Senior Software Engineer - Analytics Front Office

Responsibilities

• Design, implement and operate low latency risk analytics systems as part of a highly capable team.
• Decompose complex functional requirements into coherent service designs that are efficient, simple to operate, and can be changed reliably.
• Provide on-call support as part of our teamwide rotation. We split on-call across the US and UK time zones to limit off-hours disruptions.
• Be a capable mentor who is eager to contribute their unique knowledge and perspective to advance the team’s capabilities.

Requirements

• Extensive experience designing & operating low latency distributed systems at scale for critical business functions.
• Extensive experience in testing & test automation.
• Fluency in functional and object-oriented programming languages.
• Competency in using Git, CI/CD platforms, Docker and Kubernetes.
• Familiarity with:
• More than one of: C#, Java, Python, and C++
• Databases such as: MSSQL, Postgres, Redis
• Kafka/RabbitMQ or similar event-based platforms
• Data structures and design/analysis of algorithms

Qualifications

• Fixed Income products and Interest Rate derivatives (including Risk, PnL attribution, scenario analysis, etc.)
• IR derivatives models (Yield Curves, Option Pricing, SABR, etc.)
• Statistics, discrete mathematics, linear algebra

Personal Traits

• Possesses the ability and desire to learn, adapt and grow.
• Demonstrates personal humility, respect for others, and trust in their teammates.
• Capable of independently driving projects to completion but prefers collaborating with teammates.
• Excellent problem-solving and debugging skills, but even better listening and communication skills.
• Strong attention to detail, with a track record of leading and driving projects to completion.

Benefits

The annual base salary range for this position is $200k to $250k depending on the candidate’s experience, qualifications, and relevant skill set. The position is also eligible for an annual discretionary bonus. In addition, DRW offers a comprehensive suite of employee benefits including group medical, pharmacy, dental and vision insurance, 401k (with discretionary employer match), short and long-term disability, life and AD&D insurance, health savings accounts, and flexible spending accounts.