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Software Engineer, Global Quantitative Modeling and Analytics

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DRW is a principal trading firm, which means no outside investors or third party funds rather we trade for our own account in markets around the world. Our trading is diverse—across asset classes and instruments, using our own models and systems—and it’s this diversification that sets us apart.  We were founded in 1992 by bringing together technology, research, and risk management to capture trading and investment opportunities and we still take that approach today. Though we’ve grown to more than 700 exceptional people in six cities around the world, we have the spirit of a start-up and a constant focus on results.

DRW is looking for an exceptional Software Engineer 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 2-5 years of experience working in a software engineering role
  • Can demonstrate hands-on proficiency with at least one of the following languages: C#, C++, Java, Python
  • Have a strong educational background with a degree in Computer Science, Engineering, Physics or Mathematics
  • Have experience with database development and SQL
  • Have experience developing, deploying and supporting distributed services, including hands-on experience with IIS
  • 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
  • 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 working closely with the Front Office (trading, research) at a major financial institution
  • Knowledge of Fixed Income products and Interest Rate derivatives (including Risk, PnL attribution, scenario analysis, etc.)
  • Have experience with integration of C++ libraries with .NET and/or Java solutions
  • Familiarity with common IR derivatives models (Yield Curves, Option Pricing, SABR, etc.)
  • Understanding of the fundamentals of financial derivatives and models used to price them
  • Experience developing web-based UIs
  • 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

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