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Location: London 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. In this role you will: Develop, improve, and maintain trading systems in C++ and Java primarily for trading Crypto options. Work closely with the trading desk and research teams to identify and capture opportunities, directly impacting business results. Take ownership of the full development process including design, implementation, testing, deployment, and support. Be part of a large collaborative development team and trading organization. Qualifications: A minimum of 5+ years' experience in C++ or Java, with the ability to work comfortably across multiple programming languages. A track record of working directly with end customers, scoping and delivering production systems in fast-moving and ambiguous environments. Experience developing to Cloud and/or Crypto exchanges. Experience building low latency execution systems or exchange connectivity. Familiarity with real-time data processing and multi-venue environments. Understanding of trading operations. Ability to dive deep into complex problems, develop intuitive understandings, spot risks early, and minimize complexity. Exceptional interpersonal skills — you communicate clearly with traders, researchers, and other engineers, fostering a collaborative, supportive working environment. Experience with Linux-based, concurrent, high-throughput software systems. Have a Bachelor's or advanced degree in Computer Science, Mathematics, Statistics, Physics, Engineering, or equivalent work experience. For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at https://drw.com/privacy-notice . #LI-SH1

Responsibilities Growing our institutional OTC business globally - this includes developing and executing your own growth plan in the region that you will be responsible for.

Location: New York City 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. About the Team The DRW C/Options Data Engineering team is essential to developing valuable datasets and scalable data infrastructure critical to our trading operations. We work closely with traders, researchers, and other engineering teams to ensure seamless data flow and accessibility, supporting data-driven decision-making. Our systems are designed to handle large volumes of data, maintain quality and integrity, and provide robust APIs for fast, ergonomic data retrieval. About the Role In this role you will: Collaborate with cross-functional teams to deliver data solutions that support diverse trading activities. Take full ownership of data products, guiding them from initial concept through to stable production. Design, build, and maintain systems for both batch processing and real-time streaming of time series datasets, ensuring high data quality and reliability. Develop APIs and data access methods for fast, intuitive retrieval of historical and live data, working with both new and existing systems. Provide on-call support as needed. Qualifications: A minimum of 2+ years’ experience using at least one of Python, Java, and C++, and can work comfortably in multiple programming languages A track record of working directly with end customers, scoping and delivering production systems in fast-moving and ambiguous environments Ability to dive deep into complex problems, develop intuitive understandings, spot risks early, and minimize complexity Exceptional interpersonal skills - you communicate clearly with stakeholders as well as other engineers, fostering a collaborative, supportive working environment Experience in the financial markets, especially in delta one, store of value, and/or FICC options trading Experience with Linux-based, concurrent, high-throughput, low-latency software systems Experience with pipeline orchestration frameworks (e.g. Airflow, Dagster) Experience with streaming platforms (e.g. Kafka), data lake platforms (e.g. Delta Lake, Apache Iceberg), and relational databases Have a Bachelors or advanced degree in Computer Science, Mathematics, Statistics, Physics, Engineering, or equivalent work experience The annual base salary range for this position is $175,000 $225,000 depending on the candidate’s experience, qualifications, and relevant skill set. The position is also eligible for an annual discretionary bonus. In addition, DRW offers a comprehensive suite of employee benefits including group medical, pharmacy, dental and vision insurance, 401k (with discretionary employer match), short and long-term disability, life and AD&D insurance, health savings accounts, and flexible spending accounts. For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at https://drw.com/privacy-notice . California residents, please review the California Privacy Notice for information about certain legal rights at https://drw.com/california-privacy-notice . #LI-BL1

Location: Chicago 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. Senior Quantitative Researcher – Delta One DRW is seeking a Senior Quantitative Researcher (Delta One) to join the FICC options trading business. This individual will serve as an embedded quantitative research lead within an established discretionary and systematic options platform, with a mandate to research, develop, and validate futures-driven systematic strategies that complement and enhance the broader FICC options franchise. This role focuses on delta-one strategy research, quantitative signal generation, systematic futures execution research, and portfolio hedging across global futures markets. The individual will partner closely with options traders and developers to translate research into production strategies and integrate futures-based signals, directional overlays, and risk-efficient hedging frameworks into the broader derivatives platform. This position is suited for someone with deep quantitative expertise, a demonstrated record of research contributing to trading performance, and experience developing scalable systematic models within derivatives markets. Key Responsibilities Research, develop, and validate systematic delta-one futures strategies across global markets, including rates, FX, commodities, and equities. Build and refine quantitative signal generation frameworks to support both standalone futures strategies and options portfolios. Develop and evaluate futures-based hedging methodologies to improve portfolio risk management across the FICC options business. Research directional options overlays grounded in quantitative futures signals, partnering with traders on implementation and evaluation. Model and analyze strategy and portfolio risks, including exposure, volatility, liquidity, and cross-asset correlations. Partner closely with traders, developers, and trading infrastructure teams to productionize research, establish model monitoring, and improve execution. Conduct rigorous research, backtesting, out-of-sample validation, and performance attribution, incorporating realistic transaction costs and execution constraints. Analyze live strategy performance to identify model weaknesses, changing market conditions, and opportunities for improvement. Continuously refine models to improve signal quality, robustness, scalability, and capital efficiency. Develop quantitative frameworks to inform portfolio construction, capital allocation, and risk budgeting within the FICC platform. Qualifications 2+ years of experience in quantitative research supporting systematic trading, preferably in futures and listed derivatives. Proven track record of developing quantitative signals or models that have been deployed in production and contributed to trading performance. Strong understanding of derivatives pricing, volatility dynamics, and risk modeling. Deep experience in signal research, statistical modeling, and alpha generation. Expertise in research design, backtesting, and model validation, including addressing overfitting, data leakage, and implementation costs. Fluency in Python and experience working with large-scale financial datasets. Strong knowledge of market microstructure and execution modeling. Ability to independently lead research projects while collaborating effectively with traders and developers. Preferred Background Experience researching strategies across global futures markets, including equities, rates, commodities, and FX. Experience integrating options strategies within systematic futures frameworks. Familiarity with portfolio construction, capital allocation, and risk budgeting models. Experience working within or alongside an options trading desk. Experience supporting the full research lifecycle, from hypothesis development and empirical testing through production implementation and ongoing evaluation. Advanced degree in Mathematics, Statistics, Physics, Engineering, Computer Science, or a related field The annual base salary range for this position is $150,000 to $250,000 depending on the candidate’s experience, qualifications, and relevant skill set. The position is also eligible for an annual discretionary bonus. In addition, DRW offers a comprehensive suite of employee benefits including group medical, pharmacy, dental and vision insurance, 401k (with discretionary employer match), short and long-term disability, life and AD&D insurance, health savings accounts, and flexible spending accounts. For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at https://drw.com/privacy-notice . California residents, please review the California Privacy Notice for information about certain legal rights at https://drw.com/california-privacy-notice . #LI-JW1

Location: Remote - Americas Who We Are: Alpaca is a US-headquartered, global leader in agent-first brokerage infrastructure for stocks, ETFs, options, crypto, fixed income, 24/5 trading, and more. Amongst our subsidiaries, Alpaca is a licensed financial services company, serving hundreds of financial institutions across 40 countries with our institutional-grade APIs. This includes broker-dealers, investment advisors, wealth managers, hedge funds, and crypto exchanges, totalling over 10 million brokerage accounts. Our global team is a diverse group of experienced engineers, traders, and brokerage professionals who are working to achieve our mission of opening financial services to everyone on the planet. We're deeply committed to open-source contributions and fostering a vibrant community, continuously enhancing our award-winning, developer-friendly API and the robust infrastructure behind it. Alpaca is proudly backed by $400 million in funding from top-tier global investors including Portage Ventures, Spark Capital, Tribe Capital, Social Leverage, Horizons Ventures, Opera Tech Ventures, SBI Group, Derayah Financial, Unbound, Peak XV, Elefund, and Y Combinator. Our Team Members: We're a dynamic team of 400+ globally distributed members who thrive working from our favorite places around the world, with teammates spanning the USA, Canada, Japan, Hungary, Nigeria, Brazil, the UK, and beyond! We're searching for passionate individuals eager to contribute to Alpaca's rapid growth. If you align with our core values—Stay Curious, Have Empathy, and Be Accountable—and are ready to make a significant impact, we encourage you to apply. Your Role Alpaca is building the next generation of global brokerage and clearing infrastructure. We are looking for a senior product manager who can own the clearing systems product lifecycle at a rapidly scaling self-clearing broker-dealer. Your mission is to build and operate the systems and processes that keep Alpaca accurate, compliant, and on time across areas like core brokerage, clearing, ledger, custody, money movement, and multi-currency infrastructure. You will make clearing scale reliably as Alpaca adds asset classes, account types, trading hours, and partner institutions, and as we run a true self-clearing book at DTCC, OCC, and FICC. This person should be able to walk into ambiguity, understand the full clearing lifecycle, design the architecture, build a working prototype, and lead a team toward production-grade infrastructure. The role sits at the intersection of product, engineering, operations, finance, compliance, and regulatory infrastructure. What You’ll Own You will lead the design and buildout of Alpaca’s core clearing infrastructure across brokerage, custody, ledger, asset movement, and global market expansion. This includes: Defining the long-term architecture for Alpaca’s clearing platform across accounts, positions, balances, ledgers, journals, settlements, stock record, and regulatory books and records. Designing multi-currency cash and position systems that can support global equities, FX, fractional trading, options, bonds, Treasuries, fixed income, mutual funds, and other asset classes. Partnering with engineering to prototype and build new clearing services rather than relying only on third-party service bureau workflows. Working cross-functionally with operations, finance, treasury, compliance, legal, risk, and product to ensure the platform is scalable, controlled, and regulator-ready. Translating complex clearing, custody, and regulatory requirements into clear product and engineering requirements. Helping Alpaca grow from U.S.-centric brokerage infrastructure into a global, multi-asset, multi-currency clearing platform. Who You Are (Must-Haves) 5+ years in Product Management, technical program management, or engineering on brokerage, clearing, or post-trade infrastructure. 10+ years of experience in brokerage, clearing, custody, prime brokerage, trading infrastructure, financial market infrastructure, or capital markets technology. Demonstrated depth on at least one clearing surface: settlement and stock record, books and records, corporate actions, margin, ACATS, DTCC processing. Highly technical. Ability to work directly with engineers and product teams to turn complex domain requirements into scalable system designs. Comfort shipping in parallel with Compliance, Legal, and Operations in a regulated broker-dealer environment. Strong operating judgment  to weigh risk, operational efficiency, capital allocation, tech feasibility, time, and budget. Experience leading senior teams and influencing across functions in a high-growth environment. Who You Might Be (Nice-to-Haves) You helped build, convert, or modernize corporate-action processing, a security master, or a self-clearing back office. Experience with global brokerage expansion, including international equities, FX, local market custody, omnibus models, sub-ledgers, and currency controls. Familiarity with the B2B2C correspondent / broker-as-a-service model. AI-native PM workflow: recurring use of tools like Cursor, Claude, ChatGPT, or custom agents in PRD drafting, incident synthesis, data exploration, and prototyping. Example Problems You Should Be Comfortable Solving How should stock record reconcile to DTC, custodians, omnibus providers, internal ledgers, trading systems, and customer-facing balances? How should global equities, FX, fractional shares, options, fixed income, Treasuries, and mutual funds fit into one clearing architecture? How should a multi-currency brokerage ledger represent trades, settlements, FX conversions, fees, financing, journals, and custody balances? How should cashiering, ACH, wires, ACATS, journals, reversals, and transfer exceptions be represented in ledger and operations systems? How should possession or control, segregation, fully paid lending, margin, reserve, and reconciliation controls be embedded into the platform instead of handled as manual after-the-fact processes? How We Take Care of You: Competitive Salary & Stock Options Health Benefits New Hire Home-Office Setup: One-time USD $500 Monthly Stipend: USD $150 per month via a Brex Card Alpaca is proud to be an equal opportunity workplace dedicated to pursuing and hiring a diverse workforce. Recruitment Privacy Policy

Location: London 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. About the Team DRW C/Options Front Office Systems team intimately collaborates with traders to turn alpha signals, risk management, market visualizations and other trading-critical tools into scalable, performant and reliable production systems. We embed deeply with our customers to solve high-impact, complex problems. We move quickly when we prototype, and we tread lightly when we ship to production. We operate at the intersection of ensuring customer success and creating quality products that stand the test of time. We work closely with Data Engineering, Research Engineering, and Execution Engineering. About the Role Software Engineers in Front Office Systems operate in two very distinct but organically interconnected modes. During a Forward Deployment, you will be directly embedded onto a trading desk, where you will be tasked to navigate business context, ambiguity in requirements, trade-offs, and urgency to deliver. You will promote a mutually beneficial relationship with the trading desks by building them specialized solutions to solve their greatest problems, while at the same time building up domain specific knowledge. After returning from a Forward Deployment, you will leverage the knowledge you gained from the process, extract reusable patterns, and make the tools available for all trading desks. In this role you will: Work with best-in-class trading tools for a collection of Cumberland and FICC options trading desks Take full ownership of the products you create, from prototype to stable production Embed with trading desks, learn about their problem spaces, extract domain models, and build ergonomic, performant and extendable engineering solutions Build, maintain and extend the central trading platform Work with both greenfield and legacy systems across multiple languages (C++, Python, Typescript) Provide on-call support as needed Qualifications: Up to 7 years of experience using C++ and Python and can work comfortably in multiple programming languages A track record of working directly with end customers, scoping and delivering production systems in fast-moving and ambiguous environments Ability to dive deep into complex problems, develop intuitive understandings, spot risks early, and minimize complexity Exceptional interpersonal skills - you communicate clearly with stakeholders as well as other engineers, fostering a collaborative, supportive working environment. Experience in the financial markets, especially in delta one store of value and/or FICC options trading Experience with linux-based, concurrent, high-throughput, low-latency software systems Experience with functional programming is a plus Have a Bachelors or advanced degree in Computer Science, Mathematics, Statistics, Physics, Engineering, or equivalent work experience For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at https://drw.com/privacy-notice . California residents, please review the California Privacy Notice for information about certain legal rights at https://drw.com/california-privacy-notice . #LI-BL1

Location: Chicago 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. About the Team DRW C/Options Front Office Systems team intimately collaborates with traders to turn alpha signals, risk management, market visualizations and other trading-critical tools into scalable, performant and reliable production systems. We embed deeply with our customers to solve high-impact, complex problems. We move quickly when we prototype, and we tread lightly when we ship to production. We operate at the intersection of ensuring customer success and creating quality products that stand the test of time. We work closely with Data Engineering, Research Engineering, and Execution Engineering. About the Role Software Engineers in Front Office Systems operate in two very distinct but organically interconnected modes. During a Forward Deployment, you will be directly embedded onto a trading desk, where you will be tasked to navigate business context, ambiguity in requirements, trade-offs, and urgency to deliver. You will promote a mutually beneficial relationship with the trading desks by building them specialized solutions to solve their greatest problems, while at the same time building up domain specific knowledge. After returning from a Forward Deployment, you will leverage the knowledge you gained from the process, extract reusable patterns, and make the tools available for all trading desks. In this role you will: Work with best-in-class trading tools for a collection of Cumberland and FICC options trading desks Take full ownership of the products you create, from prototype to stable production Embed with trading desks, learn about their problem spaces, extract domain models, and build ergonomic, performant and extendable engineering solutions Build, maintain and extend the central trading platform Work with both greenfield and legacy systems across multiple languages (C++, Python, Typescript) Provide on-call support as needed Qualifications: Up to 7 years of experience using C++ and Python and can work comfortably in multiple programming languages A track record of working directly with end customers, scoping and delivering production systems in fast-moving and ambiguous environments Ability to dive deep into complex problems, develop intuitive understandings, spot risks early, and minimize complexity Exceptional interpersonal skills - you communicate clearly with stakeholders as well as other engineers, fostering a collaborative, supportive working environment. Experience in the financial markets, especially in delta one store of value and/or FICC options trading Experience with linux-based, concurrent, high-throughput, low-latency software systems Experience with functional programming is a plus Have a Bachelors or advanced degree in Computer Science, Mathematics, Statistics, Physics, Engineering, or equivalent work experience The annual base salary range for this position is $175,000 to $225,000 depending on the candidate’s experience, qualifications, and relevant skill set. The position is also eligible for an annual discretionary bonus. In addition, DRW offers a comprehensive suite of employee benefits including group medical, pharmacy, dental and vision insurance, 401k (with discretionary employer match), short and long-term disability, life and AD&D insurance, health savings accounts, and flexible spending accounts. For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at https://drw.com/privacy-notice . California residents, please review the California Privacy Notice for information about certain legal rights at https://drw.com/california-privacy-notice . #LI-BL1

Location: Chicago 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. About the Team The DRW C/Options Data Engineering team is essential to developing valuable datasets and scalable data infrastructure critical to our trading operations. We work closely with traders, researchers, and other engineering teams to ensure seamless data flow and accessibility, supporting data-driven decision-making. Our systems are designed to handle large volumes of data, maintain quality and integrity, and provide robust APIs for fast, ergonomic data retrieval. About the Role In this role you will: Collaborate with cross-functional teams to deliver data solutions that support diverse trading activities. Take full ownership of data products, guiding them from initial concept through to stable production. Design, build, and maintain systems for both batch processing and real-time streaming of time series datasets, ensuring high data quality and reliability. Develop APIs and data access methods for fast, intuitive retrieval of historical and live data, working with both new and existing systems. Provide on-call support as needed. Qualifications: A minimum of 2+ years’ experience using at least one of Python, Java, and C++, and can work comfortably in multiple programming languages A track record of working directly with end customers, scoping and delivering production systems in fast-moving and ambiguous environments Ability to dive deep into complex problems, develop intuitive understandings, spot risks early, and minimize complexity Exceptional interpersonal skills - you communicate clearly with stakeholders as well as other engineers, fostering a collaborative, supportive working environment Experience in the financial markets, especially in delta one, store of value, and/or FICC options trading Experience with Linux-based, concurrent, high-throughput, low-latency software systems Experience with pipeline orchestration frameworks (e.g. Airflow, Dagster) Experience with streaming platforms (e.g. Kafka), data lake platforms (e.g. Delta Lake, Apache Iceberg), and relational databases Have a Bachelors or advanced degree in Computer Science, Mathematics, Statistics, Physics, Engineering, or equivalent work experience The annual base salary range for this position is $175,000 $225,000 depending on the candidate’s experience, qualifications, and relevant skill set. The position is also eligible for an annual discretionary bonus. In addition, DRW offers a comprehensive suite of employee benefits including group medical, pharmacy, dental and vision insurance, 401k (with discretionary employer match), short and long-term disability, life and AD&D insurance, health savings accounts, and flexible spending accounts. For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at https://drw.com/privacy-notice . California residents, please review the California Privacy Notice for information about certain legal rights at https://drw.com/california-privacy-notice . #LI-BL1

Location: New York City 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. About the Team DRW C/Options Front Office Systems team intimately collaborates with traders to turn alpha signals, risk management, market visualizations and other trading-critical tools into scalable, performant and reliable production systems. We embed deeply with our customers to solve high-impact, complex problems. We move quickly when we prototype, and we tread lightly when we ship to production. We operate at the intersection of ensuring customer success and creating quality products that stand the test of time. We work closely with Data Engineering, Research Engineering, and Execution Engineering. About the Role Software Engineers in Front Office Systems operate in two very distinct but organically interconnected modes. During a Forward Deployment, you will be directly embedded onto a trading desk, where you will be tasked to navigate business context, ambiguity in requirements, trade-offs, and urgency to deliver. You will promote a mutually beneficial relationship with the trading desks by building them specialized solutions to solve their greatest problems, while at the same time building up domain specific knowledge. After returning from a Forward Deployment, you will leverage the knowledge you gained from the process, extract reusable patterns, and make the tools available for all trading desks. In this role you will: Work with best-in-class trading tools for a collection of Cumberland and FICC options trading desks Take full ownership of the products you create, from prototype to stable production Embed with trading desks, learn about their problem spaces, extract domain models, and build ergonomic, performant and extendable engineering solutions Build, maintain and extend the central trading platform Work with both greenfield and legacy systems across multiple languages (C++, Python, Typescript) Provide on-call support as needed Qualifications: Up to 7 years of experience using C++ and Python and can work comfortably in multiple programming languages A track record of working directly with end customers, scoping and delivering production systems in fast-moving and ambiguous environments Ability to dive deep into complex problems, develop intuitive understandings, spot risks early, and minimize complexity Exceptional interpersonal skills - you communicate clearly with stakeholders as well as other engineers, fostering a collaborative, supportive working environment. Experience in the financial markets, especially in delta one store of value and/or FICC options trading Experience with linux-based, concurrent, high-throughput, low-latency software systems Experience with functional programming is a plus Have a Bachelors or advanced degree in Computer Science, Mathematics, Statistics, Physics, Engineering, or equivalent work experience The annual base salary range for this position is $175,000 to $225,000 depending on the candidate’s experience, qualifications, and relevant skill set. The position is also eligible for an annual discretionary bonus. In addition, DRW offers a comprehensive suite of employee benefits including group medical, pharmacy, dental and vision insurance, 401k (with discretionary employer match), short and long-term disability, life and AD&D insurance, health savings accounts, and flexible spending accounts. For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at https://drw.com/privacy-notice . California residents, please review the California Privacy Notice for information about certain legal rights at https://drw.com/california-privacy-notice . #LI-BL1

Location: Greenwich 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. About the Team DRW C/FICCO Front Office Systems team intimately collaborates with traders to turn alpha signals, risk management, market visualizations and other trading-critical tools into scalable, performant and reliable production systems. We embed deeply with our customers to solve high-impact, complex problems. We move quickly when we prototype, and we tread lightly when we ship to production. We operate at the intersection of ensuring customer success and creating quality products that stand the test of time. We work closely with Data Engineering, Research Engineering, and Execution Engineering. About the Role Software Engineers in Front Office Systems operate in two very distinct but organically interconnected modes. During a Forward Deployment, you will be directly embedded onto a trading desk, where you will be tasked to navigate business context, ambiguity in requirements, trade-offs, and urgency to deliver. You will promote a mutually beneficial relationship with the trading desks by building them specialized solutions to solve their greatest problems, while at the same time building up domain specific knowledge. After returning from a Forward Deployment, you will leverage the knowledge you gained from the process, extract reusable patterns, and make the tools available for all trading desks. In this role you will: Work with best-in-class trading tools for a collection of Cumberland and FICC options trading desks Take full ownership of the products you create, from prototype to stable production Embed with trading desks, learn about their problem spaces, extract domain models, and build ergonomic, performant and extendable engineering solutions Build, maintain and extend the central trading platform Work with both greenfield and legacy systems across multiple languages (C++, Python, Typescript) Provide on-call support as needed Qualifications: Up to 7 years of experience using C++ and Python and can work comfortably in multiple programming languages A track record of working directly with end customers, scoping and delivering production systems in fast-moving and ambiguous environments Ability to dive deep into complex problems, develop intuitive understandings, spot risks early, and minimize complexity Exceptional interpersonal skills - you communicate clearly with stakeholders as well as other engineers, fostering a collaborative, supportive working environment. Experience in the financial markets, especially in delta one store of value and/or FICC options trading Experience with linux-based, concurrent, high-throughput, low-latency software systems Experience with functional programming is a plus Have a Bachelors or advanced degree in Computer Science, Mathematics, Statistics, Physics, Engineering, or equivalent work experience The annual base salary range for this position is $175,000 to $225,000 depending on the candidate’s experience, qualifications, and relevant skill set. The position is also eligible for an annual discretionary bonus. In addition, DRW offers a comprehensive suite of employee benefits including group medical, pharmacy, dental and vision insurance, 401k (with discretionary employer match), short and long-term disability, life and AD&D insurance, health savings accounts, and flexible spending accounts. For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at https://drw.com/privacy-notice . California residents, please review the California Privacy Notice for information about certain legal rights at https://drw.com/california-privacy-notice . #LI-BL1

Location: London 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. Commodities Associate Relationship Manager We are looking for a highly motivated individual to join our leading FICC Options Direct Relationship Management team delivering exceptional 24/7 coverage to institutional counterparties around the world. As a Relationship Manager within the FICC Options team with a focus on Commodities, you will get the chance to operate within a fast-paced, volatile and exciting market. You will combine market execution skills with relationship building to provide our counterparties with a great trading experience in spot and derivative markets. Responsibilities Seek out and source new counterparty relationships; actively manage and cultivate these relationships to develop new business opportunities; Proactively respond to counterparty inquiries, trade reporting/reconciliation issues, and work as part of the wider team to do this Create and distribute market color, product specific analytics, and trade ideas for counterparty consumption Manage onboarding process from front office perspective – counterparty’s main point of contact Plan and facilitate in-person meetings with counterparties; travel as necessary; Provide timely and proactive market insight to counterparties Generate daily and monthly reports for internal and external use Manage quantitative tools to monitor, value and report counterparty flow metrics Cross-sell new and existing services both within listed space and in other areas of the firm, to enhance our counterparty’s overall trading experience Qualifications 2+ years of institutional sales or brokerage experience in exchange traded derivatives markets – listed options knowledge/experience required Cross Asset experience (Energy, Ags, Metals) Strong knowledge of CME/ICE exchange workflow and processes – experience reporting block trades to exchanges High sense of urgency, self-motivation and entrepreneurship Proven ability to work effectively in fast-paced, high pressure environment Data-driven approach to decision making and priority setting Excellent written and verbal communication abilities Strong organizational skills and an ability to multitask Initiative and proven experience independently driving projects to completion Ability to speak, read and write in other languages is a big plus For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at https://drw.com/privacy-notice . California residents, please review the California Privacy Notice for information about certain legal rights at https://drw.com/california-privacy-notice . #LI-JW1

Location: New York City 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 trade 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. About the Team: DRW C/FICCO Tools Engineering team intimately collaborates with traders to turn alpha signals, risk management, market visualizations and other trading-critical tools into scalable, performant and reliable production systems. We embed deeply with our customers to solve high-impact, complex problems. We move quickly when we prototype, and we tread lightly when we ship to production. We operate at the intersection of ensuring customer success and creating quality products that stand the test of time. We work closely with Data Engineering, Research Engineering, and Execution Engineering. About the Role: Software Engineers at Tools Engineering operate in two very distinct but organically interconnected modes. During a Forward Deployment, you will be directly embedded onto a trading desk, where you will be tasked to navigate business context, ambiguity in requirements, trade-offs, and urgency to deliver. You will promote a mutually beneficial relationship with the trading desks by building them specialized solutions to solve their greatest problems, while at the same time building up domain specific knowledge. After returning from a Forward Deployment, you will leverage the knowledge you gained from the process, extract reusable patterns, and make the tools available for all trading desks. In this role you will: Work with best-in-class trading tools for a collection of Cumberland and FICC options trading desks Take full ownership of the products you create, from prototype to stable production Embed with trading desks, learn about their problem spaces, extract domain models, and build ergonomic, performant and extendable engineering solutions Build, maintain and extend the central trading platform Work with both greenfield and legacy systems across multiple languages (Python, Java, C++, Typescript) Provide on-call support as needed Qualifications: A minimum of 2+ years’ experience using Python, Java, C++, and can work comfortably in multiple programming languages A track record of working directly with end customers, scoping and delivering production systems in fast-moving and ambiguous environments Ability to dive deep into complex problems, develop intuitive understandings, spot risks early, and minimize complexity Exceptional interpersonal skills - you communicate clearly with stakeholders as well as other engineers, fostering a collaborative, supportive working environment. Experience in the financial markets, especially in delta one store of value and/or FICC options trading Experience with linux-based, concurrent, high-throughput, low-latency software systems Experience with functional programming is a plus Have a Bachelors or advanced degree in Computer Science, Mathematics, Statistics, Physics, Engineering, or equivalent work experience The annual base salary range for this position is $175k to $225k, depending on the candidate’s experience, qualifications, and relevant skill set. The position is also eligible for an annual discretionary bonus.  In addition, DRW offers a comprehensive suite of employee benefits including group medical, pharmacy, dental and vision insurance, 401k (with discretionary employer match), short and long-term disability, life and AD&D insurance, health savings accounts, and flexible spending accounts. For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at https://drw.com/privacy-notice . California residents, please review the California Privacy Notice for information about certain legal rights at https://drw.com/california-privacy-notice . #LI-BL1

Location: Greenwich 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 trade 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. About the Team: DRW C/FICCO Tools Engineering team intimately collaborates with traders to turn alpha signals, risk management, market visualizations and other trading-critical tools into scalable, performant and reliable production systems. We embed deeply with our customers to solve high-impact, complex problems. We move quickly when we prototype, and we tread lightly when we ship to production. We operate at the intersection of ensuring customer success and creating quality products that stand the test of time. We work closely with Data Engineering, Research Engineering, and Execution Engineering. About the Role: Software Engineers at Tools Engineering operate in two very distinct but organically interconnected modes. During a Forward Deployment, you will be directly embedded onto a trading desk, where you will be tasked to navigate business context, ambiguity in requirements, trade-offs, and urgency to deliver. You will promote a mutually beneficial relationship with the trading desks by building them specialized solutions to solve their greatest problems, while at the same time building up domain specific knowledge. After returning from a Forward Deployment, you will leverage the knowledge you gained from the process, extract reusable patterns, and make the tools available for all trading desks. In this role you will: Work with best-in-class trading tools for a collection of Cumberland and FICC options trading desks Take full ownership of the products you create, from prototype to stable production Embed with trading desks, learn about their problem spaces, extract domain models, and build ergonomic, performant and extendable engineering solutions Build, maintain and extend the central trading platform Work with both greenfield and legacy systems across multiple languages (Python, Java, C++, Typescript) Provide on-call support as needed Qualifications: A minimum of 2+ years’ experience using Python, Java, C++, and can work comfortably in multiple programming languages A track record of working directly with end customers, scoping and delivering production systems in fast-moving and ambiguous environments Ability to dive deep into complex problems, develop intuitive understandings, spot risks early, and minimize complexity Exceptional interpersonal skills - you communicate clearly with stakeholders as well as other engineers, fostering a collaborative, supportive working environment. Experience in the financial markets, especially in delta one store of value and/or FICC options trading Experience with linux-based, concurrent, high-throughput, low-latency software systems Experience with functional programming is a plus Have a Bachelors or advanced degree in Computer Science, Mathematics, Statistics, Physics, Engineering, or equivalent work experience The annual base salary range for this position is $175k to $225k, depending on the candidate’s experience, qualifications, and relevant skill set. The position is also eligible for an annual discretionary bonus.  In addition, DRW offers a comprehensive suite of employee benefits including group medical, pharmacy, dental and vision insurance, 401k (with discretionary employer match), short and long-term disability, life and AD&D insurance, health savings accounts, and flexible spending accounts. For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at https://drw.com/privacy-notice . California residents, please review the California Privacy Notice for information about certain legal rights at https://drw.com/california-privacy-notice . #LI-BL1

Location: London 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. About the Team The DRW C/FICCO Data Engineering team is essential to developing valuable datasets and scalable data infrastructure critical to our trading operations. We work closely with traders, researchers, and other engineering teams to ensure seamless data flow and accessibility, supporting data-driven decision-making. Our systems are designed to handle large volumes of data, maintain quality and integrity, and provide robust APIs for fast, ergonomic data retrieval. About the Role In this role you will: Collaborate with cross-functional teams to deliver data solutions that support diverse trading activities. Take full ownership of data products, guiding them from initial concept through to stable production. Design, build, and maintain systems for both batch processing and real-time streaming of time series datasets, ensuring high data quality and reliability. Develop APIs and data access methods for fast, intuitive retrieval of historical and live data, working with both new and existing systems. Provide on-call support as needed. Qualifications: A minimum of 2+ years’ experience using at least one of Python, Java, and C++, and can work comfortably in multiple programming languages A track record of working directly with end customers, scoping and delivering production systems in fast-moving and ambiguous environments Ability to dive deep into complex problems, develop intuitive understandings, spot risks early, and minimize complexity Exceptional interpersonal skills - you communicate clearly with stakeholders as well as other engineers, fostering a collaborative, supportive working environment Experience in the financial markets, especially in delta one, store of value, and/or FICC options trading Experience with Linux-based, concurrent, high-throughput, low-latency software systems Experience with pipeline orchestration frameworks (e.g. Airflow, Dagster) Experience with streaming platforms (e.g. Kafka), data lake platforms (e.g. Delta Lake, Apache Iceberg), and relational databases Have a Bachelors or advanced degree in Computer Science, Mathematics, Statistics, Physics, Engineering, or equivalent work experience For more information about DRW's processing activities and our use of job applicants' data, please view our Privacy Notice at https://drw.com/privacy-notice . California residents, please review the California Privacy Notice for information about certain legal rights at https://drw.com/california-privacy-notice . #LI-BL1