Pricing & Derived Data - Senior Software Engineer

DRW • Chicago, IL

5d

About The Position

DRW’s Pricing and Derived Data team within its Unified Platform is seeking a Senior Software Engineer to help build a new data platform that provides intra-day and end-of-day prices across the firm. The team prices millions of instruments across multiple asset classes and exchanges in near-real-time, serving clients ranging from low-latency trading systems to researchers working with large historical datasets.

The team’s existing architecture is mostly written in Elixir, with gRPC for inter-service streaming communication and PostgreSQL, Kafka, and ClickHouse in the data layer. The team is extending this system into a comprehensive data platform to support rapidly growing demand and diverse access patterns. The role offers an opportunity to shape the platform’s future direction, including how to provide consistent prices across warehouses, streams, and gRPC APIs; support seamless transitions from snapshots to live updates; and decide where Elixir or other technologies are appropriate.

The successful candidate will be a senior generalist with substantial experience building data products and leading significant projects from design through production operation, including architectural decisions. Relevant areas include event streaming, change data capture, open table formats, and stream and batch processing. Prior Elixir or financial-domain experience is not required, but interest in those areas is expected.

Requirements

• Considerable experience building data products.
• Examples of significant projects led from design through production operation, including responsibility for architectural decisions.
• Ability to explain technology choices and reflect on whether those choices would be made again.
• Deep understanding of the architectural requirements suited to relevant technologies, rather than requiring years of experience with any specific technology.
• Interest in working with Elixir and in the financial domain.
• Humility, respect for others, and trust in teammates.
• Ability to learn, adapt, and grow.
• Ability to independently drive projects to completion while preferring collaboration with teammates.
• Excellent listening and communication skills.

Nice To Haves

• Experience with event streaming, change data capture, open table formats, or stream and batch processing.
• Experience with technologies such as Kafka, Delta Lake, Iceberg, ClickHouse, Spark, or Flink.
• Experience designing and building high-volume and/or low-latency data processing systems.
• Experience scaling ingestion pipelines handling thousands or tens of thousands of events per second on a single node and/or across multiple nodes.

Responsibilities

• Help build and shape a comprehensive data platform for intra-day and end-of-day prices.
• Make architectural decisions about data consistency across warehouse queries, streaming subscriptions, and gRPC APIs.
• Design ways for clients to load a snapshot and transition to live updates without gaps or duplicates.
• Assess which parts of the system should remain in Elixir and where other technologies may be appropriate.
• Lead significant data-product projects from design through production operation.
• Design and build data processing systems, including ingestion, storage, and distribution.
• Scale ingestion pipelines across single or multiple nodes.
• Operate and support data products with time- and correctness-sensitive delivery requirements.

Benefits

• Annual discretionary bonus eligibility.
• Group medical insurance.
• Pharmacy insurance.
• Dental insurance.
• Vision insurance.
• 401(k) with discretionary employer match.
• Short- and long-term disability insurance.
• Life and AD&D insurance.
• Health savings accounts.
• Flexible spending accounts.

What This Job Offers

• Job Type: Full-time
• Career Level: Senior
• Education Level: No Education Listed