Software Engineer, Risk at DRW (Chicago, IL)
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 nearly 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 is a place of high expectations, deep curiosity and thoughtful collaboration.
The Risk Management team is responsible for measuring the risk of the firm at all aggregation levels and any time horizon, monitoring and disseminating risk at appropriate aggregation levels, and ensuring DRW has procedures and operational controls in place which align with regulatory requirements and industry standards. Risk managers act as an independent check on trading desks. In collaboration with the desk and partners, risk managers are responsible for parameterizing desk's risks analytical terms such as VaR, DV01, factor models, and option sensitivities. Risk managers utilize the Risk Development and Operations team to build and automate the measurement, monitoring, and dissemination of risk to desks and senior management across the firm.
We are looking for an outstanding Software Engineer with diverse skills to join our Risk Development and Operations team to develop and maintain applications and tools used to administer and govern trading desks’ adherence to risk parameters and limits. While previous experience working the in the trading/finance industry is beneficial, we're looking for talented software engineers, not specific industry experience.
- Hands-on development, design, and testing of proprietary applications
- Work on a small team as a self-starter
- Test at the unit, functional, and integration level
- Working on legacy code as well as green field development
- Provide on-call support as needed
- Collaborate with various software, IT, and trading support teams
- Code in multiple languages and across multiple platforms
- Capable of collaborating on ETL processes and consuming their results in batch and real-time
- Professional experience with distributed systems
- Proficient in distributed version control systems
- Practiced in imperative, object oriented, and functional languages
- More than one of the following languages: Elixir, Elm, Erlang, Haskell, Scala, Clojure
- At least of one of the following languages: C, C++, C#
- PostgreSQL, the database and the query language
- Data structures and design/analysis of algorithms
- Analysis of concurrency and parallelism for speed/space performance tradeoffs
- Exchange traded financial assets, statistics, or financial engineering
- Front-end behavior organization frameworks such as React, Ember, and Angular 2
- Strong initiative and a proven track record of independently driving projects to completion
- Takes an active interest in software craftsmanship with a desire to learn and explore programming languages that are new to them
- Excellent problem-solving and debugging skills
- Strong attention to detail
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.