Drweng Senior Software Engineer on DRW’s Analytics Front Office team designing and operating low latency risk analytics systems. Work with diverse trading desks to provide real-time PnL and Risk monitoring services.
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.
Providing 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.
Qualification
Competency in using GitFamiliarity withMore than one ofDatabases such asNot requiredIR derivatives models (Yield CurvesBackground in statistics
Required
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
Not required, but a bonus
Fixed Income products and Interest Rate derivatives (including Risk, PnL attribution, scenario analysis, etc.)
IR derivatives models (Yield Curves, Option Pricing, SABR, etc.)
Preferred
Experience with Fixed Income products and Interest Rate derivatives
Knowledge of IR derivatives models (Yield Curves, Option Pricing, SABR)
Background in statistics, discrete mathematics, linear algebra
