Senior Software Engineer, Fixed Income Analytics

DRW, Chicago

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DRW is a diversified, technology-led principal trading firm. We trade our own capital at our own risk, across a broad range of asset classes, instruments and strategies, in markets around the world. As the markets have evolved over the past 25 years, so has DRW – growing to include real estate, cryptocurrencies, venture capital and several industry acquisitions. With more than 800 employees at our Chicago headquarters and six global offices, we work together to solve interesting problems and capture opportunities. It’s a place of high expectations, deep curiosity, and constant collaboration, with some of the smartest, most passionate people you will meet. 

We are looking for a Senior Software Engineer to join a team of highly talented technologists.  This team is tasked with building and maintaining a front-office system used by traders, researchers, and risk managers for the pricing of fixed income derivatives. The system is built primarily in C# and C++ and is exposed through a RESTful API.  As we explore the next generation of this system we are open to introducing new programming languages and architectures.  Success in this role may lead to an opportunity for an expanded role within the organization to provide leadership in the development of similar technology for other products and trading desks.


  • Work directly with traders, quantitative researchers, and other software engineers in cross-functional team environments.
  • Development and support of existing C#/C++ application.
  • Design, development, and support of the next gen software for this team.
  • Implement new Web-based apps supporting desk-level pricing and risk management.
  • Provide on-call support as needed.

Required Skills: 

  • Strong experience with Java, C#, or C++ and micro-service architecture.
  • Experience with relational databases.
  • Experience with front end web development (HTML/CSS/JavaScript etc.)
  • Initiative and proven experience independently driving projects to completion.

Bonus Points:

  • C# and C++ experience on Windows.
  • Experience managing a team of software engineers
  • Experience with fixed income (bonds, swaps, futures, etc.) in a trading environment
  • Experience in derivatives modeling and statistical analysis of time series.


About DRW

DRW was founded by Don Wilson, who got his start trading on the floor of the Chicago Mercantile Exchange in the late 1980s. Every trader on the floor had a three letter acronym for identification—Don chose his initials, DRW, and the name stuck. Over the past 25 years, DRW has expanded globally while staying true to what has always set us apart…our ability to identify and capture opportunities by leveraging technology, research and risk management. Our Approach We characterize our trading activity as following three general approaches — Liquidity providing: making markets, buying and selling products every day, with execution on a trading floor, over the phone and electronically Risk taking: doing our homework, formulating a view and putting on a position. Some positions are held for a few days, some for a few months or even years. Latency sensitive: combining research and risk management with superior technology and execution Trading in any asset class might include just one of these or may bring together all three; it all depends on what we see as the right strategy in that market. Our knowledge of the markets, pricing and modeling skills, risk management, and leading technology work together to create liquidity, improve market efficiency, and capture opportunities. Our Culture DRW combines the best of both worlds: the opportunity and spirit of a startup and the 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.

Want to learn more about DRW? Visit DRW's website.