Quantitative Developer
US$220,000 – US$240,000 / yr base salary
Posted 26 Sep 2026
Advertised as “Staff Quantitative Developer”
BranchFactor Summary
The original posting with the fluff stripped out
- Expected experience
- 6+ yrs
- Management level
- Individual contributor
- Employment
- Hybrid
- Visa sponsorship
- Not offered
| Base salary | US$220,000 – US$240,000 / yr |
|---|
Field of studyComputer Science, Engineering, Finance, Mathematics (or related)
Study levelBachelor's
Field of studyQuantitative discipline
Study levelMaster's or higher
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