About Us

DriveWealth is on a mission to make investing easier. We believe access to financial markets shouldn’t be limited by geography, wealth, or legacy systems. Our API-based platform empowers partners to offer seamless investing and trading experiences to clients worldwide, with US equities, ETFs, mutual funds, fixed income, options, and fractional shares.

Our culture blends the pace and agility of a fintech start-up with the stability and discipline of Wall Street. We encourage creativity and experimentation while holding ourselves to institutional-grade execution and compliance. 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