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Senior Software Engineer - GQMA

DRW is a proprietary trading firm, founded and based in Chicago, IL.

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Senior Software Engineer - GQMA

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. 

DRW is looking for an exceptional Senior Software Engineer with expertise in designing, building and supporting financial applications and distributed services targeting Front Office users, Risk Management and Operations. You will be joining a team responsible for providing models and analytics to the DRW businesses firm-wide and will be instrumental in helping define and implement the services and tools used for pricing, risk management, PnL and scenario analysis. Your work will be used throughout the organization on a daily basis by traders, risk managers, and back office analysts. Come join our fast moving team as we build the next generation of firm-wide services.

To qualify for this role, you:

  • Have 5+ years of experience working in a software engineering role
  • Have experience working closely with Front Office (trading, research) at a financial institution
  • Can demonstrate hands-on proficiency with C#, C++ or other systems languages
  • Have a strong educational background with a degree in Computer Science, Engineering, Physics or Mathematics
  • Have experience defining API’s via OpenAPI or GRPC
  • Have experience developing, deploying and supporting distributed services
  • Are able to provide live support of distributed software solutions responsible for the generation of risk and PnL numbers for multiple businesses in different geographical locations
  • Have strong communication and collaboration skills with the ability to work within a multi-disciplinary team that includes traders, software engineers, and quants
  • Have a proven track record of working independently with minimal oversight and driving projects and initiatives to completion

Bonus points if you have:

  • Knowledge of Fixed Income products and Interest Rate derivatives (including Risk, PnL attribution, scenario analysis, etc.)
  • Familiarity with common IR derivatives models (Yield Curves, Option Pricing, SABR, etc.)Understanding of the fundamentals of financial derivatives and models used to price them
  • Working proficiency with Python, Java, or Excel
  • Experience with containers or container orchestration
  • Familiarity with observability and debugging tools (Splunk, Grafana, memory/core dumps)
  • Experience using profilers to optimize large code bases
  • Experience with scripting languages, Infrastructure as Code, or CI/CD
  • Experience developing web-based UIs
  • Experience with statistical analysis and working with large datasets provided in relational or key-value databases
  • Experience with data presentation and visualization

 

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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