Senior Software Engineer - Analytics Front Office

DRW•Chicago, NY

About The Position

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++.

Requirements

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

Nice To Haves

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

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