Software Engineer - Risk

About this role

<p><strong>DRW</strong> 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.</p> <p>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.</p> <p>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. <strong>DRW</strong> is a place of high expectations, integrity, innovation and a willingness to challenge consensus.</p> <p><span data-contrast="auto">The </span><strong><span data-contrast="auto">UP - Risk</span></strong><span data-contrast="auto"> team is looking for an outstanding </span><strong><span data-contrast="auto">Software Engineer</span></strong><span data-contrast="auto"> with diverse technical and interpersonal skills to join us in the next step of our development as we significantly expand our technical capabilities, enabling us to have an even greater impact across the firm. This team builds and maintains services which:</span><span data-ccp-props="{"134233117":false,"134233118":false,"335559738":240,"335559739":240}"> </span></p> <ul> <li data-leveltext="" data-font="Symbol" data-listid="1" data-list-defn-props="{"335552541":1,"335559685":720,"335559991":360,"469769226":"Symbol","469769242":[8226],"469777803":"left","469777804":"","469777815":"hybridMultilevel"}" data-aria-posinset="1" data-aria-level="1"><span data-contrast="auto">calculate portfolio sensitivities and value-at-risk (VaR) across many asset classes</span></li> <li data-leveltext="" data-font="Symbol" data-listid="1" data-list-defn-props="{"335552541":1,"335559685":720,"335559991":360,"469769226":"Symbol","469769242":[8226],"469777803":"left","469777804":"","469777815":"hybridMultilevel"}" data-aria-posinset="1" data-aria-level="1"><span data-contrast="auto">predict theoretical market outcomes based on user-defined what-if scenarios</span></li> <li data-leveltext="" data-font="Symbol" data-listid="1" data-list-defn-props="{"335552541":1,"335559685":720,"335559991":360,"469769226":"Symbol","469769242":[8226],"469777803":"left","469777804":"","469777815":"hybridMultilevel"}" data-aria-posinset="1" data-aria-level="1"><span data-contrast="auto">return risk reports for any time horizon</span><span data-ccp-props="{"134233117":false,"134233118":false,"335559738":0,"335559739":0}"> </span></li> </ul> <p><span data-contrast="auto">We collaborate closely with risk managers and trading desks to measure option and rate sensitivities and create applications to monitor, manage, and report analytic measures. While previous experience in the trading and finance industry is beneficial, we're looking for talented software engineers with or without industry-specific expertise.</span><span data-ccp-props="{"134233117":false,"134233118":false,"335559738":240,"335559739":240}"> </span></p> <p><strong><span data-contrast="auto">Responsibilities:</span></strong><span data-ccp-props="{"134233117":false,"134233118":false,"335559738":240,"335559739":240}"> </span></p> <ul> <li data-leveltext="" data-font="Symbol" data-listid="2" data-list-defn-props="{"335552541":1,"335559685":720,"335559991":360,"469769226":"Symbol","469769242":[8226],"469777803":"left","469777804":"","469777815":"hybridMultilevel"}" data-aria-posinset="1" data-aria-level="1"><span data-contrast="auto">Designing, developing and maintaining greenfield and legacy API, service, and…