Galaxy is looking to integrate TradFi portfolios into their existing systems and Risk applications, requiring a Senior Quant Developer to lead this initiative.
Requirements
- 7+ years of experience in a Quant and / or Engineering role at an investment bank, hedge fund or asset manager, of which at least 5 focused on Fixed Income (Macro) and/or Equity products.
- Experience with derivatives pricing models and related processes such as calibration of volatility surfaces.
- Proficiency in Python required.
- Familiarity with Beacon Platform, SecDb, Athena or Quartz a strong plus.
- Familiarity with Digital Assets and DeFi.
- Experience with SQL, relational, and non-relational database
Responsibilities
- Work on design, development and implementation of new and existing quantitative models and processes for the management of TradFi assets which may include FX, Commodities, Rates, Equities and Credit products, as well as exotic derivatives.
- Evaluate portfolio optimization, risk and stress frameworks for Macro portfolios on a standalone basis and in conjunction with Crypto instruments.
- Develop calibration frameworks for yield curve construction, volatility surfaces, and correlation structures.
- Work closely with risk, finance and business partners to understand their needs and architect appropriate solutions.
- Write and maintain high-quality code and documentation and work with Model Risk Management to ensure it conforms to the high standards required in a regulated financial institution.
- Mentor junior developers and quants, promoting best practices in software design and quantitative research.
Other
- As a member of the Risk Engineering team, you will be joining a fast-paced group of quants and engineers engaged in a broad range of projects, working closely with the Risk Management, Finance, Treasury, Operations and Trading teams and other internal stakeholders, primarily in Cryptocurrencies and DeFi but also TradFi.
- In an entrepreneurial environment, you will leverage your experience across multiple ongoing initiatives as well as create and drive your own and help shape the overall direction for the team and the businesses we serve.
- Excellent communication skills with the ability to convey technical topics to a diverse audience.
- We are looking for individuals who thrive in a culture of builders and overachievers and embrace high performance, transparent feedback, and a mission-first approach.
- Seek Excellence.
- Be Selective To Be Effective.
- Be Highly Aligned, Loosely Coupled.
- Disagree Transparently.
- Encourage Independent Decision-Making.
- Build Dream Teams.
