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Data Engineer, Cumberland/Options

DRW · Chicago, IL · $150,000–$200,000 a year · FICC Options Infrastructure, Tools, & Analytics

Posted Sep 30, 2026 · We last checked this listing on Oct 6, 2026

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Likely interview questions for this role

Written from this job description, not a generic list. Each one notes what the interviewer is really checking.

About your past

Tell me about a time you worked closely with traders or researchers to build a dataset they needed.

What they are checking: Ability to understand user needs and turn vague requests into useful data products.

Describe the most important lesson you've learned from a data pipeline failure.

What they are checking: Learning from incidents and building that lesson into future designs.

What would you do

Crypto venues trade around the clock. How does that change how you build and operate data systems?

What they are checking: Awareness that there are no quiet hours for maintenance, which affects deployments, backfills and on-call.

A trader says yesterday's data has gaps. How do you investigate and backfill without breaking downstream users?

What they are checking: Careful handling of corrections in shared data that many systems and people depend on.

How do you handle schema changes from an upstream exchange feed without warning?

What they are checking: Defensive design and fast response when external sources change unexpectedly.

About the work

The team builds datasets and data infrastructure for crypto and options trading. How would you design a pipeline that ingests market data from many exchanges reliably?

What they are checking: Practical pipeline design covering ingestion, normalization, retries and monitoring for high-volume market data.

How do you guarantee data quality and integrity at large volumes?

What they are checking: Concrete techniques like validation, idempotent loads and reconciliation rather than vague promises of quality.

Walk me through how you'd design an API that gives researchers fast access to historical options data.

What they are checking: Thinking about query patterns, storage layout and performance from the user's point of view.

What storage formats and systems have you used for time series data, and what tradeoffs did you hit?

What they are checking: Real experience with columnar formats, partitioning and databases suited to large time series.

How would you normalize options data from venues that use different symbology and contract specs?

What they are checking: Understanding of reference data challenges specific to options and crypto derivatives.

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The full job description

As published by DRW.

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 Cumberland & 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: We are seeking a Data Engineer to join our trading team. This role will be responsible for onboarding, transforming, and curating datasets. You will collaborate closely with traders, researchers, and quantitative developers to support options and delta-one trading strategies. In this role you will: • Build, maintain, and manage core trading datasets • Implement data quality and control processes • Incorporate new data from both internally derived and vendor systems • Collaborate with research teams to apply novel ideas to historic data sets • Create AI sympathetic annotations to new and existing data sets Qualifications: • 3+ years of demonstrated experience designing and implementing ingestion pipelines • Foundational understanding of the Python data science ecosystem • Strong understanding of option and future products and their respective data requirements • Strong understanding of financial point-in-time and time-series data and analysis • An understanding of the financial data vendor landscape and product offerings • Proven expertise in developing data quality control processes to detect gaps or inaccuracies • Experience with monitoring, observability, and alerting systems for data pipelines • Proven ability to work in an agile, fast-paced environment and handle trading environment demands The annual base salary range for this position is $150,000 to $200,000 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

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