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Senior Software Engineer - Analytics Middle Office

Chicago, New York, Austin, Greenwich

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.

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