Software Engineer, Trading – Cumberland Systematic

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.

Cumberland Systematic is a multi-asset trading team focused on mid and high-frequency fully systematic strategies in the delta one space. We trade 24/7 globally with our team located primarily in Chicago and London.

We are looking for a Software Engineer to join our team. You will work with other software engineers to design and develop the full stack needed to enable a global trading operation with high availability requirements. You will be expected to design and develop trading systems, market data connectivity, execution algorithms, research infrastructure, monitoring and observability tooling, and integrations with DRW’s core services. The team’s existing systems are written in C++ and Python.

Candidates should have strong initiative and proven experience independently driving projects to completion. We work from high-level requirements and engineers are expected to gain an intimate understanding of the business and work directly with quantitative researchers on a daily basis.

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

To qualify for this role, you must have:

5+ years of professional C++ experience

Built complex, mission-critical systems in modern C++ that are maintainable and safely refactorable

A deep understanding of concurrency concepts and their applications in C++ and Python

A working knowledge of type safety and type systems

Developed high availability distributed systems with tight latency constraints

An understanding of computer networking, the related technologies, and their tradeoffs

Practical knowledge of fundamental statistics and numerical recipes

Experience writing software for the trading domain

Strong verbal and written communication skills

Strong internal motivation and a continual desire to learn

Bonus points if you have:

Collaborated with quantitative researchers

A working knowledge of high-level machine learning concepts and lifecycle

Experience with functional programming and immutable design principles

Worked in Cython and effectively integrated C++ and Python stacks

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