Software Engineer, Risk Data

Senior Software Engineer, Pricing and Derived Data London 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. 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. DRW is a place of high expectations, integrity, innovation and a willingness to challenge consensus. We are looking to hire a Senior Software Engineer into the Pricing and Derived Data team. We are responsible for building foundational APIs and data services to price all products and related products that the firm may trade, using market and derived data. We work particularly closely with the UP Risk, and UP Middle Office Analytics engineering teams to deliver real-time Profit-and-Loss and Risk monitoring systems, allowing our users to, for example, ensure responsible allocation of capital across the firm. Our systems are used across the organisation by Trading Desk leads, Global Risk Management, and Senior Leadership. We collect, transform, aggregate and disseminate pricing and related derived data, such as: Option sensitivities (\’greeks\’) and fixed-income sensitivities like DV01s and BPVs. Proprietary pricing models in collaboration with analysts and Risk Management. While previous experience in the trading and finance industry is beneficial, we\’re looking for talented software engineers with or without industry-specific expertise. The Pricing and Derived Data team has embraced the BEAM in building the core of our real-time pricing, analytic and reporting systems. As we significantly expand our technical capabilities, enabling us to have an even greater impact across the firm, the UP Pricing and Derived data 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. The overwhelming majority of our systems are written in Elixir, but where necessary, we use small amounts of Python and Java where vendor SDKs require it. Designing, developing and maintaining realtime data streaming, and batch processing workloads. Contribution to the development of the team, by advancing design and programming best practices, and providing mentorship and collaboration with other members of the team. Fluency in functional, object-oriented and procedural programming languages. Skilled in principles of encapsulation, separation of concerns, intentional data model design, and identifying the appropriate level of automated testing. Capable of independently driving projects to completion but prefers collaborating with teammates. Strong attention to detail, with a track record of leading and driving projects to completion. One of: Java, C#, C/C++. PostgreSQL, the database and the query language. Data structures and design/analysis of algorithms. Analysis of concurrency and parallelism for speed/space performance tradeoffs. Bonus Experience: Exchange traded financial instruments. For more information about DRW\’s processing activities and our use of job applicants\’ data, please view our Privacy Notice at . Website Do you have a current UK work permit? * Legal First Name (if different from preferred name) Legal Last Name (if different from preferred name) #