Senior Software Engineer, Pricing and Derived Data

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.

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:

• Commodity Price and Yield Curves – Mark-to-market, and Mark-to-model settlement prices
• 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. We make extensive use of the OTP and wider Elixir ecosystem, with applications leveraging Ecto, Broadway, LiveView and Nx.

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.

We value colleagues who can simplify, automate and ultimately eliminate incidental complexity, freeing time and resources to instead work with our users and stakeholders, to constructively challenge assumptions, and bring decisive focus to high-impact work.

Responsibilities

• Acting as the primary developer independently leading end-to-end delivery of complex features.
• Designing, developing and maintaining greenfield and existing API and application services. 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.
• Providing on-call support as part of our teamwide rotation. Our on-call rotation is split across US and UK time zones, ensuring coverage whilst keeping outside-hours disruption minimal.
• 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.

Required Qualifications

• Interest in working with Elixir and the BEAM.
• Experience in working on distributed systems as part of a wider 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.
• Competency in using Git, CI/CD platforms, Docker and Kubernetes.
• Possesses the ability and desire 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 even better listening and communication skills.
• Strong attention to detail, with a track record of leading and driving projects to completion.

Desirable Qualifications

• More than one of: Ruby, JavaScript, Python.
• One of: Java, C#, C/C++.
• PostgreSQL, the database and the query language.
• Kafka/RabbitMQ or similar event-based platforms.
• Data structures and design/analysis of algorithms.
• Analysis of concurrency and parallelism for speed/space performance tradeoffs.

Bonus Experience

• Exchange traded financial instruments.
• Statistics, discrete mathematics, linear algebra.
• Problem-solving and proof construction.

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