Senior Software Engineer - Analytics Front Office
DRWis 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 Officeteam is looking for aSenior Software Engineerwho relishes working in challenging time-critical environments solving complex problems alongside highly capable peers. Our teamoperatesservices providingreal-timePnLand Risk monitoringservices for a diverse group of trading desks each with varying degrees of portfolio andmodel complexity.
Whilepreviousexperience in the trading and finance industry is beneficial,we’relooking for talented software engineers with or without industry-specificexpertise.
UP – Analytics Front Office primarilyoperatesC#services heavilyutilizingRX for LINQ-style composition and asynchronous dispatch. We often reach for Pythonto build smaller servicesandfrequentlyinteract with analytics libraries in C++.
Responsibilities
- Design, implement andoperatelow latency risk analytics systems as part of a highly capable team.
- Decompose complex functional requirements into coherent service designs that are efficient, simple tooperate, and can bechangedreliably.
- Providing on-call support as part of our teamwide rotation. We split on-call across the US and UK time zonesto limit off-hoursdisruptions.
- 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 functionalandobject-orientedprogramming 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,adaptand 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 recordof 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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Career Level
- Senior / Project Manager
Salary range
- $200,000 - $250,000 per year
Required skills
- C
- C#
- C++
- CI/CD
- Docker
- Git
- Java
- Kubernetes
- Python
