Software Engineer - Risk

DRW is a diversified trading firm seeking a Software Engineer to join its UP - Risk team. The team builds and maintains services for portfolio sensitivities and value-at-risk calculations, as well as risk reports and option/rate sensitivities. Responsibilities include designing and developing API, service, and application platforms, collaborating with business and development teams, and providing on-call support.

Requirements

• Experience with financial terminology, VaR methodology, and multiple varieties of analytic measures
• Designing software for detail-oriented but non-technical finance users
• Fluent in functional, object-oriented, or imperative programming languages
• Competent in distributed version control, CI/CD, Docker, and Kubernetes
• Familiarity with Elixir, Python, Java, C#, C++, Rust, Parquet, Delta Lake, Iceberg, and pricing, risk management, and portfolio analytics

Benefits

• Group medical, pharmacy, dental, and vision insurance
• 401k with discretionary employer match
• Short and long-term disability insurance
• Life and AD&D insurance
• Health savings accounts
• Flexible spending accounts