Core Quantitative Developer

FalconX•New York City, NY

3d•Remote

About The Position

FalconX is a pioneering team of operators, investors, and builders committed to revolutionizing institutional access to the crypto markets. Operating at the intersection of traditional finance and cutting-edge technology, FalconX addresses the industry's foremost challenges: Navigating the digital asset market can be complex and fragmented, with limited products and services that support trading strategies, structures, and liquidity found in conventional financial markets. As a comprehensive solution for all digital asset strategies from start to scale, FalconX operates as the connective tissue empowering clients with seamless navigation through the ever-evolving cryptocurrency landscape. Impact At FalconX, you’ll help make crypto assets a successful asset class. Some of the largest financial institutions from Wall Street to Silicon Valley and around the world will turn to you for the best market prices and insights on the crypto industry. You will become the expert on crypto industry trends and market movements. With your experience, you will shape our company’s trading strategies according to our core values - speed, transparency and trust. As a core quant developer you’ll: As a Quant Developer you’ll be focused on end to end ownership of electronic products and services. You will play a critical role in developing models and strategies to manage and mitigate financial risks associated with complex trading. You will work closely with cross-functional teams to ensure robust risk management frameworks are in place.You will ensure the pricing and risk management framework of our electronic products are up to the highest standards.

Requirements

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

Nice To Haves

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

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.