Chicago
38 days ago
Senior Software Engineer, Elixir - UP - Pricing & Derived Data, Chicago

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.

The UP - Pricing and Derived Data team is looking for an outstanding Software Engineer with diverse technical and interpersonal skills to join us in the next stage of our development. Significantly expanding our technical capabilities, we are positioning ourselves for even greater impact across the firm.

We're responsible for building foundational APIs and data services to price all products—and related products—that the firm may trade, using market and derived data. We work particularly closely with the UP Risk and UP Middle Office Analytics engineering teams to deliver real-time Pricing, Profit-and-Loss and Risk monitoring systems. These tools serve critical functions, for example allowing our users to ensure responsible allocation of capital across the firm. Our systems are used across the organization by Trading Desk leads, Global Risk Management, and Senior Leadership.

We collect, transform, aggregate, and disseminate pricing and related derived data, such as:

Commodity Prices and Yield Curves Mark-to-market and Mark-to-model settlement prices Option sensitivities ("greeks") and fixed-income sensitivities like DV01s and BPVs 

While previous experience in the trading and finance industry is beneficial, we're looking for talented software engineers with or without industry-specific expertise. Our team has embraced the BEAM in building the core of our real-time pricing, analytic, and reporting systems. We make extensive use of the OTP and wider Elixir ecosystem, with applications leveraging Ecto, Broadway, LiveView, and Nx.

Responsibilities:

Act as the primary developer, independently leading end-to-end delivery of complex features. Design, develop, and maintain greenfield and existing API and application services. The overwhelming majority of our systems are written in Elixir, but where necessary, we use small amounts of Python and Java where vendor SDKs require it. Design, develop, and maintain batch and real-time streaming data workloads. Provide on-call support as part of our team-wide rotation. Our on-call rotation is split across US and UK time zones, ensuring coverage while keeping outside-hours disruption minimal. Contribute to the development of the team by advancing design and programming best practices, and providing mentorship and collaboration with other team members.

 Required Qualifications:

Experience with — and enthusiasm for! — working with Elixir and the BEAM. Experience working on distributed systems as part of a wider team. Fluency in functional, object-oriented, and procedural programming paradigms. Competency in using Git, CI/CD platforms, Docker, and Kubernetes.

Familiarity With:

More than one of: Ruby, JavaScript, Python  One of: Java, C#, C/C++ - PostgreSQL, the database and the query language  Kafka/RabbitMQ or similar event-based platforms  Data structures and design/analysis of algorithms  Analysis of concurrency and parallelism for speed/space performance trade-offs

Personal Traits:

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

Not Required, But a Bonus:

While it's not essential, having knowledge in exchange-traded or over-the-counter financial assets can certainly be beneficial. Additionally, familiarity with subjects like statistics, probability, linear algebra, or stochastic calculus could enhance your understanding and might open up more opportunities for you. We understand that everyone comes from different backgrounds, and we're here to support you on your journey.

Position on Remote Work:

The Pricing and Derived Data team operates across multiple time zones across the USA and the UK. To ensure appropriate coverage, we're looking for someone to join us in our Chicago Headquarters, to be in-office at least three days per week. The successful candidate will report to the team lead, who is based in our London office.

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