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Posted November 2, 2026

Pricing & Derived Data - Senior Software Engineer

DRW

Category:Software Engineering

Location:Chicago

Seniority
Senior
Employment type
Full-time
Salary (per year)
$175k–$250k
Bonus
Yes

Requirements

  • strong senior generalists who have a considerable experience building data products
  • Candidates should be able to provide examples of significant projects that they have led from design through to operating in production, including responsibility for architectural decisions
  • We are interested in hearing from candidates who have had to choose between technologies and can talk to us about why they would or would not make that choice again
  • A deep understanding of the architectural requirements that these technologies are suitable for rather than years of experience in a specific one of them
  • Humility and respect for others, and trust in our teammates.
  • The ability to learn, adapt and grow.
  • The capacity to independently drive projects to completion, but a preference to collaborate with teammates.
  • Excellent listening and communication skills
  • Designing and building a high-volume and/or low-latency data processing system, including ingestion, storage, and distribution.
  • Scaling an ingestion pipeline handling thousands, or tens of thousands of events per second on a single node (optimisation) and/or across multiple nodes (distribution).
  • The operation and support of a data product which has time- and correctness-sensitive delivery requirements.

Nice to have

  • Prior experience in Elixir
  • Prior experience in the ... financial domain

About the role

UP (Unified Platform) consolidates data and technologies into a comprehensive solution, accelerating time to market. Optimizing decision-making and research, our platform simplifies implementing new ideas, enhancing our competitive edge. We work from high-level requirements where programmers are expected to gain an intimate understanding of the business. We strive for an environment where developers have the autonomy to pursue business solutions without arbitrary management constraints. We are a group of polyglots and technologists always seeking to find the right tool for each problem. Broadly, the development teams at DRW believe in rapid deployment and feedback, automated testing, and cohesive, transparent, lightly coupled service architectures.

The Pricing and Derived Data team within UP is seeking an outstanding Senior Software Engineer to join us in building a new data platform that provides intra-day and end-of-day prices across the firm.

The team is responsible for pricing millions of instruments across many asset classes and exchanges in near-real-time. Clients range from trading systems needing low-latency updates to researchers working with large historical datasets.

Our current architecture is written mostly in Elixir, which we enjoy and derive great value from. Inter-service streaming communication is over gRPC and the data layer comprises PostgreSQL, Kafka, and ClickHouse. Demand for our services is growing rapidly across a variety of access patterns, and we are now building a comprehensive data platform as an extension of our existing system to meet this demand.

This position presents an opportunity to shape the future direction of our work. The successful candidate will play a key role in answering questions such as:

  • How do we guarantee that a client sees the same prices whether they query the warehouse, subscribe to a stream, or call our gRPC API?

Responsibilities

  • play a key role in answering questions such as: How do we guarantee that a client sees the same prices whether they query the warehouse, subscribe to a stream, or call our gRPC API?
  • How do we let clients load a snapshot and then switch to live updates with no gaps or duplicates?
  • What parts of our systems should stay in Elixir, and where should we consider other technologies?

What you'll get

  • $175k–$250k base salary
  • 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
  • flexible spending accounts

Skills

event streaming · change data capture · open table formats · stream and batch processing · Kafka · Delta Lake · Iceberg · ClickHouse · Spark · Flink · Elixir · gRPC