Software Engineer, Research

Responsibilities

• Design, develop, test, document, and maintain software and infrastructure needed for quantitative financial research
• Accelerate the research lifecycle from data engineering to feature generation and analysis
• Integrate with diverse data sources such as blockchains, exchanges, and data vendors
• Test at the unit, functional, and integration levels
• Work within a small team as well as independently with a strong user focus
• Provide on-call support as needed

Requirements

• Professional experience with Python
• Experience building complex, maintainable, and safely refactorable systems in modern Python
• Hands-on experience managing large, evolving timeseries data
• Working knowledge of type safety and type systems
• Strong verbal and written communication skills
• Strong internal motivation and a continual desire to learn

Preferred Qualifications

• Contributions to open-source crypto projects
• Production experience running full or archive blockchain nodes at scale
• Experience collaborating with quantitative researchers
• Working knowledge of high-level machine learning concepts and lifecycle
• Experience with functional programming and immutable design principles
• Practical knowledge of major blockchain types and clients

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.