Senior Software Engineer - Analytics Front Office

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 .


• D ecompose 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.

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