Core Quantitative Developer

About the role

FalconX is a pioneering team dedicated to revolutionizing institutional access to the crypto markets. We bridge traditional finance and cutting-edge technology to address the industry's challenges and empower clients with seamless navigation through the evolving cryptocurrency landscape.

Responsibilities

• Design and implement quantitative models to assess and manage financial risks, including market, credit, and operational risks.
• Conduct comprehensive risk assessments of our electronic pricing pipelines and scenario analyses to identify potential vulnerabilities and develop mitigation strategies.
• Utilize advanced statistical techniques and machine learning algorithms to analyze large datasets and extract actionable insights.
• Work closely with traders, product managers, and other researchers to integrate risk management solutions into trading strategies.

Qualifications

• Advanced Degree: Master's or Ph.D. in Mathematics, Statistics, Finance, or a related field.
• Technical Proficiency: Strong experience with programming languages such as Python, R, or MATLAB. Familiarity with financial instruments, derivatives, and risk management frameworks.
• Analytical Skills: Strong problem-solving skills with a focus on delivering high-quality research and insights.
• Communication: Excellent communication skills with a collaborative mindset and attention to detail.
• Adaptability: Ability to thrive in a fast-paced, agile environment and adapt to changing priorities.

Bonus Criteria

• Experience with exotic products
• Experience with infrastructure systems
• Experience managing risk
• Experience with numerical methods and optimization

Pay

The base pay for this role is expected to be between $213,000 and $240,000 in the New York City Area. This expected base pay range is based on information at the time this post was generated. This role will also be eligible for other forms of compensation such as a performance linked bonus, equity, and a competitive benefits package. Actual compensation for a successful candidate will be determined based on a number of factors such as location, skillset, experience, qualifications and the level at which the candidate is hired.

Schedule

As a Core Quant Developer, you will have a flexible schedule to accommodate the demands of the role.

Benefits

This role is eligible for a competitive benefits package, including health insurance, retirement plans, and paid time off.