Software Engineer, Trading - Cumberland Systematic

P2P; City Of London; On-site; GBP 90,000 - 140,000; Full time

Job summary

DRW in London is seeking a Software Engineer to join the Cumberland Systematic team, focusing on high-performance trading systems written in C++ and Python. You will help design, build, test and maintain the full stack needed for a global trading operation.

You will work with quantitative researchers and traders, own features from idea to production, and ensure low latency, high availability and robust monitoring.

Qualifications

• 5+ years of professional C++ experience.
• Built complex, mission-critical systems in modern C++.
• Deep understanding of concurrency concepts and their applications.
• Working knowledge of type safety and type systems.
• Developed high availability distributed systems with tight latency constraints.
• Understanding of computer networking and related tradeoffs.
• Experience writing software for the trading domain.
• Strong verbal and written communication skills.
• Strong internal motivation and a continual desire to learn.

Responsibilities

• Design, develop, test, document, and maintain software 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++

Python

Concurrency concepts

High performance systems

Trading domain experience

Communication skills

Tools

Cython

Job description

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

Qualifications

• 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

• 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