Staff Quant Developer: Ultra-Low Latency Trading

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

Benefits offered by this job

401(k) match

Medical insurance

Dental insurance

Vision insurance

Paid Time Off

Job summary

DriveWealth seeks a Staff Quantitative Developer in Chicago to design and implement low-latency pricing and order-handling logic inside a high-performance trading engine. You’ll work closely with traders, risk and quants to translate models into production code and optimize end-to-end latency.

You bring 6+ years in software, strong JVM performance skills, and a background in finance. The role offers hybrid work, competitive compensation, and extensive benefits.

Qualifications

• 6+ years of professional software development experience, including senior/lead roles.
• Strong background in pricing models, market microstructure, or order matching.
• Proven experience building low-latency, high-throughput production systems.
• Deep understanding of concurrency, memory management, and performance in JVM-based languages.
• Experience designing for determinism and reproducibility in critical systems.
• Solid grounding in numerical precision and fixed-point arithmetic for finance.
• Proficiency in quantitative data analysis using data frames (pandas/Polars/R).
• Strong testing discipline including behavior-driven or scenario-based testing.
• Excellent written and verbal communication with traders, risk managers, and quants.
• Experience with distributed systems concepts—consensus, state replication, failover.
• Bachelor's degree in Computer Science, Mathematics, Engineering, Finance, or related field.

Responsibilities

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

Skills

Low-latency

Java/JVM

Concurrency

Performance tuning

Quant/finance

Testing discipline

Distributed systems

Data analysis

Communication

Education

BS in CS/Math/Eng/Finance

Tools

Pandas/Polars

Job description

DriveWealth seeks a Staff Quantitative Developer in Chicago to design and implement low-latency pricing and order-handling logic inside a high-performance trading engine. You’ll work closely with traders, risk and quants to translate models into production code and optimize end-to-end latency.

You bring 6+ years in software, strong JVM performance skills, and a background in finance. The role offers hybrid work, competitive compensation, and extensive benefits.