Staff Quantitative Developer

About Us DriveWealth is on a mission to make investing easier. We believe that everyone should have the ability to control their financial future, and that access to financial markets should not be limited by geography, wealth, or legacy systems. We are a global B2B financial technology organization dedicated to democratizing access to financial independence around the world. Our mission is realized through an API-based platform, empowering our partners to offer seamless investing and trading experiences to clients worldwide, all from their mobile devices. Our technology provides partners with a modern, extensible toolkit, enabling traditional investment workflows and innovative techniques like fractional share ownership. DriveWealth has evolved into a global platform offering trading of US equities, mutual funds, ETFs, fixed income, and options. There’s never been a better time to build a category-defining business and there has rarely been a team better positioned for this opportunity. Our culture blends the pace and agility of a fintech start-up with the impact, stability, and discipline of Wall Street. We encourage creativity and experimentation while ensuring institutional-grade execution and regulatory compliance in everything we do. Join us and help build the future of global investing! About the Role We are seeking a Staff Quantitative Developer to join the team building a core, ultra-low-latency trading system. You will work on the pricing and order-handling logic that drives trading economics at scale. This is a hands-on engineering role embedded within a high-performance, deterministic trading system, working closely with traders, risk, and quant researchers to translate trading logic into production-grade, low-latency code. What You'll Do 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 You Bring 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) Special Knowledge (Nice to Have, But Not Required) 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 Location This role is open to candidates in the following locations: Chicago, IL - Hybrid This role is expected to come into the office on a cadence set by the Hiring Manager/Team. If you're not based in the location listed above, th