Pricing & Derived Data - Senior Software Engineer
DRW
About the role
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.
UP (Unified Platform) consolidates data and technologies into a comprehensive solution, accelerating time to market. Optimizing decision-making and research, our platform simplifies implementing new ideas, enhancing our competitive edge. We work from high-level requirements where programmers are expected to gain an intimate understanding of the business. We strive for an environment where developers have the autonomy to pursue business solutions without arbitrary management constraints. We are a group of polyglots and technologists always seeking to find the right tool for each problem. Broadly, the development teams at DRW believe in rapid deployment and feedback, automated testing, and cohesive, transparent, lightly coupled service architectures.
The Pricing and Derived Data team within UP is seeking an outstanding Senior Software Engineer to join us in building a new data platform that provides intra-day and end-of-day prices across the firm.
The team is responsible for pricing millions of instruments across many asset classes and exchanges in near-real-time. Clients range from trading systems needing low-latency updates to researchers working with large historical datasets.
Our current architecture is written mostly in Elixir, which we enjoy and derive great value from. Inter-service streaming communication is over gRPC and the data layer comprises PostgreSQL, Kafka, and ClickHouse. Demand for our services is growing rapidly across a variety of access patterns, and we are now building a comprehensive data platform as an extension of our existing system to meet this demand.
This position presents an opportunity to shape the future direction of our work. The successful candidate will play a key role in answering questions such as:
How do we guarantee that a client sees the same prices whether they query the warehouse, subscribe to a stream, or call our gRPC API?
How do we let clients load a snapshot and then switch to live updates with no gaps or duplicates?
What parts of our systems should stay in Elixir, and where should we consider other technologies?
Experience
We are looking for strong senior generalists who have a considerable experience building data products.
Candidates should be able to provide examples of significant projects that they have led from design through to operating in production, including responsibility for architectural decisions. We are interested in hearing from candidates who have had to choose between technologies and can talk to us about why they would or would not make that choice again.
Relevant areas include event streaming, change data capture, open table formats and stream and batch processing. Associated technologies include Kafka, Delta Lake, Iceberg, ClickHouse, Spark, and Flink. We are interested in a deep understanding of the architectural requirements that these technologies are suitable for rather than years of experience in a specific one of them.
Prior experience in Elixir or in the financial domain is not required, but candidates should be interested in working in these areas.
Examples of projects you may have led include:
Designing and building a high-volume and/or low-latency data processing system, including ingestion, storage, and distribution.
Scaling an ingestion pipeline handling thousands or tens or thousands of events per second on a single node (optimisation) and/or across multiple nodes (distribution).
The operation and support of a data product which has time- and correctness-sensitive delivery requirements.
Personal traits
We value:
Humility and respect for others, and trust in our teammates.
The ability to learn, adapt and grow.
The capacity to independently drive projects to completion, but a preference to collaborate with teammates.
Excellent listening and communication skills
The annual base salary range for this position is $175,000 to $250,000 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.
For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at https://drw.com/privacy-notice.
California residents, please review the California Privacy Notice for information about certain legal rights at https://drw.com/california-privacy-notice.
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Responsibilities
- Build and evolve a data platform for intraday and end-of-day prices across asset classes and exchanges.
- Design systems that deliver consistent prices across warehouse queries, streaming subscriptions, and gRPC APIs.
- Develop reliable snapshot-to-live-update workflows without gaps or duplicates.
- Make architectural and technology decisions for data storage, processing, and distribution.
- Lead significant data product projects from design through production operations.
Qualifications
- Substantial experience building data products and leading significant projects from design through production.
- Experience making architectural decisions and evaluating technology tradeoffs.
- Relevant experience in event streaming, change data capture, open table formats, or stream and batch processing.
- Ability to design high-volume or low-latency data processing systems, including ingestion, storage, and distribution.
- Experience scaling ingestion pipelines across single or multiple nodes.
- Ability to operate and support data products with time-sensitive and correctness-sensitive delivery requirements.
- Strong communication, collaboration, adaptability, and independent project leadership skills.
- Interest in Elixir and financial technology; prior experience in either is not required.
Benefits
- Annual discretionary bonus eligibility
- Medical, pharmacy, dental, and vision insurance
- 401(k) with discretionary employer match
- Short- and long-term disability insurance
- Life and AD&D insurance
- Health savings and flexible spending accounts
Skills mentioned
About DRW
At DRW, we identify and capture trading and investment opportunities globally. What sets us apart is our diversified approach—trading across many asset classes and instruments, in markets around the world, with horizons from seconds to years. We succeed by leveraging technology, research and risk management. We offer the best of both worlds: the opportunity and spirit of a startup and the benefits and stability of an established, experienced firm. Our employees work hard to solve interesting problems, and their results are rewarded. We value continuous learning—from our outcomes, from the environment and from each other. It’s a place of high expectations, deep curiosity, and constant collaboration, with some of the smartest, most passionate people you’ll meet. // Chez DRW, nous identifions et saisissons les opportunités de négociation et d'investissement au niveau mondial. Ce qui nous différencie, c'est notre approche diversifiée : nous négocions sur de nombreuses classes d'actifs et d'instruments, sur des marchés du monde entier, avec des horizons allant de quelques secondes à plusieurs années. Nous réussissons en nous appuyant sur la technologie, la recherche et la gestion des risques. Nous offrons le meilleur des deux mondes: les opportunités et l'ésprit d’une entreprise en démarrage, et les avantages et la stabilité d'une entreprise établie et expérimentée. Nos employés travaillent dur pour résoudre des problèmes intéressants et leurs résultats sont récompensés. Nous valorisons l'apprentissage continu – de nos résultats, de l’environnement et de chacun de nous. C’est un lieu où les attentes sont élevées, la curiosité est profonde et la collaboration est constante, et où l’on retrouve quelques-uns des individus les plus intelligents et les plus passionnés que vous puissiez rencontrer.
H-1B sponsorship history
Historical employer filing data was found for DRW. The employer record includes 138 historical certified applications. This is employer-level history, not a guarantee that this role currently offers sponsorship.