Senior C++/Python Software Engineer - Trading Systems

DRW; Greater London; On-site; GBP 62,000 - 102,000; Full time

Job summary

DRW, a diversified trading firm, is seeking a Software Engineer in London to design and develop research, trading, and post-trade software in C++ and Python. You will contribute to market data handling, feature computation, portfolio optimization, and execution management in a high-availability, low-latency environment.

The role requires 5+ years of professional C++ experience, deep concurrency knowledge, and a track record building mission-critical systems.

Qualifications

• 5+ years of professional C++ experience.
• Built complex, mission-critical systems in modern C++ that are maintainable and safely refactorable.
• 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.
• Bonus points if you have a working knowledge of high-level machine learning concepts and lifecycle.
• Bonus points if you have experience with functional programming and immutable design principles.
• Bonus points if you have worked in Cython and effectively integrated C++ and Python stacks

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

Skills

C++ experience

Concurrency (C++/Python)

Type safety

Distributed systems

Networking basics

Statistics & numerics

Trading domain

Communication skills

Self-motivated learner

Research collaboration

Functional programming

Cython integration

Python

Job description

DRW, a diversified trading firm, is seeking a Software Engineer in London to design and develop research, trading, and post-trade software in C++ and Python. You will contribute to market data handling, feature computation, portfolio optimization, and execution management in a high-availability, low-latency environment.

The role requires 5+ years of professional C++ experience, deep concurrency knowledge, and a track record building mission-critical systems.