Senior Quant Developer

Responsibilities

• Design and implement low-latency systems for real-time trading and derivative pricing.
• Build and enhance pricing libraries for complex and exotic instruments, including volatility modeling and correlation structures.
• Develop sophisticated execution algorithms and optimize order routing and the full trade lifecycle.
• Collaborate with Quants to translate advanced mathematical models into scalable, numerically stable, production-grade code.
• Contribute to core risk systems, focusing on real-time metrics, PnL attribution, and complex scenario analysis.
• Improve high-throughput data pipelines for large-scale market data and historical backtesting.

Requirements

• Degree in Computer Science, Mathematics, Physics, or a related quantitative field.
• Expert-level Python skills and professional experience with a performance-critical language (C++, Rust, or Java).
• Deep understanding of data structures, algorithms, and high-performance system design.
• Solid grasp of probability, statistics, and numerical methods (e.g., Monte Carlo, Finite Difference).
• Practical familiarity with derivatives pricing (Options, Futures, Swaps) and financial market mechanics.
• Proven ability to build distributed systems and data-intensive applications that handle high concurrency.

Preferred Qualifications

• Experience with exotic derivatives such as correlation or structured products.
• Exposure to advanced volatility modeling and market microstructure.
• Hands-on experience with numerical optimization and PDE solvers.
• Prior experience in Crypto, HFT, or low-latency trading environments.
• Familiarity with frontend tools like React for building internal trading and risk dashboards.

About the Company

FalconX is a digital asset brokerage delivering best-in-class pricing and execution capabilities for institutional traders and investors. We operate at the intersection of traditional finance and cutting-edge technology, providing a comprehensive solution for all digital asset strategies. Our team is composed of experienced entrepreneurs and builders from leading institutions like Google, Citadel, and Goldman Sachs.