Senior Quantitative Developer - Analytics Middle Office

What this role involves

DRW seeks a Senior Software Engineer to join its Analytics Middle Office team. The role involves building and maintaining services that calculate analytic measures across asset classes, collaborating with risk managers and trading desks. Required skills include applied mathematics, quantitative modeling, and proficiency in multiple programming languages.

Skills this posting asks for

• applied mathematics
• linear algebra
• optimization
• numerical methods
• statistics
• probabilities
• quantitative modeling
• financial products
• derivatives
• functional programming
• object-oriented programming
• imperative programming
• distributed version control
• ci/cd
• docker
• kubernetes
• elixir
• python
• java
• c#
• c
• c++
• rust
• pricing

Requirements

• Level: senior

From the employer’s posting

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…