About Akuna: 

Akuna Capital is an innovative trading firm with a strong focus on collaboration, cutting-edge technology, data driven solutions, and automation. We specialize in providing liquidity as an options market-maker – meaning we are committed to providing competitive quotes that we are willing to both buy and sell. To do this successfully, we design and implement our own low latency technologies, trading strategies, and mathematical models. 

Our Founding Partners first conceptualized Akuna in their hometown of Sydney. They opened the firm’s first office in 2011 in the heart of the derivatives industry and the options capital of the world – Chicago. Today, Akuna is proud to operate from additional offices in Sydney, Shanghai, London and Singapore.

What you’ll do as a Software Engineer at Akuna: 

Akuna is looking for motivated self-starters to join our growing engineering team and contribute to the build-out of our proprietary options market-making trading platform. You will focus on analysis, design, implementation, testing and delivery of Akuna’s trading system using the latest technologies. Successful candidates will work closely with an industry-leading team of options Traders who participate fully in the design and ongoing enhancements to our proprietary trading platform. In this role, you will: 

• Design and build mission-critical and complex trading systems 
• Plan, design, and implement efficient, flexible, and resilient Linux services using modern C++ technologies
• Build software using Agile methodologies 
• Participate in design sessions and code reviews 
• Work on cross-functional teams to troubleshoot and solve complex problems 

Qualities that make great candidates: 

• 3+ years of experience developing performant, scalable applications in modern C++ (and at least 2 years with C++ 20 or 23; template metaprogramming a plus) 
• Experience with Linux and Python required 
• Understanding of data structures, algorithms, distributed systems, multi-threading, and asynchronous execution
• Object-oriented design and programming experience 
• Ability to take on projects and drive them through to completion in a timely manner
• Familiarity with trading and trading systems is a plus 
• Bachelor’s degree in Computer Science, Engineering, Math, or equivalent 
• The ability to react quickly and accurately to rapidly changing market conditions, including the ability to quickly and accurately respond and/or solve math and coding problems are essential functions of the role

In addition to technical skillsets, Akuna values the unique perspectives people can bring to the table to collaboratively solve complex problems and drive Akuna forward. We want everyone to feel empowered to apply. We welcome your application and encourage you to take the first steps toward your future with us!

Please note that level/title, as well as team placement, will be determined upon the conclusion of the interview process. If you are a current student or recent graduate, please take a look at our Entry Level and Intern positions. 

In accordance with Illinois Equal Pay Act, the minimum base salary starts at $145,000. Exact compensation offered may vary based on many factors including, but not limited to, the candidate’s experience, qualifications, and skill set. This role is also eligible for a discretionary performance bonus as part of the total compensation package and includes a comprehensive benefits package that may encompass employer-paid medical, dental, vision, retirement contributions, paid time off, and other benefits. The minimum base salary herein was determined in good faith by Akuna Capital LLC.

The Role

Quantitative research is a key driver of innovation at CTC and one of the pillars upon which our firm is built. As a Quantitative Researcher, you’ll operate near the tip of the spear in a collaborative, dynamic environment. This includes close partnership with other researchers, traders, and engineers on quantitative problem-solving, trading strategy generation, back-testing, statistical analysis, and system design. Our environment of collaborative innovation and intellectual curiosity allows us to share in our victories while continually challenging ourselves to stretch the limits of our creativity. Take advantage of this opportunity to apply the scientific method to business problems as part of one of our Quant teams at CTC! 

We prioritize team matching at the outset of our hiring process, thoughtfully considering which of our two teams (Vol Overlay or Delta Force) offers the best fit for each candidate’s strengths and interests while also aligning to the firm’s highest priority needs. 

What We’re Looking For   

We are seeking a Quantitative Researcher who can seamlessly blend academic rigor with practical application in our fast-paced trading environment. This individual will partner with our Trading and Technology teams to strengthen, scale, and evolve the firm's trading capabilities. The ideal candidate will possess a unique combination of analytical prowess, programming skills, and eye for business, driving innovation and results in quantitative finance. 

Responsibilities 

• Analyze market data to come up with economic and microstructure hypotheses 
• Build predictive and explanatory models to describe financial markets 
• Add revenue by applying thorough research processes to real life business problems 
• Contribute to ongoing improvement of research and trading infrastructure 

Qualifications 

• PhD in Science or Engineering fields (e.g. Statistics, Mathematics, Applied Mathematics, or Operations Research) 
• Proven ability to conduct independent, high-quality research 
• Exceptional ability to communicate complex ideas and research results, both in writing and verbally 
• Unwavering commitment to quality, coupled with a drive for delivering commercial outcomes. 
• Demonstrated expertise in applying quantitative modeling techniques to large, complex datasets 
• Strong track record of publications in an industry setting 
• Advanced Python programming skills 

Nice to Have 

• Proficiency in C++ 
• Experience in financial markets 
• Experience using NumPy and Pandas libraries 
• Experience with the software development lifecycle 

What you'll do:

In this pivotal role on our Trading Services team, you will architect, evolve, and optimize the distributed systems powering NinjaTrader’s real-time trading platform. As a Principal Software Engineer, you will lead the long-term technical direction of mission-critical trading infrastructure operating in high-volume, low-latency, globally distributed environments. You will play a key role in modernizing our trading architecture, driving scalability and resiliency initiatives, and shaping the future of our platform as we continue to grow in the retail futures trading space.

This role requires deep technical expertise across distributed systems, trading infrastructure, and real-time system design. You will serve as a technical leader on the team, influencing architecture, engineering standards, and platform strategy while mentoring engineers and partnering closely with product, operations, and executive stakeholders.

In this role you will:

• Design, develop, and optimize our Scala-based trading services for high-volume, low-latency, globally distributed 24x7 environments
• Optimize system performance, with focus on JVM tuning and distributed systems performance for Scala/Akka-based services
• Define and lead the long-term architectural strategy for NinjaTrader’s trading systems and distributed infrastructure
• Drive modernization initiatives focused on scalability, resiliency, fault tolerance, and operational excellence
• Lead service decomposition and platform decoupling efforts to enable polyglot development, isolated deployments, and improved system agility
• Serve as a technical leader and trusted advisor across engineering teams, driving best practices and engineering excellence
• Mentor and guide engineers through architecture reviews, technical design discussions, and operational leadership
• Collaborate cross-functionally with product, engineering, operations, and security teams to translate business requirements into robust and secure technical solutions
• Improve observability, monitoring, distributed tracing, and operational transparency across critical trading services
• Ensure compliance with security policies, regulatory standards, and industry best practices
• Lead technical decision-making during high-severity production incidents and real-time operational events
• Evaluate and introduce emerging technologies, frameworks, and architectural patterns to improve platform capabilities and engineering efficiency

What you'll need:

• Bachelor's degree in Computer Science, Information Technology, or related field (or equivalent experience)
• Experience in Java/Kotlin/Scala/Rust/C++ or functional programming languages within exchange/trading environments
• Extensive experience designing and operating high-performance, high-concurrency distributed trading systems
• Deep expertise in low-latency system architecture, distributed systems design, and real-time event processing
• Proven experience leading technical strategy and architectural direction for mission-critical platforms
• Strong expertise in JVM internals, performance tuning, and optimization for high-performance environments
• Experience supporting highly available 24/7 production systems in trading or financial services environments
• Deep understanding of networking and protocols including HTTP/HTTPS, WebSockets, DNS, TCP/IP, and distributed communication patterns
• Proven ability to diagnose and resolve complex distributed systems, concurrency, and production performance issues
• Experience designing scalable, fault-tolerant microservices and event-driven architectures
• Excellent communication and leadership skills, with the ability to clearly articulate technical concepts to engineers, leadership, and cross-functional stakeholders
• Deep understanding of trading infrastructure, order lifecycle management, market connectivity, and real-time system reliability

Bonus points for:

• Background in capital markets, brokerage, or futures and derivatives technology
• Experience with real-time trading systems such as OMS, EMS, exchange connectivity, or market data infrastructure
• Experience leveraging AI/ML tools or technologies to enhance software development, system performance, or automation
• Experience in low-latency, lock-free development and design
• Strong experience with multithreading and concurrency in high-performance environments
• Deep understanding of order handling and matching engines
• Extensive experience with FIX or other market data/order-entry protocols
• Practical hands-on experience with cloud-native technologies including Kubernetes and Docker
• Experience designing highly available, resilient distributed systems in cloud-native environments

Compensation:

The salary range for this role will be $210,000.00 - $230,000.00 USD. In addition, this position will also receive an annual target bonus of 15%. Bonus pay at NinjaTrader is based on individual performance (50%) as well as company/team performance (50%).

Salary and bonus earnings are only two components of the total compensation package offered by NinjaTrader. NinjaTrader offers a 401K plan through ADP under which the company will match up to 3.5% of employee contributions. Annual paid time off allowance accrues at a rate of 23 days per year plus seven paid holidays.

All offered compensation will be based on assessed experience and is subject to change at the offer stage.

Location:

This role is based in Chicago, IL. *There may be remote flexibility for exceptional candidates in the following states: California, Colorado, Florida, Georgia, Illinois, Indiana, Minnesota, Missouri, Montana, New Jersey, New York, North Carolina, Ohio, Oregon, Pennsylvania, South Carolina, Texas, Utah, Vermont, Virginia, Washington, Washington DC, Wisconsin.

Hybrid:

For Chicago-based employees, we follow a hybrid work schedule: In-office Tuesday through Thursday, with remote work on Mondays and Fridays. In addition to these weekly remote days, we offer:

• 20 additional flex remote days annually
• 5 Company Wide Office-Optional weeks tied to major holidays

DRW is a diversified trading firm with over 3 decades of experience bringing sophisticated technology and exceptional people together to operate in markets around the world. We value autonomy and the ability to quickly pivot to capture opportunities, so we operate using our own capital and trading at our own risk.

Headquartered in Chicago with offices throughout the U.S., Canada, Europe, and Asia, we trade a variety of asset classes including Fixed Income, ETFs, Equities, FX, Commodities and Energy across all major global markets. We have also leveraged our expertise and technology to expand into three non-traditional strategies: real estate, venture capital and cryptoassets.

We operate with respect, curiosity and open minds. The people who thrive here share our belief that it’s not just what we do that matters–it's how we do it. DRW is a place of high expectations, integrity, innovation and a willingness to challenge consensus.

DRW is seeking an outstanding Senior Software Engineer to join one of our trading desks. In this role, you will design, build, and operate high-performance trading systems that directly impact the firm’s profitability. You will be a core member of an algorithmic trading team composed of experienced technologists, quantitative researchers, and traders, working collaboratively to solve challenging technical problems across the full technology stack.

This role spans everything from low-level systems design to production operations, including hardware interaction, software development, DevOps, testing, and release management. We are looking for engineers who enjoy ownership, care deeply about performance and reliability, and want to build systems that matter.

Responsibilities

• Design, build, and maintain low-latency C++ systems for:
• Exchange gateways and market data processing (U.S. & Canadian equities)
• Strategy execution and order management
• Real-time risk controls and monitoring
• Trade capture and reporting
• Optimize for latency, determinism, and throughput across software and hardware boundaries
• Work closely with traders and quantitative researchers to implement and evolve trading strategies
• Own production systems, including monitoring, debugging, and incident response for mission-critical infrastructure
• Drive performance improvements and technical upgrades across the trading platform
• Evaluate and introduce new technologies where they create clear trading or operational advantages

Requirements

• 10+ years of experience building high-availability, performance-critical server-side systems (strong preference for C++)
• 3+ years of experience with modern C++ (C++14 / 17 / 20)
• Deep experience with multi-threaded programming, concurrency, and low-level performance tuning
• Strong understanding of hardware–software interaction (CPU architecture, memory, networking)
• Bachelor’s degree in Computer Science, Engineering, or a related field
• Excellent fundamentals in algorithms, data structures, distributed systems, and concurrency
• Strong communication skills and the ability to work directly with traders

Nice to Have

• Experience in low-latency trading, market making, or other latency-sensitive systems
• Experience with North American equities market structure
• Deep knowledge of networking (TCP, UDP, IPv4, kernel bypass, NICs)
• Experience working with quantitative researchers or numerical systems
• Experience working across multiple languages (Python, Java, etc.) in support of research and tooling
• Experience with non-standard or performance-driven hardware/software architectures

The annual base salary range for this position is $175,000 to $225,000 depending on the candidate’s experience, qualifications, and relevant skill set. The position is also eligible for an annual discretionary bonus. In addition, DRW offers a comprehensive suite of employee benefits including group medical, pharmacy, dental and vision insurance, 401k (with discretionary employer match), short and long-term disability, life and AD&D insurance, health savings accounts, and flexible spending accounts.

For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at https://drw.com/privacy-notice.

California residents, please review the California Privacy Notice for information about certain legal rights at https://drw.com/california-privacy-notice.

#LI-GV1

Jump Trading Group is committed to world class research. We empower exceptional talents in Mathematics, Physics, and Computer Science to seek scientific boundaries, push through them, and apply cutting edge research to global financial markets. Our culture is unique. Constant innovation requires fearlessness, creativity, intellectual honesty, and a relentless competitive streak. We believe in winning together and unlocking unique individual talent by incenting collaboration and mutual respect. At Jump, research outcomes drive more than superior risk adjusted returns. We design, develop, and deploy technologies that change our world, fund start-ups across industries, and partner with leading global research organizations and universities to solve problems.

As a Python Engineer on the trading team you will own the reliability of real-time trading systems which includes urgently addressing production issues, owning the software deployment process and creating scalable, fault-tolerant automated systems. This will involve writing and maintaining a complex Python infrastructure, ensuring the production environment is properly configured and that critical sources of data are maintained. You will also maintain a robust pre-release automated testing process and work with the team to identify and address issues that prevent trading or deployment of new code. This will involve being the primary point of contact when issues do arise, even outside normal working hours.

You will be joining a small team of individuals with both quantitative trading and programming backgrounds who are working on their own proprietary trading algorithms. The team's approach is focused on well-designed code and process automation. You will be a valued engineer on the team, building and improving the team’s existing Python/C++ infrastructure by identifying and fixing bugs and reviewing pull requests. You will have the freedom to pursue your own projects that improve the team’s infrastructure while managing your own workload and priorities.

Skills You’ll Need:

• Ownership and attention-to-detail around maintaining mission critical production systems and processes.
• Excellent communication skills and ability to work with a diverse set of personalities.
• Solid programming skills with the ability to design, debug and efficiently solve problems.
• At least 3+ years of experience in Python and shell scripting.
• Relevant experience in a DevOps role, ideally with exposure to a trading desk environment.
• Familiarity with C++ is beneficial but not required.
• Strong attention to detail and a disciplined approach to operations.
• In-depth knowledge of the Linux operating system.
• A strong sense of ownership and urgency in all tasks and responsibilities.
• Ability to manage and contribute to shared operational responsibilities.
• Reliable and predictable availability, ensuring consistent support for operational needs.
• A degree in Computer Science (or a related field) or equivalent professional experience.
• Self-motivated with a proven ability to take ownership of projects and responsibilities
• Intellectually curious, with a passion for continuous learning and a critical mindset aimed at improving existing processes

As our Payroll Manager, you will own payroll end-to-end, ensuring every team member is paid accurately and on time, while also stepping into the broader world of accounting, payroll tax compliance, and financial operations.  This is a role for someone who enjoys both precision and variety.  Someone who is just as comfortable reconciling payroll accounts as they are jumping in to support adjacent finance needs.  You will bring the experience to spot issues before they become problems and the mindset to continuously improve how things get done. 

This role is ideal for someone who has been doing this for a while, knows their craft, and is ready to apply that expertise in a collaborative, growth-mindset environment. 

How you’ll make an impact: 

You will be our go-to expert for payroll, while also playing a key role across the Finance & Accounting team: 

• Own the full-cycle payroll process, ensuring accuracy, timeliness, and compliance 

• Serve as the internal subject matter expert on payroll and partner with our payroll provider (UKGPro) to manage processing, adjustments and issue resolution 

• Lead payroll-related reconciliations, journal entries, and reporting activities 

• Support payroll tax compliance, including multi-state registrations, filings, and issue resolution with agencies 

• Collaborate closely with People Operations to ensure employee data is accurate and flows cleanly through payroll 

• Support commission payment preparation and validation 

• Play an active role in month-end close activities, especially where payroll and accruals intersect 

• Contribute to broader accounting and operational needs, including corporate credit card administration, expense-related processes, and other operational accounting needs 

• Identify opportunities to improve and automate payroll processes, controls, and systems…and help implement them 
• Collaborate with FP&A to produce accurate payroll forecasts and provide monthly variance analysis between forecast and actual payroll expenses 

What we’re looking for: 

• 8+ years of experience in payroll, with strong exposure to accounting or general ledger work 

• Strong working knowledge of payroll tax compliance, including multi-state complexity 

• Comfort with reconciliations, journal entries, controls, and financial reporting 

• A proactive, problem-solving mindset with a healthy skepticism (if something looks off, you investigate) 

• A collaborative approach and comfortable operating in a hands-on, team-oriented environment where priorities can flex 

• Clear communication skills and a customer-service mindset supporting internal teams 

• Experience with UKGPro strongly preferred 
• Certified Payroll Professional (CPP) designation preferred 

Estimated Salary Range: $110,000-125,000

Actual salary will be determined based on factors including, but not limited to, skill set and level of experience. This salary range is a good faith estimate of base pay. Strata also provides discretionary variable pay programs based on role. In addition, Strata provides a comprehensive benefits package including retirement benefits, health and welfare benefits, paid time off, parental leave, life and accident insurance, and other voluntary and well-being benefits.

DRW is a diversified trading firm with over 3 decades of experience bringing sophisticated technology and exceptional people together to operate in markets around the world. We value autonomy and the ability to quickly pivot to capture opportunities, so we operate using our own capital and trading at our own risk.

Headquartered in Chicago with offices throughout the U.S., Canada, Europe, and Asia, we trade a variety of asset classes including Fixed Income, ETFs, Equities, FX, Commodities and Energy across all major global markets. We have also leveraged our expertise and technology to expand into three non-traditional strategies: real estate, venture capital and cryptoassets.

We operate with respect, curiosity and open minds. The people who thrive here share our belief that it’s not just what we do that matters–it's how we do it. DRW is a place of high expectations, integrity, innovation and a willingness to challenge consensus.

As a Research Engineer, you will be an integral member of a systematic trading team comprised of experienced technologists, quantitative researchers, and traders. Your team will work closely to solve challenging technological problems and contribute to our full tech stack, including software design, data engineering, distributed computing, and quantitative modeling. You will be surrounded by cutting edge technology, mentored by industry-leading engineers, offered training and continuing education opportunities, and given immediate responsibility.  We are looking for quantitatively minded people who are creative technologists, natural programmers, and disciplined engineers eager to develop new technologies that directly impact our business.

How you will make an impact:

• Work with researchers to implement research studies, simulate trading strategies, and develop algorithms to compete in financial markets.
• Design trading strategy simulation software optimized for distributed computation
• Develop software for large scale data acquisition, storage, accessibility, and visualization
• Create user interfaces for data exploration and post trade analysis
• Accelerate the research lifecycle from strategy prototype to production deployment
• Evaluate new technology and improve our technology stack

What you bring to the team:

• Bachelor’s degree in Computer Science, Computer Engineering, or related field
• Excellent software development skills in modern C++ and Python
• A strong understanding of object oriented design, data structures and algorithms
• A strong understanding of quantitative finance mathematics
• A solid foundation in programming with the ability to think, communicate, and code clearly
• A solid understanding of computer systems at every level of abstraction (hardware, OS, memory, network)
• Skills in multi‐threaded applications
• An understanding of how to build software for long term use and broad adoption
• Demonstrated ability to produce algorithmic code in a fast-paced environment

The annual base salary range for this position is $175,000 to $225,000, depending on the candidate’s experience, qualifications, and relevant skill set. The position is also eligible for an annual discretionary bonus.  In addition, DRW offers a comprehensive suite of employee benefits including group medical, pharmacy, dental and vision insurance, 401k (with discretionary employer match), short and long-term disability, life and AD&D insurance, health savings accounts, and flexible spending accounts.

For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at https://drw.com/privacy-notice.

California residents, please review the California Privacy Notice for information about certain legal rights at https://drw.com/california-privacy-notice.

#LI-BL1 

Working as a coder at Hudson River Trading (HRT) means working on a small, highly productive, and efficient team. You may see "trading" in our name and assume you'll be relegated to some dark corner to code for the "business," but that could not be further from the truth! 

At HRT, an automated trading firm based in NYC, the code you write *is* our business, so it is everyone's job to make sure our developers have everything they need to do their jobs well.

As a member of the AI Tools team, you will be responsible for increasing productivity across the company by integrating the newest AI tools into our users’ workflows. Whether it’s for a Python developer writing a web app, a C++ developer speeding up order execution, a researcher investigating trade signals, or even Business Development meeting with vendors - we are focused on deploying what works.

This is an exciting opportunity to help build and define the AI tooling ecosystem at HRT. You will have to navigate the rapidly evolving options in this space, and adapt them to our own internal systems. You might be fixing auth one day, comparing vendors the next, and coding a new MCP the third. 

Responsibilities

• Help us develop software that improves productivity for every office and department at HRT while using the latest technologies and techniques in software engineering and the broader AI tooling ecosystem.
• HRT has many high-impact areas where we are integrating AI tools; here’s what you could work on:
• Writing a custom MCP wrapper around internal resources.
• Fine-tuning a new code completion model.
• Deploying a new coding assistant across all developer and researcher environments.
• Developing evaluations and iterating on an autonomous coding agent.
• Collaborating with security to improve AI sandboxing.
• Presenting and educating users on best practices.

Profile

• You’re one of the top devs in your current organization, as measured by productivity, technical capability, and helpfulness to other devs.
• Experience deploying and maintaining applications. You’ve managed an application from the design phase through the production phase.
• You’re comfortable with defining direction in an environment of ambiguity and uncertainty. The AI tooling space changes rapidly.
• You really like to work with people who challenge you and make you better at what you do.
• In your spare time you code, tinker, read, explore, break things, and have an insatiable curiosity for all things AI and computer-related.

Qualifications

• Completed a Bachelor's or Master's degree in Computer Science, Engineering, or a related technical field. If you are currently pursuing your Bachelor's degree, please apply to our Campus/New Grad opportunities.
• Python experience is required, daily use of most recent standards preferred.
• C++ and JavaScript (TypeScript, React) experience a plus.
• Experience with the AI tooling ecosystem (use coding assistants/agentic workflows, ideally have built your own customizations).
• Superior design, debugging, and problem solving skills.
• Knowledge of UNIX operating systems (we use Linux), system/processor performance, and network communication.

The estimated base salary range for this position is 200,000 to 300,000 USD per year (or local equivalent). The base pay offered may vary depending on multiple individualized factors, including location, job-related knowledge, skills, and experience. This role will also be eligible for discretionary performance-based bonuses and a competitive benefits package.

Hudson River Trading (HRT) is a leading quantitative trading and investment firm specializing in multi-asset class strategies. At the core of our success lies the power of our compute cluster, the foundation where all our trading strategies are conceived and refined.

We’re looking for innovative minds to enhance the data storage libraries and tools leveraged by our Research teams to generate cutting-edge strategies. As a Storage Developer, you’ll dive deep into C++ and advanced storage solutions, working at massive scale to enable groundbreaking research. Surrounded by a team of exceptional developers constantly pushing the boundaries of their expertise, you’ll be amazed at the impact you can achieve.

Profile

• You’re able to talk both high-level distributed systems design trade-offs and low-level OS-level details
• You’re able to balance being detail-oriented with good prioritization of what matters now vs. later
• You thrive in collaborative environments and have a strong sense of ownership
• In your spare time you code, tinker, read, explore, break things, and have an insatiable curiosity for all things computer related

Responsibilities

• Work with a small team of skilled developers to create distributed storage systems customized to fit HRT’s needs
• Stay informed about the current “state of the art” and help bridge the gap between here and there
• Understand our Research team’s storage and compute needs, and build for the next generation of research

Qualifications 

• Proficient C++ experience is required, daily use preferred 
• Distributed systems experience required (ability to reason about fault tolerance, sharding, trade-offs, and designing for simplicity and robustness under failure) 
• Previous experience developing databases, distributed filesystems, search infrastructure, or similar ideal but not required 
• Ability to work productively in a Linux environment
• Knowledge of UNIX operating systems, low-level systems-level performance issues, and networking

The estimated base salary range for this position is 200,000 to 300,000 USD per year (or local equivalent). The base pay offered may vary depending on multiple individualized factors, including location, job-related knowledge, skills, and experience. This role will also be eligible for discretionary performance-based bonuses and a competitive benefits package.

Hudson River Trading (HRT) is one of the top algorithmic trading companies in the world. Our research cluster is the backbone of our success; it’s where all of our trading strategies are generated.

We use a large, customized research environment with highly advanced CPU and GPU compute, storage, and networking technology. Our team thinks about the entire software stack, from the user-level API to optimizing performance out of low-level caching. We deal with everything from the theoretical, like fair resource scheduling, to the concrete, like optimizing a trader’s new program run-time performance. 

As a distributed compute engineer in a user-facing environment, you’ll develop and improve on technical solutions that make research as easy and efficient as possible. You’ll work everyday with both talented quantitative traders and software engineers across all trading teams.

Responsibilities

• Ensure HRT’s research environment is best in class, with a focus on user workloads
• Maintain and improve resource scheduling, data caching, and job monitoring to make research as easy, fast, and efficient as possible, using both in-house and open source solutions
• Optimize workloads at the user level to speed up user iteration speed
• Tune workloads at the infrastructure level to make them more resource-efficient
• Share metrics and real-time information with users to give insight into workload behavior
• Sit down with users to understand their specific technical needs
• Contribute individually and through leadership and coordination of the above
• Set technical direction for the platform and take holistic ownership of the software infrastructure that supports Algo research

Qualifications

• Bachelor's degree in Computer Science, Computer Engineering, or a related field
• Strong C++ expertise (daily use preferred)
• Python familiarity preferred
• Experience collaborating closely with quantitative researchers and traders to understand their needs
• Great communication capabilities
• Superior design, debugging, and problem solving skills
• Knowledge of UNIX operating systems (we use Linux), system/processor performance, and network communication

The estimated base salary range for this position is 200,000 to 300,000 USD per year (or local equivalent). The base pay offered may vary depending on multiple individualized factors, including location, job-related knowledge, skills, and experience. This role will also be eligible for discretionary performance-based bonuses and a competitive benefits package.

The Hardware team at Hudson River Trading (HRT) creates high performance compute engines using FPGA and ASIC technology to drive low latency trading decisions on global markets. We build custom solutions across the spectrum of speed and smarts: from bespoke circuits to world-class machine learning accelerators.

These high performance designs require even higher performance verification. We are looking for experienced Design Verification (DV) engineers who are skilled at writing testbenches and building verification environments to exercise complex HDL. Our ideal candidate is not only an ace tester, but a practicing toolsmith. You know the EDA landscape and want to be part of a team actively working to rethink, redesign, and surpass the status quo. For example, members of our team are active maintainers of popular open source projects such as Slang, Verilator, and Cocotb.

FPGA and ASIC verification is part of an innovative, growing team at HRT which is integral to the success of our trading. You can expect to always be challenged by the ever-changing financial markets as you work to ensure correctness and robustness of our critical hardware in an extremely fast-paced, real-time environment. No financial experience is necessary.

Responsibilities

• Creating testbenches and tests for our hardware platform, leveraging a hybrid open-source/proprietary, highly flexible environment
• Writing detailed verification plans
• Quickly root-cause RTL bugs
• Collaborating directly with designers for rapid bringup of new projects and debugging of existing designs
• Managing test suites and continuous integration infrastructure
• Developing and improving open-source and internal tools

Qualifications 

• Superb debug and analytical skills 
• Professional experience (2+ years) in RTL functional verification for FPGA or ASIC
• Experience with code and functional coverage collection/analysis
• Experience with SystemVerilog and industry-standard frameworks such as UVM
• Experience with Python
• Comfortable in a Linux environment
• Familiarity with Verilator and/or Cocotb preferred
• C++ experience is a plus
• A bachelor’s degree in computer science, electrical engineering, or a related field

The estimated base salary range for this position is 175,000 to 250,000 USD per year (or local equivalent). The base pay offered may vary depending on multiple individualized factors, including location, job-related knowledge, skills, and experience. This role will also be eligible for discretionary performance-based bonuses and a competitive benefits package.

At Hudson River Trading (HRT), C++ is at the center of our live trading systems and research infrastructure. Our C++ engineers build the highly performant, fault-tolerant systems that power trading across global markets. HRT’s distributed system is on the Pareto frontier of latency and throughput, giving you limitless opportunity to leverage your deep knowledge of C++, OS internals, CPU architecture, and networking hardware and protocols. You’ll work side-by-side with researchers, traders, and hardware specialists, implementing solutions where every microsecond matters.

Our bottom-up approach to projects and our highly collaborative environment empower talented engineers to make significant contributions and see their impact daily. At HRT, you'll be challenged to solve complex problems in a fast-paced, highly competitive industry, surrounded by some of the brightest minds in the field.

C++ Engineers at HRT work on a wide variety of projects. Examples include: 

• Develop and optimize infrastructure for market data, order entry and execution logic, spanning tens of asset classes including options, equities, futures, crypto, and fixed income. 
• Design fault-tolerant, low-latency systems for live trading, including encoding/prioritization of data over WAN links and recovery from hardware failures.
• Profile and improve performance-critical code for both throughput and latency in production environments.
• Build and maintain infrastructure that drives products including client-facing wholesale and SDP platforms, distributed network filesystems, and scalable research workflows.
• Write software that interfaces with specialized hardware such as FPGAs and ASICs used in trading systems.

Profile

• You’re one of the top devs in your current organization, as measured by productivity, technical capability, and helpfulness to other devs.
• You are capable of solving complex engineering problems independently and providing technical advice for others in areas of your expertise. 
• You can make progress on long-term architectural projects while troubleshooting smaller tasks and bug fixes with agility.
• You can describe software designs at a high level (the abstract interface), low level (step-by-step algorithm), or anywhere in between. 
• You are always looking for ways to make systems better.

Qualifications

• 1+ years of professional work experience 
• Bachelor's degree in Computer Science, Computer Engineering, or related field
• Superior design, debugging, and problem solving skills
• Advanced C++ experience is required, daily use preferred
• Knowledge of UNIX operating systems (we use Linux), system/processor performance, and network communication

The estimated base salary range for this position is 200,000 to 300,000 USD per year (or local equivalent). The base pay offered may vary depending on multiple individualized factors, including location, job-related knowledge, skills, and experience. This role will also be eligible for discretionary performance-based bonuses and a competitive benefits package.

The Hardware team at Hudson River Trading (HRT) creates high performance compute engines using FPGA and ASIC technology to drive low latency trading decisions on global markets. We build custom solutions across the spectrum of speed and smarts: from bespoke circuits to world-class machine learning accelerators.

FPGAs and ASICs are critical pieces of our technology stack. We are looking for talented hardware developers to architect and design complex systems on a highly collaborative global team. In this role, you'll identify efficient ways to perform on-the-fly transformations of market data and implement models with complex data structures in RTL. Deep knowledge of SystemVerilog, FPGA internals and/or ASIC primitives, computer architecture, and vendor tool suites are essential to succeeding in this role. Expertise in networking protocols, CPU design, and/or machine learning accelerators is a big plus. No financial experience is necessary.

Responsibilities

• Collaborate with a cross-functional team to develop and deploy custom FPGA and/or ASIC solutions for a wide range of trading applications
• Investigate new technologies and tools
• Contribute to a nimble hardware development tech stack

Qualifications

• Ability to describe hardware designs at a high level, low level, or anywhere in between
• Brilliant design, optimization, debugging and problem solving skills
• Professional experience (2+ years) in RTL design for FPGA or ASIC
• Expert SystemVerilog development skills with a thorough understanding of the language 
• Expert on low level FPGA or ASIC architectures, with a deep understanding of what makes them "tick"
• Skilled in network communications, processing pipelines, and/or machine learning
• Working knowledge of Python and/or C++
• Comfortable in a Linux environment
• Strong verification experience
• Familiarity with AMD Vivado is a plus
• A bachelor’s degree in computer science, electrical engineering, or a related field

This job is accepting ongoing applications and there is no application deadline.

The estimated base salary range for this position is 200,000 to 300,000 USD per year (or local equivalent). The base pay offered may vary depending on multiple individualized factors, including location, job-related knowledge, skills, and experience.

This role will also be eligible for discretionary performance-based bonuses and a competitive benefits package which includes medical, dental, vision, basic life insurance, and enrollment in our company’s retirement savings plans. Employees will receive sick and parental leave, as well as other paid time off (including 20 vacation days and 10 paid holidays in the US). Please note that benefits and time off policies will vary across non-US locations.

In any materials you submit, you may redact or remove age-identifying information such as age, date of birth, or dates of school attendance or graduation. You will not be penalized for redacting or removing this information.

Hudson River Trading (HRT) is a quantitative trading firm at the forefront of technological innovation. We build and deploy cutting-edge systems within one of the world’s most advanced computing environments to power our global trading operations. Our non-siloed, collaborative coding environment empowers talented engineers to make significant contributions and see their impact daily. At HRT, you'll be challenged to solve the most complex problems in trading alongside many of the brightest minds in the field.

We are seeking highly motivated and skilled Research Engineers who will work very closely with our Algo Developer (Quant Research) trading teams. These roles require exceptional programming fundamentals, a strong user focus, and the ability to thrive in a fast-paced environment with constantly evolving requirements. Multitasking and context switching are inherent aspects of this role, through which you will gain insight into the ideation and execution of some of the world's most sophisticated trading strategies.  

Research Engineers at HRT work on a wide variety of projects. Examples include:

• Designing highly customized quantitative systems that enable Algo Developers to easily express and backtest new predictive signals.
• Building world-class research tooling to speed up Algo Developers’ research iteration.
• Aiding the development and deployment of very large deep learning models for HRT’s live trading.
• Improving HRT’s monetization systems which turn our predictions into profitable trades.
• Evaluating sim vs. live differences to improve the fidelity of our simulations.
• Building systems to monitor and manage live trading.
• Specializing in specific time horizons, from high frequency trading to mid-to-low frequency hedge fund-style strategies.
• Working across a very wide variety of asset classes (from equities to fixed income to options) and regions (from North America to Asia Pacific) – you’ll interact with markets across the world!

Responsibilities

• Design, develop, and maintain robust, performant, and scalable software systems.
• Optimize existing codebases for performance, reliability, and efficiency.
• Debug complex issues across distributed systems in a time-sensitive environment.
• Optimize both the mechanics and ergonomics of Algo Developer research workflows; this requires developing a deep intuition for research methodologies.
• Balance the short term goals of individual trading teams with the longer term goals of HRT’s generalized trading platforms across trading teams. Because we don’t work in a pod environment, REs on different trading teams are expected to share technology and ideas.

Qualifications

• Completed a Bachelor's or Master's degree in Computer Science, Engineering, or a related technical field. If you are currently pursuing your Bachelor's degree, please apply to our Campus/New Grad opportunities.
• Previous experience at a top-tier finance or technology company with an excellent track record of rapid advancement and superlative reviews.
• Experience with supporting internal users is preferred; bonus if you have real hands-on experience with quant research and/or ML/Deep Learning platforms.
• Experience with python numerical, ML and data-oriented libraries is a big plus (e.g. pandas, scikit, pytorch, etc.)
• Candidates should be prepared for technical interviews in either Python or C++. While there is no hard language requirement for RE roles, proficiency in one of these languages will be assessed during the interview process.
• Kindness and empathy is a real requirement. No “smart jerks” at HRT. 
• Strong understanding of data structures, algorithms, and design principles.
• Excellent communication skills, both written and verbal.
• HRT ships every day. The ability to thoughtfully, methodically, and reliably deploy new software and features is a critical skill. 
• If you have management experience, that’s always a bonus – but even so, expect to code!

The estimated base salary range for this position is 200,000 to 300,000 USD per year (or local equivalent). The base pay offered may vary depending on multiple individualized factors, including location, job-related knowledge, skills, and experience. This role will also be eligible for discretionary performance-based bonuses and a competitive benefits package.

For more info about interviewing at HRT, see this blog!

Maven Securities US Limited, Chicago, IL

Maven is a market-leading proprietary trading firm deploying its own capital across discretionary, systematic, and market-making strategies. Backed by deep expertise in trading, technology, and research, we are relentlessly focused on improving liquidity across global listed derivatives. Through advanced execution and pricing technologies, we improve how financial markets operate.

THE ROLE:

• Monitor the risk exposures that result from the activity of each relevant trading desk and adjust volatility parameters as required to ensure that the company’s pricing is in line with the market.
• Set the trading parameters of the execution systems used by the company to ensure competitive participation in the marketplace.
• Follow the trading flow to ensure optimal positioning to absorb the supply and demand disbalances that occasionally drive market prices.
• Develop and maintain a daily trading plan to anticipate various trading scenarios and set out intended courses of action depending on each outcome.
• Monitor key trading statistics to ensure that trading activities are appropriately adjusted as soon as deviation from prescribed KPIs becomes apparent.
• Liaise with brokers, assess pricing structures, and provide up-to-the-minute pricing quotes based on market conditions and data analysis.
• Monitor the trading behavior and determine whether the quoting behaviors of the systems are sound and competitive based on a thorough understanding of the market and relevant data.
• Make adjustments to trading logic by preparing or requesting the relevant change to the quoting script and following through with its implementation and release into production and by making changes to internal trading systems.
• Identify and implement modifications to internal trading systems, including assessing the logic amendment required, formulating a request, discussing with key stakeholders, including the Head of Desk, submitting feature change requests, and working with the technology team to see the change through implementation.
• Establish and refine metrics that enable the trading desk to assess the pricing dislocation in risk factors relevant to the desk: implied vs realized volatility, implied vs realized skew, kurtosis, and future spread level.
• Investigate trades that challenge the competitiveness or the sound functioning of systems through detailed and thorough review of to-the-microsecond and order-by-order market data, and make improvements to that research framework.
• Train and guide juniors and experienced hires to ensure that all team members have a thorough understanding of the tools that underpin trading activities.

Salary: $150,000-180,000 per annum.

WHAT WE ARE LOOKING FOR:

•  Requires Master’s degree in Finance, Financial Engineering, Quantitative Finance, or a related field of study, plus one (1) year of experience with financial theory; relative value trading; systematic position taking; modeling; developing and maintaining a daily trading plan; risk monitoring; C++ scripting and/or Python scripting. 

WHAT WE OFFER:

• Amazing opportunity to be a key member of a highly committed employee-owned
  trading firm.
• The upside of start-up without the associated risks.
• Great friendly, informal and highly rewarding culture.
• Informal dress code.
• Fast growing global firm with plenty of opportunity where you will have significant
  impact.
• Benefits: Medical, Dental, Vision Insurance coverage for employees and their
  dependents. 401k with employer match. Short Term Disability, Long Term Disability,
  and Life Insurance. Annual learning and development stipend.

#LI-DNI

About Akuna: 

Akuna Capital is an innovative trading firm with a strong focus on collaboration, cutting-edge technology, data driven solutions, and automation. We specialize in providing liquidity as an options market-maker – meaning we are committed to providing competitive quotes that we are willing to both buy and sell. To do this successfully, we design and implement our own low latency technologies, trading strategies, and mathematical models. 

Our Founding Partners first conceptualized Akuna in their hometown of Sydney. They opened the firm’s first office in 2011 in the heart of the derivatives industry and the options capital of the world – Chicago. Today, Akuna is proud to operate from additional offices in Sydney, Shanghai, London, and Singapore. 

What you’ll do as a Junior Quantitative Researcher at Akuna: 

Akuna's Prediction Markets team is looking to add a Junior Quantitative Researcher focused on sports related contracts. The successful candidate will play a crucial role in developing Akuna’s sports pricing capabilities, working closely with development and trading teams to refine and deploy these models alongside our strategies. This position offers the opportunity to make a direct impact on an exciting new desk at Akuna. The ideal candidate will possess strong programming and analytical skills, a creative mindset, and a passion for sports. In this role you will:   

• Design and develop data capture pipelines to enable the pricing of a variety of sports contracts (match outcomes, player props, in-game events)
• Develop and calibrate pricing models using historical data in service of in-play quoting of sports contracts.
• Build and maintain internal tooling to facilitate all aspects of the research pipeline
• Work closely with trading and development to deploy models into production trading strategies, bridging the gap from research to production with an ownership mentality 

Qualities that make great candidates: 

• Bachelor’s, Master’s, or PhD degree in a technical field, such as Engineering, Computer Science, Mathematics, or Physics (or a related subject)
• Proficient programming skills in Python (C++ is a plus)
• Deep understanding of fields such as Linear Algebra, Numerical Methods, Statistics, Optimization, and Machine Learning
• Strong interest in sports and quantitative modeling. 

We are especially interested in high agency individuals who are keenly interested in sports and prediction markets. Previous experience at a trading firm is valued but not necessary. If you have a strong quantitative background, have been working on personal projects trading Kalshi or Polymarket, and you want the opportunity to grow at a company with deep trading expertise, we want to hear from you! 

In addition to technical skillsets, Akuna values the unique perspectives people can bring to the table to collaboratively solve complex problems and drive Akuna forward. We want everyone to feel empowered to apply. We welcome your application and encourage you to take the first steps toward your future with us!

In accordance with Illinois Equal Pay Act, the minimum base salary starts at $145,000. Exact compensation offered may vary based on many factors including, but not limited to, the candidate’s experience, qualifications, and skill set. This role is also eligible for a discretionary performance bonus as part of the total compensation package and includes a comprehensive benefits package that may encompass employer-paid medical, dental, vision, retirement contributions, paid time off, and other benefits. The minimum base salary herein was determined in good faith by Akuna Capital LLC.

About Akuna: 

Akuna Capital is an innovative trading firm with a strong focus on collaboration, cutting-edge technology, data driven solutions, and automation. We specialize in providing liquidity as an options market-maker – meaning we are committed to providing competitive quotes that we are willing to both buy and sell. To do this successfully, we design and implement our own low latency technologies, trading strategies, and mathematical models. 

Our Founding Partners first conceptualized Akuna in their hometown of Sydney. They opened the firm’s first office in 2011 in the heart of the derivatives industry and the options capital of the world – Chicago. Today, Akuna is proud to operate from additional offices in Sydney, Shanghai, London, and Singapore. 

What you’ll do as a Quantitative Strategist at Akuna: 

Akuna's Quantitative Trading and Research team is looking to add Quant Strategists to a team of mathematicians, statisticians and technologists. The successful candidate will play a crucial role in developing and enhancing our trading strategies by leveraging quantitative expertise and a deep understanding of financial markets. This position offers the opportunity to make a direct impact on our trading decisions and overall performance. The ideal candidate will possess strong programming skills, a creative mindset, and a passion for the intricacies of financial markets. In this role you will: 

• Design and develop production code for trading strategies, including pricing models, execution logic, and performance optimization while collaborating closely with researchers, traders, and system engineers.
• Analyze and incorporate market signals into our trading systems to enhance decision-making and performance outcomes.
• Advance our existing codebase by proposing new solutions, optimizations, and improvements that align with trading goals.
• Participate in the rapid prototyping of cutting-edge trading solutions driven by quantitative analysis and market research.
• Stay ahead of industry trends and developments in financial markets to inform strategy adjustments and innovations.
• Respond quickly and accurately to rapidly changing market conditions, solving mathematical and coding challenges as they arise.
• Engage in ongoing learning and development to deepen understanding of financial markets and enhance strategic initiatives. 

Qualities that make great candidates: 

• Bachelor’s, Master’s, or PhD degree in a technical field, such as Engineering, Computer Science, Mathematics, or Physics (or a related subject), with degree completion required upon employment. 
• 3+ years of experience in a quantitative or programming role, preferably within the finance or trading sectors.
• Proficient programming skills in Python (C++ is a plus) 
• Desire and ability to learn the complexities of financial markets and trading mechanisms.
• Deep understanding of fields such as Linear Algebra, Numerical Methods, Statistics, Optimization, Signal Processing, Computer Architecture, Machine Learning, and Heterogeneous/High-Performance Computing.
• Exceptional analytical and problem-solving skills, with the ability to react quickly and effectively to rapidly changing market conditions.
• Strong interest in financial markets and trading is highly valued.
• The ability to react quickly and accurately to rapidly changing market conditions, including the ability to quickly and accurately respond and/or solve math and coding problems are essential functions of the role   

In addition to technical skillsets, Akuna values the unique perspectives people can bring to the table to collaboratively solve complex problems and drive Akuna forward. We want everyone to feel empowered to apply. We welcome your application and encourage you to take the first steps toward your future with us!

In accordance with Illinois Equal Pay Act, the minimum base salary starts at $145,000. Exact compensation offered may vary based on many factors including, but not limited to, the candidate’s experience, qualifications, and skill set. This role is also eligible for a discretionary performance bonus as part of the total compensation package and includes a comprehensive benefits package that may encompass employer-paid medical, dental, vision, retirement contributions, paid time off, and other benefits. The minimum base salary herein was determined in good faith by Akuna Capital LLC.

Akuna Capital is an innovative trading firm with a strong focus on collaboration, cutting-edge technology, data driven solutions, and automation. We specialize in providing liquidity as an options market-maker – meaning we are committed to providing competitive quotes that we are willing to both buy and sell. To do this successfully, we design and implement our own low latency technologies, trading strategies, and mathematical models. 

Our Founding Partners first conceptualized Akuna in their hometown of Sydney. They opened the firm’s first office in 2011 in the heart of the derivatives industry and the options capital of the world – Chicago. Today, Akuna is proud to operate from additional offices in Sydney, Shanghai, London, and Singapore. 

What you’ll do as a Quantitative Researcher at Akuna: 

Akuna's Prediction Markets team is looking to add a Quantitative Researcher focused on sports related contracts. The successful candidate will play a crucial role in developing Akuna’s sports pricing capabilities, working closely with development and trading teams to refine and deploy these models alongside our strategies. This position offers the opportunity to make a direct impact on an exciting new desk at Akuna. The ideal candidate will possess strong programming and analytical skills, a creative mindset, and a passion for sports. In this role you will:   

• Design and develop data capture pipelines to enable the pricing of a variety of sports contracts (match outcomes, player props, in-game events)
• Develop and calibrate pricing models using historical data in service of in-play quoting of sports contracts.
• Build and maintain internal tooling to facilitate all aspects of the research pipeline
• Work closely with trading and development to deploy models into production trading strategies, bridging the gap from research to production with an ownership mentality 

Qualities that make great candidates: 

• Bachelor’s, Master’s, or PhD degree in a technical field, such as Engineering, Computer Science, Mathematics, or Physics (or a related subject)
• Proficient programming skills in Python (C++ is a plus)
• 2+ years of experience in a quantitative or programming role, preferably within the trading sector.
• Deep understanding of fields such as Linear Algebra, Numerical Methods, Statistics, Optimization, and Machine Learning
• Strong interest in sports and quantitative modeling. 

We are especially interested in high agency individuals who have practical experience in financial markets and see the recent rise in prediction markets as an opportunity to ply their trade to a new domain they find more dynamic and exciting: sports. If you are a working quant and a sports data nerd, we want to hear from you! 

In addition to technical skillsets, Akuna values the unique perspectives people can bring to the table to collaboratively solve complex problems and drive Akuna forward. We want everyone to feel empowered to apply. We welcome your application and encourage you to take the first steps toward your future with us!

In accordance with Illinois Equal Pay Act, the minimum base salary starts at $145,000. Exact compensation offered may vary based on many factors including, but not limited to, the candidate’s experience, qualifications, and skill set. This role is also eligible for a discretionary performance bonus as part of the total compensation package and includes a comprehensive benefits package that may encompass employer-paid medical, dental, vision, retirement contributions, paid time off, and other benefits. The minimum base salary herein was determined in good faith by Akuna Capital LLC.

About Akuna:

Akuna Capital is an innovative trading firm with a strong focus on collaboration, cutting-edge technology, data driven solutions, and automation. We specialize in providing liquidity as an options market-maker – meaning we are committed to providing competitive quotes that we are willing to both buy and sell. To do this successfully, we design and implement our own low latency technologies, trading strategies, and mathematical models. 

Our Founding Partners first conceptualized Akuna in their hometown of Sydney. They opened the firm’s first office in 2011 in the heart of the derivatives industry and the options capital of the world – Chicago. Today, Akuna is proud to operate from additional offices in Sydney, Shanghai, London, and Singapore. 

What you’ll do as a Quantitative Researcher at Akuna:

Akuna’s Trading and Research teams are seeking Quant Researchers to join a multidisciplinary group of mathematicians, statisticians, technologists and traders. These teams drive the development of trading strategies and predictive models by combining quantitative rigor with deep expertise in financial markets. 

We are looking for talented researchers who can apply and develop machine learning algorithms to contribute to Akuna’s strategy portfolio. In this role, you will: 

• Develop trading strategies using statistical and machine learning algorithms
• Drive improvements in predictive models through rigorous signal and feature research
• Design and optimize machine learning workflows to support scalable, efficient, and reproducible research
• Bring a results-driven mindset paired with strong collaboration and communication skills. 

Qualities that make great candidates: 

• 3+ years of strong professional work experience in statistics, machine learning or related area
• BS/MS/PhD degree in a technical field – Engineering, Computer Science, Math, Physics, or similar
• Proven research background in academic or professional environment
• Programming experience in Python or C++
• Expertise in statistics and machine learning
• Financial experience or knowledge of trading is a plus
• The ability to react quickly and accurately to rapidly changing market conditions, including the ability to quickly and accurately respond and/or solve math and coding problems are essential functions of the role

In addition to technical skillsets, Akuna values the unique perspectives people can bring to the table to collaboratively solve complex problems and drive Akuna forward. We want all groups to feel empowered to apply, even if you don’t meet every qualification. We welcome your application and encourage you to take the first steps toward your future with us! 

Please note that level/title, as well as team placement, will be determined upon the conclusion of the interview process. If you are a current student or recent graduate, please take a look at our Entry Level and Intern positions. 

In accordance with Illinois Equal Pay Act, the minimum base salary starts at $145,000. Exact compensation offered may vary based on many factors including, but not limited to, the candidate’s experience, qualifications, and skill set. This role is also eligible for a discretionary performance bonus as part of the total compensation package and includes a comprehensive benefits package that may encompass employer-paid medical, dental, vision, retirement contributions, paid time off, and other benefits. The minimum base salary herein was determined in good faith by Akuna Capital LLC.

About Akuna: 

Akuna Capital is an innovative trading firm with a strong focus on collaboration, cutting-edge technology, data driven solutions, and automation. We specialize in providing liquidity as an options market-maker – meaning we are committed to providing competitive quotes that we are willing to both buy and sell. To do this successfully, we design and implement our own low latency technologies, trading strategies, and mathematical models. 

Our Founding Partners first conceptualized Akuna in their hometown of Sydney. They opened the firm’s first office in 2011 in the heart of the derivatives industry and the options capital of the world – Chicago. Today, Akuna is proud to operate from additional offices in Sydney, Shanghai, London and Singapore.

What you’ll do as a Performance Engineer at Akuna:

We are seeking to grow our Performance Engineering Team, which is focused on a rigorous and holistic approach to improving software, hardware, and strategy performance. This team is responsible for maintaining and increasing our competitiveness at the various exchanges Akuna does business with around the globe. As a member of this multidisciplinary team, you will be responsible for investigating new opportunities for optimizations and bringing these ideas to fruition. This can be achieved through software optimizations, analysis of hardware, orchestration of physical installations, analysis of exchange specific protocols, or building tools for gauging Akuna’s performance. In this role, you will:

• Contribute to the design and implementation of our trading engine by increasing its performance with projects such as benchmarking systems, evaluating new devices, latency, and throughput analysis
• Develop tools and applications for benchmarking new devices and software
• Assist with performance troubleshooting and identify key opportunities for improvement
• Use a data driven approach to collaborate with relevant Trading, Quant, and Technology teams to expand and improve our systems, footprint, and latency across different strategies and exchanges
• Review and analyze how we leverage our proprietary systems, identifying potential bottlenecks and considering how we can improve our technology stack to better our trading success

Qualities that make great candidates:

• BS/MS/PhD in technical field - Computer Science, Math, Physics, Engineering
• Strong C++ or Python programming background with demonstrated experience developing performant, scalable applications
• Experience analyzing and tuning operating systems, compilers, networking, IO subsystems, or accelerators
• Exposure to statistical and experimental methods and tools for testing performance
• Highly collaborative in nature - excellent written and verbal communication skills
• Ability to work on cross-functional teams including Trading, Development, IT, and Quant
• The ability to react quickly and accurately to rapidly changing market conditions, including the ability to quickly and accurately respond and/or solve math and coding problems are essential functions of the role

In addition to technical skillsets, Akuna values the unique perspectives people can bring to the table to collaboratively solve complex problems and drive Akuna forward. We want everyone to feel empowered to apply. We welcome your application and encourage you to take the first steps toward your future with us!

In accordance with Illinois Equal Pay Act, the minimum base salary starts at $145,000. Exact compensation offered may vary based on many factors including, but not limited to, the candidate’s experience, qualifications, and skill set. This role is also eligible for a discretionary performance bonus as part of the total compensation package and includes a comprehensive benefits package that may encompass employer-paid medical, dental, vision, retirement contributions, paid time off, and other benefits. The minimum base salary herein was determined in good faith by Akuna Capital LLC.

The Internal Identity & Access Management (I2AM) team is responsible for critical production infrastructure that provides a foundational notion of Identity and strong authentication and authorization controls across Pinterest. Our backend is primarily written in Golang, Python with some C++ while our frontend tools are written in React and TypeScript. We’re looking for a software engineer who will help us build robust tooling to define and evaluate access controls across production infrastructure. A security background is not necessary but ideal candidates will have familiarity with the problems or related spaces, such as Infrastructure or Identity.

What you’ll do:

• Contribute to the technical roadmap for identity and authorization controls for users, services and AI Agents.
• Design, implement, and maintain mission-critical features that will help us deliver robust IAM infrastructure and libraries to our customers.
• Leverage Agentic AI to improve systems and least privilege, while applying judgment and verification to ensure correctness and quality. Improve code quality and system performance using AI Coding Agents.
• As member of the Infrastructure Security team, build performant and resilient AAA (Authentication, Authorization, Auditing) platform controls into various high-traffic services including our AI Agents, online/offline data platforms, databases, service mesh. (Envoy) and other critical infrastructure components.

What we're looking for:

• Bachelor’s degree in Computer Science, Engineering, or a related field, or equivalent experience.
• 2+ years of software development experience.
• Experienced in developing features end to end, with preferred experience developing them in distributed systems.
• Experience with critical evaluation and verification of AI-assisted work (e.g., testing, source-checking, data validation, peer review).
• Demonstrated ability to prototype and use AI tooling to improve reliability and quality of day-to-day workflow and system performance.
• High integrity and ownership: you protect sensitive data, avoid over-reliance on AI, and remain accountable for final decisions and deliverables.
• Experience in some of the following areas is a strong plus:
• Identity, Account Security, Authentication/Authorization (OAuth, SAML, RBAC) protocols
• AWS or other public cloud infrastructure, containerization such as Kubernetes 
• Infrastructure provisioning tools (Terraform, Puppet, etc.)
• Familiarity with networking protocols (Application layer)

In-Office Requirement Statement: 

• We recognize that the ideal environment for work is situational and may differ across departments. What this looks like day-to-day can vary based on the needs of each organization or role.
• This role will need to be in the office for in-person collaboration 1-2 times every 6-months and therefore can be situated anywhere in the country. 

Relocation Statement:

• This position is not eligible for relocation assistance. Visit our PinFlex page to learn more about our working model.

#LI-REMOTE

#LI-JT1

DRW is a diversified trading firm with over 3 decades of experience bringing sophisticated technology and exceptional people together to operate in markets around the world. We value autonomy and the ability to quickly pivot to capture opportunities, so we operate using our own capital and trading at our own risk.

Headquartered in Chicago with offices throughout the U.S., Canada, Europe, and Asia, we trade a variety of asset classes including Fixed Income, ETFs, Equities, FX, Commodities and Energy across all major global markets. We have also leveraged our expertise and technology to expand into three non-traditional strategies: real estate, venture capital and cryptoassets.

We operate with respect, curiosity and open minds. The people who thrive here share our belief that it’s not just what we do that matters–it's how we do it. DRW is a place of high expectations, integrity, innovation and a willingness to challenge consensus.

About the Team

DRW C/FICCO Tools Engineering team intimately collaborates with traders to turn alpha signals, risk management, market visualizations and other trading-critical tools into scalable, performant and reliable production systems.

We embed deeply with our customers to solve high-impact, complex problems.

We move quickly when we prototype, and we tread lightly when we ship to production. 

We operate at the intersection of ensuring customer success and creating quality products that stand the test of time.

We work closely with Data Engineering, Research Engineering, and Execution Engineering.

About the Role

Software Engineers at Tools Engineering operate in two very distinct but organically interconnected modes.

• During a Forward Deployment, you will be directly embedded onto a trading desk, where you will be tasked to navigate business context, ambiguity in requirements, trade-offs, and urgency to deliver. You will promote a mutually beneficial relationship with the trading desks by building them specialized solutions to solve their greatest problems, while at the same time building up domain specific knowledge.
• After returning from a Forward Deployment, you will leverage the knowledge you gained from the process, extract reusable patterns, and make the tools available for all trading desks.

In this role you will:

• Work with best-in-class trading tools for a collection of Cumberland and FICC options trading desks
• Take full ownership of the products you create, from prototype to stable production
• Embed with trading desks, learn about their problem spaces, extract domain models, and build ergonomic, performant and extendable engineering solutions
• Build, maintain and extend the central trading platform
• Work with both greenfield and legacy systems across multiple languages (Python, Java, C++, Typescript) 
• Provide on-call support as needed

Qualifications:

• A minimum of 2+ years’ experience using Python, Java, C++, and can work comfortably in multiple programming languages
• A track record of working directly with end customers, scoping and delivering production systems in fast-moving and ambiguous environments
• Ability to dive deep into complex problems, develop intuitive understandings, spot risks early, and minimize complexity
• Exceptional interpersonal skills - you communicate clearly with stakeholders as well as other engineers, fostering a collaborative, supportive working environment.
• Experience in the financial markets, especially in delta one store of value and/or FICC options trading
• Experience with linux-based, concurrent, high-throughput, low-latency software systems
• Experience with functional programming is a plus
• Have a Bachelors or advanced degree in Computer Science, Mathematics, Statistics, Physics, Engineering, or equivalent work experience

The annual base salary range for this position is $175,000 to $225,000 depending on the candidate’s experience, qualifications, and relevant skill set. The position is also eligible for an annual discretionary bonus. In addition, DRW offers a comprehensive suite of employee benefits including group medical, pharmacy, dental and vision insurance, 401k (with discretionary employer match), short and long-term disability, life and AD&D insurance, health savings accounts, and flexible spending accounts.

For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at https://drw.com/privacy-notice.

California residents, please review the California Privacy Notice for information about certain legal rights at https://drw.com/california-privacy-notice.

#LI-BL1

DRW is a diversified trading firm with over 3 decades of experience bringing sophisticated technology and exceptional people together to operate in markets around the world. We value autonomy and the ability to quickly pivot to capture opportunities, so we operate using our own capital and trading at our own risk.

Headquartered in Chicago with offices throughout the U.S., Canada, Europe, and Asia, we trade a variety of asset classes including Fixed Income, ETFs, Equities, FX, Commodities and Energy across all major global markets. We have also leveraged our expertise and technology to expand into three non-traditional strategies: real estate, venture capital and cryptoassets.

We operate with respect, curiosity and open minds. The people who thrive here share our belief that it’s not just what we do that matters–it's how we do it. DRW is a place of high expectations, integrity, innovation and a willingness to challenge consensus.

About the Team

The DRW C/FICCO Data Engineering team is essential to developing valuable datasets and scalable data infrastructure critical to our trading operations. We work closely with traders, researchers, and other engineering teams to ensure seamless data flow and accessibility, supporting data-driven decision-making. Our systems are designed to handle large volumes of data, maintain quality and integrity, and provide robust APIs for fast, ergonomic data retrieval.

About the Role

In this role you will:

• Collaborate with cross-functional teams to deliver data solutions that support diverse trading activities.
• Take full ownership of data products, guiding them from initial concept through to stable production.
• Design, build, and maintain systems for both batch processing and real-time streaming of time series datasets, ensuring high data quality and reliability.
• Develop APIs and data access methods for fast, intuitive retrieval of historical and live data, working with both new and existing systems.
• Provide on-call support as needed.

Qualifications:

• A minimum of 2+ years’ experience using at least one of Python, Java, and C++, and can work comfortably in multiple programming languages
• A track record of working directly with end customers, scoping and delivering production systems in fast-moving and ambiguous environments
• Ability to dive deep into complex problems, develop intuitive understandings, spot risks early, and minimize complexity
• Exceptional interpersonal skills - you communicate clearly with stakeholders as well as other engineers, fostering a collaborative, supportive working environment
• Experience in the financial markets, especially in delta one, store of value, and/or FICC options trading
• Experience with Linux-based, concurrent, high-throughput, low-latency software systems
• Experience with pipeline orchestration frameworks (e.g. Airflow, Dagster)
• Experience with streaming platforms (e.g. Kafka), data lake platforms (e.g. Delta Lake, Apache Iceberg), and relational databases
• Have a Bachelors or advanced degree in Computer Science, Mathematics, Statistics, Physics, Engineering, or equivalent work experience

The annual base salary range for this position is $175,000 $225,000 depending on the candidate’s experience, qualifications, and relevant skill set. The position is also eligible for an annual discretionary bonus. In addition, DRW offers a comprehensive suite of employee benefits including group medical, pharmacy, dental and vision insurance, 401k (with discretionary employer match), short and long-term disability, life and AD&D insurance, health savings accounts, and flexible spending accounts.

For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at https://drw.com/privacy-notice.

California residents, please review the California Privacy Notice for information about certain legal rights at https://drw.com/california-privacy-notice.

#LI-BL1

DRW is a diversified trading firm with over 3 decades of experience bringing sophisticated technology and exceptional people together to operate in markets around the world. We value autonomy and the ability to quickly pivot to capture opportunities, so we operate using our own capital and trading at our own risk.

Headquartered in Chicago with offices throughout the U.S., Canada, Europe, and Asia, we trade a variety of asset classes including Fixed Income, ETFs, Equities, FX, Commodities and Energy across all major global markets. We have also leveraged our expertise and technology to expand into three non-traditional strategies: real estate, venture capital and cryptoassets.

We operate with respect, curiosity and open minds. The people who thrive here share our belief that it’s not just what we do that matters–it's how we do it. DRW is a place of high expectations, integrity, innovation and a willingness to challenge consensus.

The UP - Analytics - Middle Office team is looking for an outstanding Senior Software Engineer with diverse technical and interpersonal skills to join us in the next step of our development as we significantly expand our technical capabilities, enabling us to have an even greater impact across the firm. This team build and maintains services which: 

• calculate analytic measures across many asset classes
• predict theoretical market outcomes based on user-defined what-if scenarios
• return analytics for any time horizon

We collaborate closely with risk managers and trading desks to measure option and rate sensitivities and create applications to monitor, manage, and report analytic measures. We're looking for talented software engineers with proven experience in the trading and finance industry. 

Responsibilities: 

• Partner closely with stakeholders and quantitative teams to design and implement complex financial modeling solutions
• Leverage your expertise in finance and quantitative analysis to architect robust, scalable analytics systems
• Write readable and well-tested code in multiple languages, paradigms, and platforms
• Collaborating with various business, development, IT, and trading support teams
• Provide on-call support as part of our team-wide rotation
• Keep open communication with our users for support, testing, and ensuring understanding of their needs

Qualifications: 

• Experience using applied mathematics (linear algebra, optimization, numerical methods)
• Strong understanding of statistics and probabilities
• Quantitative modeling of financial products and derivatives
• Fluent in functional, object-oriented, or imperative programming languages
• Competent in distributed version control, CI/CD, Docker, and Kubernetes

Familiarity with: 

• One of the following programming languages: Elixir, Python, Java, C#
• One systems level programming language: C, C++, Rust
• Pricing, risk management, and portfolio analytics
• Exchange-traded financial assets, statistics, or financial engineering
• Data structures and design/analysis of algorithms

Personal traits: 

• Possesses the ability to learn, adapt and grow
• Demonstrates personal humility, respect for others, and trust in their teammates
• Capable of independently driving projects to completion but prefers collaborating with teammates
• Excellent problem-solving and debugging skills, but has better listening and communication skills

The annual base salary range for this position is $200k to $250k depending on the candidate’s experience, qualifications, and relevant skill set. The position is also eligible for an annual discretionary bonus. In addition, DRW offers a comprehensive suite of employee benefits including group medical, pharmacy, dental and vision insurance, 401k (with discretionary employer match), short and long-term disability, life and AD&D insurance, health savings accounts, and flexible spending accounts.

For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at https://drw.com/privacy-notice.

California residents, please review the California Privacy Notice for information about certain legal rights at https://drw.com/california-privacy-notice.

[#LI-SK1] 

DRW is a diversified trading firm with over 3 decades of experience bringing sophisticated technology and exceptional people together to operate in markets around the world. We value autonomy and the ability to quickly pivot to capture opportunities, so we operate using our own capital and trading at our own risk.

Headquartered in Chicago with offices throughout the U.S., Canada, Europe, and Asia, we trade a variety of asset classes including Fixed Income, ETFs, Equities, FX, Commodities and Energy across all major global markets. We have also leveraged our expertise and technology to expand into three non-traditional strategies: real estate, venture capital and cryptoassets.

The UP – Analytics Front Office team is looking for a Senior Software Engineer who relishes working in challenging time-critical environments solving complex problems alongside highly capable peers.  Our team operates services providing real-time PnL and Risk monitoring services for a diverse group of trading desks each with varying degrees of portfolio and model complexity.   

While previous experience in the trading and finance industry is beneficial, we’re looking for talented software engineers with or without industry-specific expertise. 

UP – Analytics Front Office primarily operates C# services heavily utilizing RX for LINQ-style composition and asynchronous dispatch. We often reach for Python to build smaller services and frequently interact with analytics libraries in C++.  

Responsibilities 

• Design, implement and operate low latency risk analytics systems as part of a highly capable team.
• Decompose complex functional requirements into coherent service designs that are efficient, simple to operate, and can be changed reliably.
• Providing on-call support as part of our teamwide rotation.  We split on-call across the US and UK time zones to limit off-hours disruptions.
• Be a capable mentor who is eager to contribute their unique knowledge and perspective to advance the team’s capabilities.   

Required qualifications 

• Extensive experience designing & operating low latency distributed systems at scale for critical business functions.
• Extensive experience in testing & test automation
• Fluency in functional and object-oriented programming languages.
• Competency in using Git, CI/CD platforms, Docker and Kubernetes. 

Familiarity with 

• More than one of: C#, Java, Python, and C++
• Databases such as: MSSQL, Postgres, Redis
• Kafka/RabbitMQ or similar event-based platforms
• Data structures and design/analysis of algorithms 

Not required, but a bonus 

• Fixed Income products and Interest Rate derivatives (including Risk, PnL attribution, scenario analysis, etc.)
• IR derivatives models (Yield Curves, Option Pricing, SABR, etc.)
• Statistics, discrete mathematics, linear algebra 

Personal Traits 

• Possesses the ability and desire to learn, adapt and grow.
• Demonstrates personal humility, respect for others, and trust in their teammates.
• Capable of independently driving projects to completion but prefers collaborating with teammates.
• Excellent problem-solving and debugging skills, but even better listening and communication skills.
• Strong attention to detail, with a track record of leading and driving projects to completion. 

The annual base salary range for this position is $200k to $250k depending on the candidate’s experience, qualifications, and relevant skill set. The position is also eligible for an annual discretionary bonus. In addition, DRW offers a comprehensive suite of employee benefits including group medical, pharmacy, dental and vision insurance, 401k (with discretionary employer match), short and long-term disability, life and AD&D insurance, health savings accounts, and flexible spending accounts.

For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at https://drw.com/privacy-notice.

California residents, please review the California Privacy Notice for information about certain legal rights at https://drw.com/california-privacy-notice.

[#LI-SK1] 

DRW is a diversified trading firm with over 3 decades of experience bringing sophisticated technology and exceptional people together to operate in markets around the world. We value autonomy and the ability to quickly pivot to capture opportunities, so we operate using our own capital and trading at our own risk.

Headquartered in Chicago with offices throughout the U.S., Canada, Europe, and Asia, we trade a variety of asset classes including Fixed Income, ETFs, Equities, FX, Commodities and Energy across all major global markets. We have also leveraged our expertise and technology to expand into three non-traditional strategies: real estate, venture capital and cryptoassets.

We operate with respect, curiosity and open minds. The people who thrive here share our belief that it’s not just what we do that matters–it's how we do it. DRW is a place of high expectations, integrity, innovation and a willingness to challenge consensus.

DRW is seeking an exceptional Software Engineer to join a newly created team responsible for designing and developing tools and infrastructure used by Traders and Quantitative Researchers. In this role, you will be collaborating with people across the firm to provide cutting-edge technology solutions that expand our existing trading platform, all while promoting software engineering best practices. You will be presented with an opportunity to work on high profile projects that have an impact across the organization.

Responsibilities:

• Manage the day-to-day technology requirements of our proprietary trading systems
• Accelerate trading and research analysis workflows by utilizing and expanding on DRW’s in-house infrastructure and improve productivity
• Evaluate new technologies and identify/deprecate legacy code to improve on the current technological stack
• Collaborate with other engineers, traders, and researchers to design custom frameworks or end-user solutions
• Write performance sensitive code and user-friendly APIs to facilitate access to our in-house data analysis infrastructure
• Lead design discussions and conduct code reviews to maintain high standards and quality of written code

Requirements:

• Bachelor’s or Master’s degree in Computer Science or related Engineering discipline
• 5+ years of experience building demanding, live systems in Python
• In-depth knowledge of Python and keeps up with current standards (3.11 onwards)
• Up-to-date knowledge of the Python ecosystem: third party libraries, packaging in-built Python libraries
• Knowledge of a systems language such as C, C++, Rust, etc.
• Solid understanding of data structures
• Strong verbal and written communication skills
• Must car about the user-experience/UX component
• Knowledge of CI software, such as TeamCity or Jenkins
• Familiarity with Linux
• Ability to mentor others and lead small projects

Bonus points:

• Experience in the trading industry
• Familiarity with the scientific python stack
• Understanding of the latest in python package management

The annual base salary range for this position is $150,000 to $180,000 depending on the candidate’s experience, qualifications, and relevant skill set. The position is also eligible for an annual discretionary bonus.  In addition, DRW offers a comprehensive suite of employee benefits including group medical, pharmacy, dental and vision insurance, 401k (with discretionary employer match), short and long-term disability, life and AD&D insurance, health savings accounts, and flexible spending accounts.

For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at https://drw.com/privacy-notice.

California residents, please review the California Privacy Notice for information about certain legal rights at https://drw.com/california-privacy-notice.

[#LI-SK1] 

DRW is a diversified trading firm with over 3 decades of experience bringing sophisticated technology and exceptional people together to operate in markets around the world. We value autonomy and the ability to quickly pivot to capture opportunities, so we operate using our own capital and trading at our own risk.

Headquartered in Chicago with offices throughout the U.S., Canada, Europe, and Asia, we trade a variety of asset classes including Fixed Income, ETFs, Equities, FX, Commodities and Energy across all major global markets. We have also leveraged our expertise and technology to expand into three non-traditional strategies: real estate, venture capital and cryptoassets.

We operate with respect, curiosity and open minds. The people who thrive here share our belief that it’s not just what we do that matters–it's how we do it. DRW is a place of high expectations, integrity, innovation and a willingness to challenge consensus.

Cumberland Systematic is a multi-asset trading team focused on mid and high-frequency fully systematic strategies in the delta one space. We trade 24/7 globally with our team located primarily in Chicago and London.

We are looking for a Software Engineer to join our team. You will work with other software engineers to design and develop the full stack needed to enable a global trading operation with high availability requirements. You will be expected to design and develop integrations with data vendors, blockchain infrastructure, data management solutions, and libraries for managing and analyzing data. The team’s existing systems are written in Python and C++.

Candidates should have strong initiative and proven experience independently driving projects to completion. We work from high-level requirements and engineers are expected to gain an intimate understanding of the business and work directly with quantitative researchers on a daily basis.

Responsibilities:

• Design, develop, test, document, and maintain software and infrastructure needed for quantitative financial research
• Accelerate the research lifecycle from data engineering to feature generation and analysis
• Integrate with diverse data sources such as blockchains, exchanges, and data vendors
• Test at the unit, functional, and integration levels
• Work within in a small team as well as independently with a strong user focus
• Provide on-call support as needed

To qualify for this role, you must have:

• Python experience gained through professional experience
• Built complex systems in modern Python that are maintainable and safely refactorable
• Hands-on experience managing large, evolving timeseries data
• A working knowledge of type safety and type systems
• Strong verbal and written communication skills
• Strong internal motivation and a continual desire to learn

Bonus points if you have:

• Contributions to open-source crypto projects
• Production experience running full or archive blockchain nodes at scale
• Collaborated with quantitative researchers
• A working knowledge of high-level machine learning concepts and lifecycle
• Experience with functional programming and immutable design principles
• Practical knowledge of major blockchain types and clients

The annual base salary range for this position is $175,000 to $225,000 depending on the candidate’s experience, qualifications, and relevant skill set. The position is also eligible for an annual discretionary bonus. In addition, DRW offers a comprehensive suite of employee benefits including group medical, pharmacy, dental and vision insurance, 401k (with discretionary employer match), short and long-term disability, life and AD&D insurance, health savings accounts, and flexible spending accounts.

For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at https://drw.com/privacy-notice.

California residents, please review the California Privacy Notice for information about certain legal rights at https://drw.com/california-privacy-notice.

#LI-BL1

DRW is a diversified trading firm with over 3 decades of experience bringing sophisticated technology and exceptional people together to operate in markets around the world. We value autonomy and the ability to quickly pivot to capture opportunities, so we operate using our own capital and trading at our own risk.

Headquartered in Chicago with offices throughout the U.S., Canada, Europe, and Asia, we trade a variety of asset classes including Fixed Income, ETFs, Equities, FX, Commodities and Energy across all major global markets. We have also leveraged our expertise and technology to expand into three non-traditional strategies: real estate, venture capital and cryptoassets.

We operate with respect, curiosity and open minds. The people who thrive here share our belief that it’s not just what we do that matters–it's how we do it. DRW is a place of high expectations, integrity, innovation and a willingness to challenge consensus.

As a Software Engineer on the Prediction Markets Desk, you will build systems that take the desk from idea to production trading, including exchange connectivity, strategy logic, real-time pricing input pipelines, and position and risk management.

In this role you will:

• Build exchange connectivity to Prediction Market venues
• Collaborate with traders and researchers to implement trading signals and strategies
• Create infrastructure that allows the desk to efficiently capture market opportunity
• Take full ownership of the products you create, from prototype to stable production
• Work with both greenfield and legacy systems, primarily in C++ and Java
• Provide on-call support as needed

Qualifications:

• A minimum of 2+ years' experience in C++, with the ability to work comfortably across multiple programming languages
• A track record of working directly with end customers, scoping and delivering production systems in fast-moving and ambiguous environments
• Experience building exchange connectivity (market data, order routing gateways), ideally in a cloud-oriented setting
• Familiarity with real-time data processing and multi-venue environments
• Understanding of trading operations (order lifecycle, break resolution, audit trails, PnL calculation)
• Ability to dive deep into complex problems, develop intuitive understandings, spot risks early, and minimize complexity
• Exceptional interpersonal skills — you communicate clearly with traders, researchers, and other engineers, fostering a collaborative, supportive working environment
• Experience in the financial markets, crypto, or prediction markets is a plus
• Experience with linux-based, concurrent, high-throughput software systems
• Have a Bachelor's or advanced degree in Computer Science, Mathematics, Statistics, Physics, Engineering, or equivalent work experience

The annual base salary range for this position is $175,000 to $225,000 depending on the candidate’s experience, qualifications, and relevant skill set. The position is also eligible for an annual discretionary bonus. In addition, DRW offers a comprehensive suite of employee benefits including group medical, pharmacy, dental and vision insurance, 401k (with discretionary employer match), short and long-term disability, life and AD&D insurance, health savings accounts, and flexible spending accounts.

For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at https://drw.com/privacy-notice.

California residents, please review the California Privacy Notice for information about certain legal rights at https://drw.com/california-privacy-notice.

#LI-GV1

DRW is a diversified trading firm with over 3 decades of experience bringing sophisticated technology and exceptional people together to operate in markets around the world. We value autonomy and the ability to quickly pivot to capture opportunities, so we operate using our own capital and trading at our own risk.

Headquartered in Chicago with offices throughout the U.S., Canada, Europe, and Asia, we trade a variety of asset classes including Fixed Income, ETFs, Equities, FX, Commodities and Energy across all major global markets. We have also leveraged our expertise and technology to expand into three non-traditional strategies: real estate, venture capital and cryptoassets.We operate with respect, curiosity and open minds. The people who thrive here share our belief that it’s not just what we do that matters–it's how we do it. DRW is a place of high expectations, integrity, innovation and a willingness to challenge consensus.

We are looking for a Market Data Developer to join our Cumberland team. This role is responsible for building and supporting a C++ based technology stack that empowers Cumberland to trade across many exchanges and regions using a wide range of strategies.

As a member of this team, you will work with other software engineers to design and develop the full stack of software needed to support a global trading operation. You are expected to design and develop market data solutions, monitoring systems, and tools to integrate with DRW’s core infrastructure services. 

Candidates should have strong initiative and have proven experience independently driving projects to completion. We work from high-level requirements and programmers are expected to gain an intimate understanding of the business and work directly with Traders and Quantitative Researchers on a daily basis.

Responsibilities:

• Work as part of our cryptoassets team to establish and maintain best-in-class software systems that enable 24-hour, global trading operations
• Design and develop full-stack software systems including trading systems, exchange connectivity solutions, and monitoring systems
• Working in multiple languages, including C++, and Python
• Testing at the unit, functional, and integration level
• Working on legacy code as well as greenfield development
• Providing on-call support as needed
• Collaborating with traders, researchers, and software engineers within our group as well as elsewhere within the organization.

Qualifications:

• Experience designing, developing, and supporting mission critical, high-performance applications.
• 5+ years of professional, modern (C++20 and beyond) C++ experience.
• 3+ years of professional script development experience, preferably Python.
• Demonstrated knowledge of network communication, including multicast and WebSockets
• Experience with inter-process messaging, micro-service architectures, and API design
• Experience with trading systems is desirable, but not required
• Excellent oral and written communication skills
• B.S. in Computer Science or equivalent degree

The annual base salary range for this position is $150,000 to $225,000 depending on the candidate’s experience, qualifications, and relevant skill set. The position is also eligible for an annual discretionary bonus. In addition, DRW offers a comprehensive suite of employee benefits including group medical, pharmacy, dental and vision insurance, 401k (with discretionary employer match), short and long-term disability, life and AD&D insurance, health savings accounts, and flexible spending accounts.

For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at https://drw.com/privacy-notice.

California residents, please review the California Privacy Notice for information about certain legal rights at https://drw.com/california-privacy-notice.

#LI-BL1

About Us:
Founded 20 years ago and headquartered in Chicago, the DV Group of financial services firms has grown to more than 600 people operating throughout North America, Europe and Asia. Since spinning out of a large brokerage firm in 2016, DV Trading has rapidly scaled as an independent proprietary trading firm utilizing its own capital, trading strategies, and risk management methodologies to provide liquidity to worldwide financial markets and hedging opportunities to commodity producers and users. Now, DV group affiliates include two broker dealers, a cryptocurrency market making firm, and a bourgeoning investment adviser.

Responsibilities:

• Generate suggestions for risk scenario “wargaming” exercises. 
• Build and execute advanced quantitative risk monitoring using results from above exercise, including design, collection and analysis of key risk metrics in collaboration with multiple stakeholders to influence business strategy.
• Utilize advanced quantitative analytics to assess future risk, opportunities, and effectiveness and translate results into meaningful solutions to enhance decision making.
• Contribute to strategic, cross-functional initiatives within the Quantitative Risk Management team.
• Present results of the reviews performed to the Executive Management Team.

Requirements:

• Pursuing a BS or MS in Mathematics, Statistics, Physics, Computer Science, or another highly quantitative field and expected to graduate by Winter 2026 or Summer 2027
• Knowledge of enterprise risk management and internal control standards, especially within the financial services industry
• Proficient to advanced knowledge of statistical modeling and other quantitative techniques including, but not limited to, linear & non-linear regression, optimization, simulation, time-series analysis, probability theory, survival analysis, value-at-risk, PCA, and GARCH
• Knowledge of modeling systems and/or computer programming languages used for modeling (Python and SQL proficiency is required; R, C++, Power BI, Tableau proficiency is preferred)
• Proficient in data management and reporting tools strongly desired (Essbase, SQL, SAS, Word, Excel, Power Point, Access)
• Ability to communicate complex concepts and findings in a clear and concise manner.

Compensation range: $30.00-$35.00/hr

DV is not accepting unsolicited resumes from search firms. Only search firms with valid, written agreements with DV should submit resumes in response to DV’s posted positions. All resumes submitted by search firms to DV via e-mail, the Internet, personal delivery, facsimile, or any other method without a valid written agreement shall be deemed the sole property of DV, and no fee will be paid in the event the candidate is hired by DV. DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.

About Us:
Founded 20 years ago and headquartered in Chicago, the DV Group of financial services firms has grown to more than 600 people operating throughout North America, Europe and Asia. Since spinning out of a large brokerage firm in 2016, DV Trading has rapidly scaled as an independent proprietary trading firm utilizing its own capital, trading strategies, and risk management methodologies to provide liquidity to worldwide financial markets and hedging opportunities to commodity producers and users. Now, DV group affiliates include two broker dealers, a cryptocurrency market making firm, and a bourgeoning investment adviser.

Overview:
We are seeking a Quantitative Trader with 1–3 years of experience to help build and scale a systematic equities trading business. This role combines quantitative research, strategy development and live trading. The position offers meaningful ownership, direct impact on trading performance, and a path to increased risk-taking responsibility. 

Job Responsibilities:

• Develop, implement, and optimize systematic equity trading strategies 
• Conduct quantitative research using statistical and/or machine learning techniques 
• Analyze large datasets to identify alpha signals and trading opportunities 
• Collaborate with engineering to improve trading infrastructure and execution 
• Monitor live strategies, manage risk, and adjust models in real time 
• Evaluate performance and continuously refine strategies based on results 
• Contribute to building a scalable equities trading platform and process 

Requirements:

• 1–3 years of experience in quantitative trading, research, or a related field 
• Active SIE and Series 57 licenses required 
• Strong programming skills (Python required; C++/Java a plus) 
• Solid understanding of equity market structure and execution 
• Experience with statistical modeling, time series analysis, or machine learning 
• Strong analytical and problem-solving skills with high attention to detail 
• Ability to operate effectively in a fast-paced, performance-driven environment 

Benefits:

• Discretionary bonus eligibility
• Medical, dental, and vision insurance
• HSA, FSA, and Dependent Care Options
• Employer Paid Group Term Life and AD&D insurance
• Voluntary LTD, Life & AD&D insurance
• Flexible Vacation policy
• Retirement plan with employer match

DV is not accepting unsolicited resumes from search firms. Only search firms with valid, written agreements with DV should submit resumes in response to DV’s posted positions. All resumes submitted by search firms to DV via e-mail, the Internet, personal delivery, facsimile, or any other method without a valid written agreement shall be deemed the sole property of DV, and no fee will be paid in the event the candidate is hired by DV. DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.

About Us:
Founded 20 years ago and headquartered in Chicago, the DV Group of financial services firms has grown to more than 600 people operating throughout North America, Europe and Asia. Since spinning out of a large brokerage firm in 2016, DV Trading has rapidly scaled as an independent proprietary trading firm utilizing its own capital, trading strategies, and risk management methodologies to provide liquidity to worldwide financial markets and hedging opportunities to commodity producers and users. Now, DV group affiliates include two broker dealers, a cryptocurrency market making firm, and a bourgeoning investment adviser.

Overview:
We are seeking a Quantitative Trader with 1–3 years of experience to help build and scale a systematic equities trading business. This role combines quantitative research, strategy development and live trading. The position offers meaningful ownership, direct impact on trading performance, and a path to increased risk-taking responsibility. 

Job Responsibilities:

• Develop, implement, and optimize systematic equity trading strategies 
• Conduct quantitative research using statistical and/or machine learning techniques 
• Analyze large datasets to identify alpha signals and trading opportunities 
• Collaborate with engineering to improve trading infrastructure and execution 
• Monitor live strategies, manage risk, and adjust models in real time 
• Evaluate performance and continuously refine strategies based on results 
• Contribute to building a scalable equities trading platform and process 

Requirements:

• 1–3 years of experience in quantitative trading, research, or a related field 
• Active SIE and Series 57 licenses required 
• Strong programming skills (Python required; C++/Java a plus) 
• Solid understanding of equity market structure and execution 
• Experience with statistical modeling, time series analysis, or machine learning 
• Strong analytical and problem-solving skills with high attention to detail 
• Ability to operate effectively in a fast-paced, performance-driven environment 

Benefits:

• Discretionary bonus eligibility
• Medical, dental, and vision insurance
• HSA, FSA, and Dependent Care Options
• Employer Paid Group Term Life and AD&D insurance
• Voluntary LTD, Life & AD&D insurance
• Flexible Vacation policy
• Retirement plan with employer match

DV is not accepting unsolicited resumes from search firms. Only search firms with valid, written agreements with DV should submit resumes in response to DV’s posted positions. All resumes submitted by search firms to DV via e-mail, the Internet, personal delivery, facsimile, or any other method without a valid written agreement shall be deemed the sole property of DV, and no fee will be paid in the event the candidate is hired by DV. DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.

About Us:
Founded 20 years ago and headquartered in Chicago, the DV Group of financial services firms has grown to more than 600 people operating throughout North America, Europe and Asia. Since spinning out of a large brokerage firm in 2016, DV Trading has rapidly scaled as an independent proprietary trading firm utilizing its own capital, trading strategies, and risk management methodologies to provide liquidity to worldwide financial markets and hedging opportunities to commodity producers and users. Now, DV group affiliates include two broker dealers, a cryptocurrency market making firm, and a bourgeoning investment adviser.

Overview:
We are seeking a Quantitative Trader with 1–3 years of experience to help build and scale a systematic equities trading business. This role combines quantitative research, strategy development and live trading. The position offers meaningful ownership, direct impact on trading performance, and a path to increased risk-taking responsibility. 

Job Responsibilities:

• Develop, implement, and optimize systematic equity trading strategies 
• Conduct quantitative research using statistical and/or machine learning techniques 
• Analyze large datasets to identify alpha signals and trading opportunities 
• Collaborate with engineering to improve trading infrastructure and execution 
• Monitor live strategies, manage risk, and adjust models in real time 
• Evaluate performance and continuously refine strategies based on results 
• Contribute to building a scalable equities trading platform and process 

Requirements:

• 1–3 years of experience in quantitative trading, research, or a related field 
• Active SIE and Series 57 licenses required 
• Strong programming skills (Python required; C++/Java a plus) 
• Solid understanding of equity market structure and execution 
• Experience with statistical modeling, time series analysis, or machine learning 
• Strong analytical and problem-solving skills with high attention to detail 
• Ability to operate effectively in a fast-paced, performance-driven environment 

DV is not accepting unsolicited resumes from search firms. Only search firms with valid, written agreements with DV should submit resumes in response to DV’s posted positions. All resumes submitted by search firms to DV via e-mail, the Internet, personal delivery, facsimile, or any other method without a valid written agreement shall be deemed the sole property of DV, and no fee will be paid in the event the candidate is hired by DV. DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.

The Role: 

• We are seeking candidates with quantitative portfolio management experience and intimate knowledge of systematic strategies

Job Responsibilities (include, but not limited to the following)

• Develop systematic strategies that use statistical signals associated with various market inefficiencies applied to a broad variety of asset classes including global equities and/or ETFs, futures, currencies and options
• Independently lead, manage and grow quantitative investment portfolio (portfolio will have a separately identifiable track record)
• Autonomy to build your own research pipeline and grow your team

• 2+ years’ experience in developing systematic strategies including a verifiable track record with positive PnL and Sharpe
• Strong programming skills in mainstream quant programming languages, such as Python and C++
   

The Independent Portfolio Manager Opportunity:

• Transparent and formula-based compensation
• Meaningful allocation with growth potential based on performance and scalability
• Access to a deep and broad menu of datasets supported by a dedicated data team
• Cross-asset execution led by a multi-regional trading team
• Opportunity for select engagement with the CIO Office in support of your research and strategy development

• Core Benefits: Fully paid medical and dental insurance for employees and dependents, flexible spending account, 401k, fully paid parental leave, generous PTO (paid time off) that consists of:
  • twenty vacation days that are pro-rated based on the employee’s start date, at an accrual of 1.67 days per month,
  • three personal days, and
  • ten sick days.
• Perks: Employee discounts for gym memberships, wellness activities, healthy snacks, casual dress code
• Training: learning and development courses, speakers, team-building off-site
• Employee resource groups

Pay Transparency:

WorldQuant is a total compensation organization where you will be eligible for a base salary, discretionary performance bonus, and benefits.

To provide greater transparency to candidates, we share base pay ranges for all US-based job postings regardless of state.  We set standard base pay ranges for all roles based on job function and level, benchmarked against similar stage organizations.  When finalizing an offer, we will take into consideration an individual’s experience level and the qualifications they bring to the role to formulate a competitive total compensation package.

The Base Pay Range For This Position Is $150,000 – $200,000 USD.

At WorldQuant, we are committed to providing candidates with all necessary information in compliance with pay transparency laws.  If you believe any required details are missing from this job posting, please notify us at WQHR_US@WorldQuant.com, and we will address your concerns promptly.

#LI-JG1

The Role: 

• We are seeking candidates with quantitative research experience and intimate knowledge of systematic strategies across a broad variety of asset classes including global equities and/or ETFs, futures, currencies and options

Job Responsibilities (include, but not limited to the following)

• Support Portfolio Managers with alpha research, modelling, portfolio construction, optimization, and implementation of quantitative trading strategies
• Build and maintain tools and systems used throughout the quantitative research and portfolio management processes

• PhD or Masters degree from a top university, with a major in computer science, mathematics, statistics, physics, engineering, or quantitative finance discipline
• 2-8 years’ experience in quantitative research and/or quantitative development for systematic strategies
• Demonstrated ability to program in Python and/or C++, with a strong background in data structures and algorithms
• Working knowledge of Linux
• Strong problem-solving abilities
• Strong moral integrity and work ethic

• Core Benefits: Fully paid medical and dental insurance for employees and dependents, flexible spending account, 401k, fully paid parental leave, generous PTO (paid time off) that consists of:
  • twenty vacation days that are pro-rated based on the employee’s start date, at an accrual of 1.67 days per month,
  • three personal days, and
  • ten sick days.
• Perks: Employee discounts for gym memberships, wellness activities, healthy snacks, casual dress code
• Training: learning and development courses, speakers, team-building off-site
• Employee resource groups

Pay Transparency:

WorldQuant is a total compensation organization where you will be eligible for a base salary, discretionary performance bonus, and benefits.

To provide greater transparency to candidates, we share base pay ranges for all US-based job postings regardless of state.  We set standard base pay ranges for all roles based on job function and level, benchmarked against similar stage organizations.  When finalizing an offer, we will take into consideration an individual’s experience level and the qualifications they bring to the role to formulate a competitive total compensation package.

The Base Pay Range For This Position Is $150,000 – $200,000 USD.

At WorldQuant, we are committed to providing candidates with all necessary information in compliance with pay transparency laws.  If you believe any required details are missing from this job posting, please notify us at WQHR_US@WorldQuant.com, and we will address your concerns promptly.

#LI-JG1

The Role: 

• We are seeking candidates with quantitative portfolio management experience and intimate knowledge of systematic strategies

Job Responsibilities (include, but not limited to the following)

• Develop systematic strategies that use statistical signals associated with various market inefficiencies applied to a broad variety of asset classes including global equities and/or ETFs, futures, currencies and options
• Lead, manage and grow quantitative investment portfolio
• Contribute to broader firm research and strategic initiatives

• 2+ years’ experience in developing systematic strategies including a verifiable track record with positive PnL and Sharpe
• Strong programming skills in mainstream quant programming languages, such as Python and C++

The Book Portfolio Manager Opportunity:

• Transparent and formula-based compensation
• Opportunities to contribute to other research and strategy initiatives
• Access to WorldQuant’s alpha pool, portfolio management tools and innovative technology platforms
• Access to a deep and broad menu of datasets supported by a dedicated data team
• Cross-asset execution led by a multi-regional trading team
• Participation in internal research conferences and forums
• Autonomy to build your own strategies along with several opportunities for collaboration and mentorship
• Access to AI and Machine Learning opportunities applied to financial markets

• Core Benefits: Fully paid medical and dental insurance for employees and dependents, flexible spending account, 401k, fully paid parental leave, generous PTO (paid time off) that consists of:
  • twenty vacation days that are pro-rated based on the employee’s start date, at an accrual of 1.67 days per month,
  • three personal days, and
  • ten sick days.
• Perks: Employee discounts for gym memberships, wellness activities, healthy snacks, casual dress code
• Training: learning and development courses, speakers, team-building off-site
• Employee resource groups

Pay Transparency:

WorldQuant is a total compensation organization where you will be eligible for a base salary, discretionary performance bonus, and benefits.

To provide greater transparency to candidates, we share base pay ranges for all US-based job postings regardless of state.  We set standard base pay ranges for all roles based on job function and level, benchmarked against similar stage organizations.  When finalizing an offer, we will take into consideration an individual’s experience level and the qualifications they bring to the role to formulate a competitive total compensation package.

The Base Pay Range For This Position Is $150,000 – $200,000 USD.

At WorldQuant, we are committed to providing candidates with all necessary information in compliance with pay transparency laws.  If you believe any required details are missing from this job posting, please notify us at WQHR_US@WorldQuant.com, and we will address your concerns promptly.

#LI-GO1
#LI-JG1

• Write low latency, high throughput C++ code
• Implement mission critical trading infrastructure
• Work with portfolio managers to implement new trading systems
• Adapt existing systems to our next generation trading platform

• Retain, recruit, and develop a lean team of developers
• Drive cross team collaboration to ensure prioritization and execution
• Lead the adaptation of best-in-class engineering practices consistent with our technology organization’s  philosophy
• Escalate and resolve intra- and cross-group misalignment as needed 

Who we are

About Stripe 

Stripe is a financial infrastructure platform for businesses. Millions of companies—from the world’s largest enterprises to the most ambitious startups—use Stripe to accept payments, grow their revenue, and accelerate new business opportunities. Our mission is to increase the GDP of the internet, and we have a staggering amount of work ahead. That means you have an unprecedented opportunity to put the global economy within everyone’s reach while doing the most important work of your career.

About the organization 

Stripe Infrastructure is responsible for the reliability, scale, performance, and cost of Stripe’s systems and the productivity and sentiment of Stripe’s people. 

You may work on a wide variety of critical business areas including: 

• Core Infrastructure - We’re the home for Stripe's critical tier0 infrastructure systems (Compute, Networking, DocumentDB, Distributed Caching and High assurance engineering). We build the foundational platform for Stripe products and services to allow them to operate at scale. We drive reliability, availability, efficiency and scalability of these systems.
• Developer Infrastructure - We’re responsible for the productivity of all developers at Stripe. Ensure Stripe’s engineers have a reliable, fast, and easy-to-use inner dev loop to maximize productivity while building everything from low-latency microservices to large-scale data pipelines and machine learning models
• Data Infrastructure -  We’re responsible for offering data serving infrastructure spanning across data warehouse analytics, streaming analytics and search capabilities. The stack is supported by a collection of internally developed large scale distributed services and several popular open source technologies like Trino/Presto, Apache Pinot, Hive Metastore, ElasticSearch etc. The systems we own support all of the data serving needs of high scale services and thousands of individual Stripes across the company. 
• Admin Platform - We empower Stripes to quickly build secure and delightful internal products in service of their users.
• Service Platform - We enable engineering teams at Stripe to easily write and ship useful services that correctly, reliably, and efficiently leverage platform capabilities.
• Developer Productivity AI - We're responsible for doubling Stripe's engineering velocity through effective use of LLMs. We own Minions, Stripe’s one-shot, end-to-end coding agents. 

Team Matching: exact team matching for one of the subteams will begin during final stages. Please note we may also consider you for different orgs based on your experience, location, etc. More information on our team matching process can be found here.

What you’ll do

You will work on projects that span technologies, systems, and processes where you will design, build, test, and ship great code every day.

Responsibilities

• Build a great customer experience for internal and external Stripe teams using our infrastructure
• Participate in roadmap planning and prioritization
• Deliver value through a strong collaborative approach with multiple customers and stakeholders across Stripe
• Debug production issues across services and several levels of the stack

Who you are

We’re looking for someone who meets the minimum requirements to be considered for the role. If you meet these requirements, you are encouraged to apply. The preferred qualifications are a bonus, not a requirement.

Minimum Requirements 

• Strong software engineering skills and a passion for one of the areas above.
• Ability to write high quality code (in programming languages like Go, Java, C/C++ etc)
• 2-12+ years of professional hands-on software development experience, able to write well-factored algorithms and have experience with commonly used data structure and algorithms
• Hands-on experience contributing to or building large scale distributed systems
• Strong collaboration skills, can work across workstreams within your team and contribute to your peers’ success
• Customer obsession, ability to articulate and represent customer experience in various forums to drive the right outcome
• Have the ability to thrive on a high level of autonomy, responsibility, and think of yourself as entrepreneurial

Preferred Qualifications

• Experience optimizing the end to end performance of distributed systems
• Focuses on the needs of our users, both internal and external
• Hold yourself and others to a high bar when working with production

About Us:

Founded 20 years ago and headquartered in Chicago, the DV Group of financial services firms has grown to more than 600 people operating throughout North America, Europe and Asia. Since spinning out of a large brokerage firm in 2016, DV Trading has rapidly scaled as an independent proprietary trading firm utilizing its own capital, trading strategies, and risk management methodologies to provide liquidity to worldwide financial markets and hedging opportunities to commodity producers and users. Now, DV group affiliates include two broker dealers, a cryptocurrency market making firm, and a bourgeoning investment adviser.

Overview:

We are looking for an experienced software developer to work with a small team responsible for development and daily operations of back-office systems that provide services to traders, risk management and accounting.

Responsibilities:

• Work alongside other software engineers, risk management, accounting and traders to provide real-time and batch processing of data.
• Generate daily reports for the firm and traders from overnight data.
• Design and use of database schemas to facilitate processing of data.
• Monitoring of daily jobs to ensure timely dissemination of vital information.
• Ensuring the flow of real-time trade data to provide accurate intraday position and trade data to risk management and traders.

Requirements:

• Bachelor’s degree or higher in CS, Engineering or other technical discipline
• 3+ years professional experience developing data processing software.
• Demonstrated ability to program in C++, preferably in a Linux environment.
• Experience with SQL and database schema design.
• Experience with Python on Linux is a plus.
• Strong communication skills in verbal and written English.
• Domain knowledge in trading of futures, options, equities, treasuries and crypto is a plus.

DV is not accepting unsolicited resumes from search firms. Only search firms with valid, written agreements with DV should submit resumes in response to DV’s posted positions. All resumes submitted by search firms to DV via e-mail, the Internet, personal delivery, facsimile, or any other method without a valid written agreement shall be deemed the sole property of DV, and no fee will be paid in the event the candidate is hired by DV. DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.

About Us:

Founded 20 years ago and headquartered in Chicago, the DV Group of financial services firms has grown to more than 600 people operating throughout North America, Europe and Asia. Since spinning out of a large brokerage firm in 2016, DV Trading has rapidly scaled as an independent proprietary trading firm utilizing its own capital, trading strategies, and risk management methodologies to provide liquidity to worldwide financial markets and hedging opportunities to commodity producers and users. Now, DV group affiliates include two broker dealers, a cryptocurrency market making firm, and a bourgeoning investment adviser.

Overview:

We are looking for an experienced software developer to work with a small team responsible for development and daily operations of back-office systems that provide services to traders, risk management and accounting.

Responsibilities:

• Work alongside other software engineers, risk management, accounting and traders to provide real-time and batch processing of data.
• Generate daily reports for the firm and traders from overnight data.
• Design and use of database schemas to facilitate processing of data.
• Monitoring of daily jobs to ensure timely dissemination of vital information.
• Ensuring the flow of real-time trade data to provide accurate intraday position and trade data to risk management and traders.

Requirements:

• Bachelor’s degree or higher in CS, Engineering or other technical discipline
• 3+ years professional experience developing data processing software.
• Demonstrated ability to program in C++, preferably in a Linux environment.
• Experience with SQL and database schema design.
• Experience with Python on Linux is a plus.
• Strong communication skills in verbal and written English.
• Domain knowledge in trading of futures, options, equities, treasuries and crypto is a plus.

Benefits

• Discretionary bonus eligibility
• Medical, dental, and vision insurance
• HSA, FSA, and Dependent Care Options
• Employer Paid Group Term Life and AD&D insurance
• Voluntary LTD, Life & AD&D insurance
• Flexible Vacation policy
• Retirement plan with employer match

Annual compensation range $140,000 - $170,000 base + discretionary bonus eligibility

DV is not accepting unsolicited resumes from search firms. Only search firms with valid, written agreements with DV should submit resumes in response to DV’s posted positions. All resumes submitted by search firms to DV via e-mail, the Internet, personal delivery, facsimile, or any other method without a valid written agreement shall be deemed the sole property of DV, and no fee will be paid in the event the candidate is hired by DV. DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.

About Us:

Founded 20 years ago and headquartered in Chicago, the DV Group of financial services firms has grown to more than 600 people operating throughout North America, Europe and Asia. Since spinning out of a large brokerage firm in 2016, DV Trading has rapidly scaled as an independent proprietary trading firm utilizing its own capital, trading strategies, and risk management methodologies to provide liquidity to worldwide financial markets and hedging opportunities to commodity producers and users. Now, DV group affiliates include two broker dealers, a cryptocurrency market making firm, and a bourgeoning investment adviser.

Overview:

We are looking for an experienced software developer to work with a small team responsible for development and daily operations of back-office systems that provide services to traders, risk management and accounting.

Responsibilities:

• Work alongside other software engineers, risk management, accounting and traders to provide real-time and batch processing of data.
• Generate daily reports for the firm and traders from overnight data.
• Design and use of database schemas to facilitate processing of data.
• Monitoring of daily jobs to ensure timely dissemination of vital information.
• Ensuring the flow of real-time trade data to provide accurate intraday position and trade data to risk management and traders.

Requirements:

• Bachelor’s degree or higher in CS, Engineering or other technical discipline
• 3+ years professional experience developing data processing software.
• Demonstrated ability to program in C++, preferably in a Linux environment.
• Experience with SQL and database schema design.
• Experience with Python on Linux is a plus.
• Strong communication skills in verbal and written English.
• Domain knowledge in trading of futures, options, equities, treasuries and crypto is a plus.

Benefits

• Discretionary bonus eligibility
• Medical, dental, and vision insurance
• HSA, FSA, and Dependent Care Options
• Employer Paid Group Term Life and AD&D insurance
• Voluntary LTD, Life & AD&D insurance
• Flexible Vacation policy
• Retirement plan with employer match

Annual compensation range $140,000 - $170,000 base + discretionary bonus eligibility

DV is not accepting unsolicited resumes from search firms. Only search firms with valid, written agreements with DV should submit resumes in response to DV’s posted positions. All resumes submitted by search firms to DV via e-mail, the Internet, personal delivery, facsimile, or any other method without a valid written agreement shall be deemed the sole property of DV, and no fee will be paid in the event the candidate is hired by DV. DV is proud to be an equal opportunity employer and committed to creating an inclusive environment for all employees.

3Red Partners LLC, a proprietary trading firm headquartered in Chicago, is seeking a Quant to join the team. 3Red Partners is committed to leveraging technology and math to implement competitive trading strategies. Our team has extensive, global experience in a wide variety of asset classes, risk management, and leading trading technologies. We focus our efforts on hiring extremely talented and motivated individuals to collaborate with each other and compete in the world’s financial markets.

The Quant will have the opportunity to work in one of our offices focusing on expanding and optimizing current and future trading opportunities. We are seeking a candidate that is searching for an opportunity to make a real impact, deliver value, and work within an experienced team.

Your impact:

• Work with the team to optimize the current strategy components and identify new trading opportunities
• Research and test alphas to improve existing tools and identify methods to increase trading efficiency  
• Focus on enhancing the production trading system and rewriting existing trades and signals

Your skills:

• A Bachelor's, Master's, or PhD degree with an emphasis in Computer Science or a STEM related field (e.g. Mathematics, Statistics, Physics, Data Science, etc.) with more than 2 years of relevant work experience
• Experience with Python, C++, and machine learning tools
• Ability to understanding the optimization and profiling of trading systems with proven success of developing models in a low latency trading environment
• Strong multi-tasking skills, including the ability to prioritize and work on multiple projects at one time

Our perks:

3Red offers a competitive compensation and benefits package. In addition to a base salary, we offer performance-based bonuses, reflecting our commitment to rewarding excellence. We also provide comprehensive health benefits, a 401k plan, commuter and wellness reimbursements, as well as several learning and development perks. Our casual dress code, weekly lunches, and team events foster a welcoming and collaborative workplace culture. At our Chicago headquarters, we enhance the workday with fully stocked pantries offering snacks and drinks, a Zen Room for relaxation, and an environment designed to support productivity and well-being.

The expected salary range for this position is $150,000 to $250,000, depending on qualifications, experience, and skills.

3Red Partners does not accept unsolicited resumes from 3rd party vendors. Any unsolicited resumes will become property of our team. 

3Red Partners, a proprietary trading firm headquartered in Chicago, is seeking a C++ Developer to join the team. Our team has extensive, global experience in a wide variety of asset classes, risk management, and leading trading technologies. We focus our efforts on hiring extremely talented and motivated individuals to collaborate with each other and be on the forefront of leveraging technology and math to implement sophisticated trading strategies.

The C++ Developer will have the opportunity to work in one of our offices on all aspects of our high-frequency trading system. We are seeking a candidate that is searching for an opportunity to make a real impact, deliver value, and work within an experienced team.

Your impact:

• Implement, test, and deploy trading system features and tools according to business needs
• Monitor low latency trading system performance, ensure market data and research resource utilization issues are tracked, bugs are fixed and deployed appropriately
• Liaise internally with traders and developers to discuss performance optimizations, vet ideas and questions, refactor existing implementation, and monitor updates to the OS, libraries, and current internal frameworks
• Investigate improvements to the trading system; diagnose, debug, and address issues when needed

Your skills:

• A Bachelor's, Master's, or PhD degree with an emphasis in Computer Science, Engineering or a related field with more than 2 years of relevant work experience 
• Experience with coding languages, specifically, C++ (data structures) 
• Knowledge of third-party libraries (i.e. STL and Boost), linux environments, git
• Exceptional problem solving, written, and verbal communication skills

Our perks:

3Red offers a competitive compensation and benefits package. In addition to a base salary, we offer performance-based bonuses, reflecting our commitment to rewarding excellence. We also provide comprehensive health benefits, a 401k plan, commuter and wellness reimbursements, as well as several learning and development perks. Our casual dress code, weekly lunches, and team events foster a welcoming and collaborative workplace culture. At our Chicago headquarters, we enhance the workday with fully stocked pantries offering snacks and drinks, a Zen Room for relaxation, and an environment designed to support productivity and well-being.

The expected salary range for this position is $150,000 to $250,000, depending on qualifications, experience, and skills.

3Red Partners does not accept unsolicited resumes from 3rd party vendors. Any unsolicited resumes will become property of our team. 

3Red Partners LLC, a proprietary trading firm headquartered in Chicago, is seeking a Quantitative Developer to join the team. 3Red Partners is committed to leveraging technology and math to implement competitive trading strategies. Our team has extensive, global experience in a wide variety of asset classes, risk management, and leading trading technologies. We focus our efforts on hiring extremely talented and motivated individuals to collaborate with each other and compete in the world’s financial markets.

The Quantitative Developer will have the opportunity to work in one of our offices on strategy development and code optimization. We are seeking a candidate that is searching for an opportunity to make a real impact, deliver value, and work within an experienced team.

Your impact:

• Partner with the team to build, optimize, and evolve the firms’ current research pipeline and strategy development
• Identify potential areas for optimization and performance enhancements through research; including, but not limited to suggestions for the ongoing maintenance and improvement of code quality
• Build components and new infrastructure to maintain new trading strategies and exhausting the testing and debugging skills as part of the development process
• Work directly with traders and developer to provide realistic project timelines and estimates and ensure team accountability
• Stay current on industry developments and trends to maintain ongoing business awareness and a competitive edge

Your skills:

• A Bachelor's, Master's, or PhD degree with an emphasis in Computer Science or a STEM related field (e.g. Mathematics, Statistics, Physics, Data Science, etc.) with more than 2 years of relevant work experience
• Experience coding in C++ and Python
• Strong organizational and software architecture skills with a proven understanding of optimizing and profiling strategies
• Ability to multi-task and prioritize multiple projects at one time

Our perks:

3Red offers a competitive compensation and benefits package. In addition to a base salary, we offer performance-based bonuses, reflecting our commitment to rewarding excellence. We also provide comprehensive health benefits, a 401k plan, commuter and wellness reimbursements, as well as several learning and development perks. Our casual dress code, weekly lunches, and team events foster a welcoming and collaborative workplace culture. At our Chicago headquarters, we enhance the workday with fully stocked pantries offering snacks and drinks, a Zen Room for relaxation, and an environment designed to support productivity and well-being.

The expected salary range for this position is $150,000 to $250,000, depending on qualifications, experience, and skills.

3Red Partners does not accept unsolicited resumes from 3rd party vendors. Any unsolicited resumes will become property of our team. 

JOB SUMMARY

The Loss Prevention Specialist is responsible for reviewing incident reports, video footage, and exception-based reporting to identify risks related to theft, customer issues, and compliance. This role supports internal investigations by analyzing data, fulfilling video requests, and documenting findings in alignment with company policies and cannabis regulations. The specialist partners with Operations, HR, and Compliance teams to resolve issues, mitigate loss, and strengthen overall controls. 

CORE JOB DUTIES 

• Review and investigate incident reports involving theft, customer issues, safety, and policy violations  

• Conduct detailed CCTV and camera footage reviews to support investigations and compliance verification  

• Fulfill and manage video request tickets from internal and external teams  

• Manage contracted security vendors ensuring coverage where required and supplemental coverages for overnight projects 

• Analyze exception-based reporting (EBR) to identify transaction anomalies, fraud, and internal risk indicators  

• Cross-reference EBR data with video footage and incident reports to build complete case findings  

• Review and document all refusal-to-serve incidents to ensure compliance with state cannabis regulations and company policies  

• Identify trends and patterns in incidents, refusals, and reporting data to proactively mitigate risk  

• Conduct internal investigations related to employee misconduct, cash handling issues, and policy violations  

• Maintain accurate, detailed, and audit-ready case documentation and investigation reports  

• Escalate significant findings and compliance risks to Risk leadership and cross-functional partners  

• Partner with Operations, Compliance, and HR to resolve investigations and improve adherence to procedures  

• Monitor camera system effectiveness and report gaps, blind spots, or technical issues  

• Support regulatory and internal audits by providing documentation, video evidence, and case summaries  

• Recommend process improvements to reduce shrink, enhance compliance, and strengthen internal controls 

REQUIRED EXPERIENCE, EDUCATION AND SKILLS  

• Associate’s degree/Bachelor’s Degree 

• 1-3 years of relevant work experience in loss prevention 

• 1+ years exception-based reporting, guard management, remote video monitoring systems 

• Experience in a high growth and complex industry or company and must have the ability to adapt to face-paced, highly dynamic business environments. 

• Highly motivated, self-directive, innovative, and able to work independently or among teams with resourcefulness. 

• Acts with a clear sense of integrity, ownership and accountability, ensuring stakeholders are clear on the role risk management will play in support of their goals. 

• Strong business acumen including data analytics, attention to detail, excellent communication and interpersonal skills as well as end-to-end project management.  

• LPQ/LPC/CFI/CPP certifications are preferred. 

• Passion for all things retail.  You bring excitement that rallies others around our vision. 

• Genuine interest in and passion for the cannabis industry is required.  

BENEFITS

Cresco Labs is proud to offer eligible employees a robust offering of benefits including, major medical, dental and vision insurance, a 401(K)-match program, FSA/HSA programs, LTD/STD options, life insurance and AD&D.  We also offer eligible employees paid holidays and paid time off.  Other rewards may include annual discretionary bonuses, stock options as well as participation in our employee discount program. Benefits eligibility for permanent positions may vary by full-time or part-time roles, location, or position.

Required:

• 3+ in Windows desktop application development using Windows App SDK, WinUI (or similar), C#, XAML — and ideally additional experience with native Windows code (C++, Win32/WinRT/COM).
• Deep understanding of Windows application architecture, including interop between managed code (.NET) and native code.
• Proven track record of designing, building, and shipping production-quality desktop applications, with an emphasis on reliability, performance, scalability, and maintainability.
• Strong experience with accessibility APIs on Windows (e.g. Microsoft UI Automation or similar), and a dedication to building accessible and inclusive software.
• Excellent software engineering fundamentals: OOP, design patterns, data structures, algorithms, memory management, multi-threading or asynchronous programming (where relevant).
• Experience leading technical design, mentoring other engineers, conducting code reviews, and making architecture-level decisions.
• Strong communication skills; ability to articulate tradeoffs, collaborate with cross-functional teams, and drive consensus.
• A user-centric mindset: focus on building polished, intuitive, and accessible experiences for end users.

Preferred / Bonus:

• Experience with writing automated tests for UI — unit tests, integration tests, UI automation tests; familiarity with relevant testing frameworks.
• Experience with performance optimization for desktop apps (memory usage, startup time, rendering performance, high-DPI support, responsiveness under load).
• Experience with localization/globalization, right-to-left UI support, internationalization, accessibility for multiple regions.
• Familiarity with telemetry, analytics, crash reporting, logging, and error monitoring in desktop applications.
• Previous experience in shaping CI/CD workflows, release pipelines, and deployment strategies for desktop applications.
• Demonstrated ability to take ownership of feature areas or modules and drive them long-term, including maintenance, refactoring, and technical debt management.

What we offer

• A high-impact role: you will define architecture, shape the future of our Windows product, and directly influence what millions of users see and experience.
• A collaborative, flat-structure engineering culture — you are not just a coder, but a builder and a decision-maker.
• Opportunities to lead — mentor others, steer technical direction, and grow into broader technical leadership (e.g. Tech Lead, Architect).
• Flexibility, autonomy, and responsibility: you define how to solve problems, own features end-to-end, and contribute to long-term product vision.
• A purpose-driven mission: building software that’s reliable, accessible, and user-centered — making a real difference for people.

The United States Based Salary range for this role is: 140,000-200,000 USD/Year + Bonus + Stock depending on experience             

Think you’re a good fit for this job? 

Tell us more about yourself and why you're interested in the role when you apply.
And don’t forget to include links to your portfolio and LinkedIn.

Not looking but know someone who would make a great fit? 
Refer them! 

Speechify is committed to a diverse and inclusive workplace. 
Speechify does not discriminate on the basis of race, national origin, gender, gender identity, sexual orientation, protected veteran status, disability, age, or other legally protected status.

Polar Operations LLC (dba IMC Markets) has multiple openings for Software Engineer- Data (REQ#4461663101) in Chicago, IL and Brooklyn, NY.

Your Core Responsibilities

• Implement software features and components for IMC's trading systems (25%).
• Design software solutions independently and make architectural decisions (10%).
• Debug and fix software issues in trading systems (5%).
• Identify complex multi-component issues, perform root cause analysis, and implement preventative solutions (5%).
• Ensure code quality and system reliability through comprehensive automated testing (10%).
• Contribute to the automated testing framework, own critical trading system components and ensure reliability, performance, and scalability across regions (5%).
• Participate in code reviews (10%).
• Monitor system performance and trading operations (5%).
• Collaborate with traders and other teams to understand requirements and deliver solutions (10%).
• Participate in planning, estimate complexity of tasks, and help balance technical debt with feature development (5%).
• Participate in planning, estimate complexity of tasks, and help balance technical debt with feature development (5%).
• Mentor and guide junior developers and interns, helping them understand IMC's systems and development practices (10%).

Partial telecommuting permitted. Multiple positions available Requisition Number: 4461663101

Your Skills and Experience

This position requires a Bachelor's degree, or foreign equivalent, in Computer science, Computer Engineering, or a similarly quantitative and technical field and one (1) year of experience in the job offered or a related occupation.

• Must have at least one (1) year of experience in each of the following skill(s):
• Applying analytical and engineering techniques to solve complex problems programmatically;
• Programming with Java, C/C++, or Python;
• Developing and implementing algorithms and data structures;
• Software development lifecycle and best practices;
• Designing and developing software applications in a collaborative, cross-functional environment;
• Experience building Kafka streaming applications and maintaining Kafka clusters;
• Experience building applications/pipelines with Big Data backends (such as S3, HDFS, Databricks, or Iceberg);
• Experience with Apache Spark or Apache Flink; (9) Experience with common data-science toolkits;
• Experience with Kubernetes and Docker;
• Experience with monitoring tools such as Prometheus/Grafana, Alert Manager, Alerta and OpsGenie; and
• Unix scripting experience (such as bash or python).

#LI-DNI

Polar Operations LLC (dba IMC Markets) has multiple openings for C++ Software Engineer (REQ#4461662101) in Chicago, IL and Brooklyn, NY.

Your Core Responsibilities

• Implement software features and components for IMC's trading systems (25%).
• Design software solutions independently and make architectural decisions (10%).
• Debug and fix software issues in trading systems (5%).
• Identify complex multi-component issues, perform root cause analysis, and implement preventative solutions (5%).
• Ensure code quality and system reliability through comprehensive automated testing (10%).
• Contribute to the automated testing framework, own critical trading system components, and ensure reliability, performance, and scalability across regions (5%).
• Participate in code reviews (10%).
• Monitor system performance and trading operations (5%).
• Collaborate with traders and other teams to understand requirements and deliver solutions (10%).
• Participate in planning, estimate complexity of tasks, and help balance technical debt with feature development (5%).
• Mentor and guide junior developers and interns, helping them understand IMC's systems and development practices (10%).

Partial telecommuting permitted. Multiple positions available Requisition Number: 4461662101

Your Skills and Experience

This position requires a Bachelor’s degree, or foreign equivalent, in Computer science, Computer Engineering, or a similarly quantitative and technical field and one (1) year of experience in the job offered or a related occupation.

Must have at least one (1) year of experience in each of the following skill(s):

• Applying analytical and engineering techniques to solve complex problems programmatically;
• Programming with modern C++ in a low-latency environment;
• Developing and implementing algorithms and data structures;
• Software development lifecycle and best practices;
• Designing and developing software applications in a collaborative, cross-functional environment;
• Experience with software development for hardware platforms;
• Experience collaborating with trading desks and developing software for use in a quantitative trading environment;
• Experience with the following tools: C++ standard library, Bazel, Team City, JIRA ticket management, Gerrit code review tool, Clang / GCC, GDB, MagicTrace/perf, Valgrind, and Compiler Sanitizers; and
• Experience with the following libraries: GMock/Gtest and Clang / GCC.

#LI-DNI

Overview:

You’ll work directly with traders to solve the core problems that drive our trading. This role is fully embedded on the desk, owning systems and workflows end-to-end across the stack—from real-time trading infrastructure to internal tools and analytics. 

Unlike more specialized roles, you’ll operate across a wide range of challenges: building new trading logic, improving existing systems, developing tools to support decision-making, and scaling infrastructure as strategies evolve. The problems are fast-moving and often ambiguous, requiring close collaboration with traders and a strong sense of ownership. 

This is a high-impact role where your work directly influences trading performance, and where success comes from quickly understanding problems, building solutions, and iterating in production.

Technology at Optiver:

At Optiver we pride ourselves on being real engineers, not just coders. Our engineers work closely with traders to identify the business problems we face and determine how they should be solved. We apply a disciplined and scientific approach. We engineer simple, well-architected solutions that meet the dynamic needs of our traders. Our passion is to solve problems which really matter to the business, and we take pride in the quality of our solutions.

What you’ll do:

• Work side-by-side with traders to identify, prioritize, and solve high-impact problems
• Build and maintain systems across the stack, including trading logic, infrastructure, and internal tooling
• Rapidly prototype and iterate on solutions based on live feedback from the desk
• Take ownership of problems end-to-end: idea → design → implementation → production → iteration
• Operate effectively in a fast-paced, ambiguous environment where priorities evolve quickly 

What you’ll get:

You’ll join a culture of collaboration and excellence, surrounded by curious thinkers and creative problem-solvers. Motivated by a passion for continuous improvement, you’ll thrive in a supportive, high-performing environment alongside talented colleagues, collectively tackling some of the toughest challenges in the financial markets.

In addition, you’ll receive:

• The opportunity to work alongside best-in-class professionals from over 40 different countries
• A highly competitive compensation package
• Global profit-sharing pool and performance-based bonus structure
• 401(k) match up to 50%
• Comprehensive health, mental, dental, vision, disability, and life coverage
• 25 paid vacation days alongside market holidays
• Extensive office perks, including breakfast, lunch and snacks, regular social events, clubs, sporting leagues and more

Who you are:

• Experience leading complex, large-scale engineering projects
• Strong computer science fundamentals and sound engineering judgment
• Ability to balance innovative thinking with practical execution
• Proficient in systems-level programming (e.g., C, C++, Linux)
• A mindset of continuous improvement in a fast-paced environment
• Willingness to set technical direction, uphold engineering standards, and take ownership of outcomes 

Who we are:

Optiver is a tech-driven trading firm and leading global market maker. As one of the oldest market making institutions, we are a trusted partner of 70+ exchanges across the globe. Our mission is to constantly improve the market by injecting liquidity, providing accurate pricing, increasing transparency and acting as a stabilising force no matter the market conditions. With a focus on continuous improvement, we participate in the safeguarding of healthy and efficient markets for everyone who participates.

Optiver Chicago’s culture parallels the energetic city we’re immersed in. Home to the Chicago Board of Trade, Chicago Board Options Exchange, and Chicago Mercantile Exchange, Chicago has established itself as the trading capital of the US. Active on leading US exchanges, Optiver’s Chicago office trades a wide range of products from listed derivatives to cash equities, ETFs, bonds and foreign exchange.

Our differences are our edge. Optiver does not discriminate on the basis of race, religion, color, sex, gender identity, sexual orientation, age, physical or mental disability, or other legally protected characteristics.