Senior Research Software Engineer, Commodities (Python)

Cumberland

Cumberland

Software Engineering
Chicago, IL, USA
Posted on Nov 19, 2024

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.

We are looking for a Senior Research Software Engineer (Python) to join our Commodities trading group to build a first-in-class platform for quantitative & fundamental research for several trading desks. You will work with researchers and traders to create a robust and productive environment for data analysis, research and modelling. Our work spans exploratory analysis & research through to real-time analytics & modelling supporting our day-to-day trading decisions. You will be immersed in research across many trading styles and time horizons and will be enthusiastic to refine our working processes to deliver high quality work that is robust and scales as we grow. You will use your experience to shape our infrastructure and build supporting software, processes & tools as needed. This environment is data intensive, and our researchers largely work in Python.

What you may do:

  • Create tools and workflows that enable exploratory research
  • Craft Python APIs that enable research productivity
  • Work with researchers to implement research studies, analytics, and production models for commodities trading
  • Define and maintain our Python research environment, tailored for data intensive workloads
  • Build dashboards for data exploration and delivery of research results
  • Build data and machine learning infrastructure to make trading data sets accessible and useful to our researchers
  • Manage production workflows for real-time forecasting, modelling and analytics in our Linux compute environment
  • Build systems for back testing & development of systematic trading strategies and deployment into our production trading environment
  • Work with DRW’s research infrastructure team to leverage our Linux computer cluster
  • Work with our data management teams to refine our processes for data acquisition, storage and accessibility from our research workflows
  • Collaborate with your peers at DRW as a subject matter expert to learn & contribute to research work across the firm

What you may bring to the team:

  • Strong Python knowledge
  • Working expertise of numerical modeling and data analytics (numpy, pandas, sklearn)
  • Passion for developer experience and expertise in API design and usability
  • Experience building and scaling large-scale analysis or machine learning tools
  • Experience with modern data technologies (Postgres, Snowflake, Redshift, Airflow, dbt)
  • Data visualization expertise (Plotly, Panel, Dash)
  • Willingness to support and educate our researchers on best practices in software engineering
  • Experience with a strongly typed or compiled language (e.g., Java, C++, Go, Rust)
  • Ability to own delivery of complex projects end-to-end (stakeholder management, requirement gathering, mentoring junior engineers, etc.)
  • Computer Science or advanced STEM degree

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California residents, please review the California Privacy Notice for information about certain legal rights at https://drw.com/california-privacy-notice.

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