Description
DriveWealth is hiring a Staff Quantitative Developer to build and maintain a core, ultra-low-latency trading system. The role focuses on pricing and order-handling logic, translating quantitative models and trading strategies into deterministic, testable production code, optimizing critical-path performance, and supporting system design, testing, on-call operations, incident response, and capacity planning. Candidates need at least six years of professional software development experience, strong quantitative or financial-domain expertise, low-latency production-system experience, JVM-based concurrency and performance knowledge, and a bachelor's degree or equivalent practical experience. The position is hybrid in Chicago, Illinois, with an office cadence set by the hiring manager or team, and pays $220,000–$240,000 USD.
