Core Quantitative Developer

FalconX•New York, NY

3d•$213,000 - $240,000•Remote

About The Position

As a core quant developer, you will 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.