Software Engineer - Risk

About this role

DRW's UP-Risk team seeks a software engineer to build and maintain risk management services that calculate portfolio sensitivities, value-at-risk metrics, and scenario analysis across multiple asset classes. You'll partner with risk managers and traders to develop applications that monitor and report on market analytics in a fast-paced trading environment.

What you'll do

• Design and develop risk management APIs and services for portfolio analysis
• Calculate portfolio sensitivities and value-at-risk across asset classes
• Build scenario analysis tools to predict theoretical market outcomes
• Create risk reporting applications across multiple time horizons
• Collaborate with risk managers and trading desks on analytics solutions
• Maintain and enhance both greenfield and legacy systems

What they're looking for

• Software engineering and API development
• Backend/service architecture design
• Financial risk calculations and quantitative analysis
• Data processing and reporting systems
• Problem-solving and technical communication
• Version control and software development practices
• Database design and optimization
• Python, C++, Java, or similar languages