Senior Software Engineer/Architect – Global Quantitative Modeling and Analytics
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 an exceptional Senior Software Engineer/Architect 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 software solutions 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.
To qualify for this role, you:
- Have 5-10 years of experience working in a Front Office – facing technology team at a major bank or buy-side firm
- Can demonstrate hands-on proficiency with C#, Java, SQL, C++, Python, JavaScript
- Have a strong educational background with a degree in Physics, Mathematics, Engineering or Computer Science
- Have experience with DBs (particularly MS SQL Server)
- Have experience developing, deploying and supporting distributed services
- Have experience with integration of C++ libraries with .NET and or Java solutions
- Possess strong knowledge of Fixed Income products and Interest Rate derivatives (including Risk, PnL attribution, scenario analysis, etc.)
- Experience architecting, developing and supporting risk, PnL and pricing services and applications at a major financial institution
- Are familiar with common IR derivatives models (Yield Curves, Option Pricing, SABR, etc.)
- 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 experience developing web-based UIs
- Are comfortable with Windows and Linux (Red Hat, Ubuntu) environments
- 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:
- experience with Git, TeamCity, Jenkins, Maven, Conda
- experience with GTest, SWIG, Doxygen, XLW, GitHub Pages, NuGet, ExcelDNA
- experience writing batch and shell scripts
- experience with statistical analysis and working with large datasets provided in relational or key-value databases
- experience with data presentation and visualization