Software Engineer

Responsibilities

• Design, develop, test, document, and maintain software needed for research, trading, and post-trade analysis
• Develop software such as market data handling, feature and signal computation, portfolio optimization, and execution management
• Work in multiple languages, particularly C++ and Python
• Test at the unit, functional, and integration levels
• Collaborate with researchers, traders, and other software engineers
• Provide on-call support as needed

Requirements

• 5+ years of professional C++ experience
• Experience building complex, mission-critical systems in modern C++
• Deep understanding of concurrency concepts in C++ and Python
• Working knowledge of type safety and type systems
• Experience developing high availability distributed systems with tight latency constraints
• Understanding of computer networking and related technologies
• Practical knowledge of fundamental statistics and numerical recipes
• Experience writing software for the trading domain
• Strong verbal and written communication skills

Preferred Qualifications

• Experience collaborating with quantitative researchers
• Working knowledge of high-level machine learning concepts and lifecycle
• Experience with functional programming and immutable design principles
• Experience with Cython and integrating C++ and Python stacks

About the Company

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. Cumberland Systematic is a multi-asset trading team focused on mid and high-frequency fully systematic strategies in the delta one space.