Senior Software Engineer, Treasury
You'll be helping DRW manage its funds efficiently by developing and maintaining simple and robust data pipelines written mostly in Ruby and Clojure that perform complex analysis on all of the firm's and some of the market's data.
You'll care about interest rates, charges, trade limits, risk based limits, liquidity, and much more.
You'll be using some calculation engines you write and some that are provided by third parties.
You'll get to find innovative ways to integrate disparate technologies and provide real and valuable insights to the business.
You'll decide which data needs to be up-to-the-second actionable and which data needs to be curated over long periods to gain daily, weekly, monthly, or yearly insights.
You'll enable the communication mechanism for that data whether it be alerting, dashboards, ad-hoc querying, or complex data visualization.
You'll work closely with your customers inside the firm to bring reliable, concrete, and introspect-able numbers to fuel their deep industry expertise.