I worked at what was called a "prop shop" - it was a partnership and I recieved a K-1 and was self-employed trader. Some firms such as this allow trading as an entity, some don't. Side accounts were allowed, but required reporting.
Great point. The firms you mentioned are regulated futures proprietary trading firms and they have a much different business model than the equity shares prop trading model. By CME regulation, these firms are registered with CME and are required to risk only the firm's capital, the trader must be considered an employee of the firm and the trader is paid on a W-2 at the regular tax rate (no blended capital gains tax treatment).
You are actually set up really well in terms of entry. But NOT as a trader. Go to DRW's website and apply to become a programmer. In due time you will gain exposure to trading models and strategies. You can at that point in time ask to become a trader, or if they offer no satisfactory path start to interview for trading positions at probably a hundred different firms in Chicago, NYC, or London.
This would be a better career path for the OP. That way he can still put his acquired skills and knowledge to use and earn income from it and learn about the market and finance at the same time. And in case the financial market is not as rewarding, he/she can still fall back on his/her experience as a software engineer. To me I always find IT jobs to be more secure than financial gigs despite its potential financial rewards. Hedge fund managers and traders can come and go (and a lot of them have gone) but you always need programmers.