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Salary: USD 220,000 - 240,000 / annual
DriveWealth is a global B2B fintech platform democratizing access to financial markets through an API-based infrastructure. The company enables partners to offer seamless investing and trading experiences worldwide, supporting US equities, mutual funds, ETFs, fixed income, and options trading.
You will join the team building a core, ultra-low-latency trading system as a Senior Quantitative Developer. This is a hands-on engineering role embedded within a high-performance, deterministic trading system. You will work on pricing and order-handling logic that drives trading economics at scale, collaborating closely with traders, risk managers, and quant researchers to translate trading logic into production-grade, low-latency code.
Key responsibilities include:
- 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 around 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 a wide range of 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
The role is hybrid based in Chicago, with expectations to come into the office on a cadence set by the hiring manager and team. DriveWealth emphasizes that being physically side-by-side is essential for solving complex problems in real-time and maintaining accountability.
QUALIFICATIONS & REQUIREMENTS:
- 6+ years of professional software development experience, including significant time in a 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 relevant to financial calculations
- Proficiency in quantitative data analysis using data frames or similar tabular tooling (e.g., pandas, Polars, R) for exploring, validating, and back-testing trading logic against historical data
- Strong testing discipline, including behavior-driven or scenario-based testing approaches for complex business logic
- Excellent written and verbal communication skills; ability to work directly with traders, risk managers, and quant researchers to clarify requirements
- Experience with distributed systems concepts—consensus/clustering, state replication, and failover
- Bachelor's degree in Computer Science, Mathematics, Engineering, Finance, or a related quantitative field (or equivalent practical experience)
Nice-to-have qualifications:
- Direct experience working on or adjacent to a broker-dealer, exchange, ATS, or other regulated trading venue
- Familiarity with market data feeds, quote handling, and reference pricing sources
- Exposure to FIX protocol or other trading-industry messaging protocols
- Experience with event-sourced or snapshot-based state persistence and schema/data migration strategies
- Background in capital markets regulatory concepts (best execution, trade reporting, price improvement obligations)
- Experience with streaming/event-driven architectures (e.g., Kafka) in a trading or financial context
- Familiarity with container/deployment tooling in regulated, latency-sensitive production environments
- Advanced degree (MS/PhD) in a quantitative discipline
- Prior experience with proprietary or in-house trading platforms/frameworks
- Contributions to open-source performance-critical or financial-systems projects
Work authorization: Applicants must be currently authorized to work in the United States on a full-time basis without the need for current or future visa sponsorship. DriveWealth does not provide visa sponsorship or support for employment authorization at this time.
