order-lifecycle mechanics for trading economics.
• Partner with quant researchers and trading desks to translate models into production code.
• Optimize critical-path logic to meet strict end-to-end latency targets.
• Participate in design discussions around state persistence and failover for a clustered engine.
• Write automated tests (unit and behavior-driven) to validate pricing and trading logic.
• Contribute to capacity planning and performance tuning as volumes grow.

Skills

6+ years experience

Quantitative domain

Low-latency systems

Concurrency & performance

Determinism

Decimal arithmetic

Data analysis (pandas/Polars)

Testing discipline

Communication with traders/risk/quant

Education

Bachelors in CS/Math/Engineering/Finance

Tools

Pandas

Polars

R

Job description

DriveWealth in Chicago, IL seeks a Senior Quantitative Developer to join a core ultra-low-latency trading system. You will design pricing and order-handling logic, translate models into production-grade code, and work closely with traders, risk, and quant researchers to optimize latency.

You will contribute to deterministic, testable production code, participate in design reviews, and help scale the system as trading volumes grow.