Galaxy is seeking a Senior Quant Developer to support the fast growth of its Franchise derivatives business, requiring expertise in pricing and risk models for crypto derivatives.
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 derivatives pricing models.
- Experience with Crypto or FX derivatives is a strong plus
- 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 pricing and risk models for a growing suite of Crypto derivatives products.
- Enhance calibration frameworks for forward curve construction, volatility surfaces, and correlation structures.
- Integrate CVA / XVA components into derivatives pricing.
- Evaluate different data sources and methodologies across the spectrum of quantitative Crypto models.
- Develop front office tools and applications for the trading desk and enterprise risk teams.
- 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.
Other
- Mentor junior developers and quants, promoting best practices in software design and quantitative research.
- Excellent communication skills with the ability to convey technical topics to a diverse audience.
- Advanced degree in computer science, engineering, physics, or another quantitative subject.
