Pricing & Derived Data - Senior Software Engineer

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?