Job Summary:
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. The Senior Software Engineer will collaborate with stakeholders and quantitative teams to design and implement complex financial modeling solutions and maintain services that calculate analytic measures across various asset classes.
Responsibilities:
• Partner closely with stakeholders and quantitative teams to design and implement complex financial modeling solutions
• Leverage your expertise in finance and quantitative analysis to architect robust, scalable analytics systems
• Write readable and well-tested 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:
Required:
• Experience using applied mathematics (linear algebra, optimization, numerical methods)
• Strong understanding of statistics and probabilities
• Quantitative modeling of financial products and derivatives
• Fluent in functional, object-oriented, or imperative programming languages
• Competent in distributed version control, CI/CD, Docker, and Kubernetes
Preferred:
• One of the following programming languages: Elixir, Python, Java, C#
• One systems level programming language: C, C++, Rust
• Pricing, risk management, and portfolio analytics
• Exchange-traded financial assets, statistics, or financial engineering
• Data structures and design/analysis of algorithms
Company:
DRW is a diversified trading firm that combines technology, research, and risk management to capture trading and investment opportunities. Founded in 1992, the company is headquartered in Chicago, USA, with a team of 1001-5000 employees. The company is currently Late Stage.