Core Quantitative Developer

As a Core Quantitative Developer at FalconX, you help make crypto assets a successful asset class by developing quantitative models and risk management frameworks for electronic trading products. You'll work with some of the largest financial institutions globally, shaping FalconX's trading strategies and ensuring the pricing and risk management systems meet the highest standards.

What you'll do

• Design and implement quantitative models to assess and manage financial risks, including market, credit, and operational risks.
• Develop and conduct comprehensive risk assessments of electronic pricing pipelines and scenario analyses to identify vulnerabilities and 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 researchers to integrate risk management solutions into trading strategies.

What you bring

• A 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 have

• Experience with exotic products.
• Experience with infrastructure systems.
• Experience managing risk in financial markets.
• Experience with numerical methods and optimization.
• Experience with React.

What we offer

• Base salary of $213,000 to $240,000 in the New York City Area.
• Eligibility for performance-linked bonus, equity, and a competitive benefits package.

About FalconX

FalconX is a pioneering team of operators, investors, and builders committed to revolutionizing institutional access to crypto markets. Operating at the intersection of traditional finance and cutting-edge technology, FalconX provides comprehensive solutions for all digital asset strategies, connecting clients to the best market prices and insights.