DRW is a technology-driven, diversified principal trading firm. We trade our own capital at our own risk, across a broad range of asset classes, instruments and strategies, in financial markets around the world. As the markets have evolved over the past 25 years, so has DRW – maximizing opportunities to include real estate, cryptoassets and venture capital. With over 900 employees at our Chicago headquarters and offices around the world, we work together to solve complex problems, challenge consensus and deliver meaningful results. It’s a place of high expectations, deep curiosity and thoughtful collaboration.
DRW is looking for a Software Engineer to join the DRW Risk Development and Operations team. The RDO team is in a uniquely positioned to collaborate closely with end users, introduce novel solutions to challenging problems, and nurture professional growth. Engineers on our team are supported with resources and the flexibility to be their most productive. We're looking for talented software engineers, not specific industry experience. Previous experience working in the trading/financial industry is preferable but not required
DRW’s Risk Management team acts as an independent check on our trading desks. Each risk manager is responsible for working with a set of assigned desks to parameterize their specific risks. Consequently, the RDO team is responsible for building and supporting the applications to measure and monitor said risks. As trading strategies and products vary, so do the systems and tools used to measure them. RDO applications are a mix of batch and stream processors to capture, process, and store data and analytic calculators to produce VaR, DV01, factor models, and option greeks.
- Hands-on development, design, testing, and operational support of legacy and green field applications
- Work on a small team as a self-starter
- Provide on-call support as needed
- Professional experience with distributed systems
- Proficient in distributed version control systems
- Practiced in functional languages
- More than one of the following languages: Elixir, Elm, Erlang, F#, Haskell, or other functional languages
- At least of one of the following languages: C, C++, or Rust
- SQL, NoSQL, and other data storage solutions
- Data structures and design/analysis of algorithms
- Concurrency and parallelism for speed/space performance tradeoffs
- Strong initiative and a proven track record of independently driving projects to completion
- Collaborates with others to ensure correct solutions to complex problems