Software Engineer - Risk

Posted:
8/20/2024, 10:16:30 AM

Location(s):
Illinois, United States ⋅ Chicago, Illinois, United States

Experience Level(s):
Junior ⋅ Mid Level

Field(s):
Software Engineering

Pay:
$120/hr or $249,600 total comp

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 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. While previous experience in the trading and finance industry is beneficial, we're looking for talented software engineers with or without industry-specific expertise.

Responsibilities:

  • Designing, developing and maintaining greenfield and legacy API, service, and application platforms
  • Testing at the unit, functional, and integration level
  • 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
  • Fluent in functional, object-oriented, and imperative programming languages
  • Competent in distributed version control, CI/CD, Docker, and Kubernetes

Familiarity with:

  • Elixir, or more than one of the following: Elm, Erlang, Haskell, Scala, Kotlin, Clojure, F#
  • Python, or more than one of the following languages: JavaScript, TypeScript, Ruby, Python, Java, C#
  • Data structures and design/analysis of algorithms
  • Exchange-traded financial assets, statistics, or financial engineering

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

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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