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As a hands-on financial engineer, you will focus on building analytics for OTC derivatives, including modeling vanilla to exotic products across asset classes, and implementing trade lifecycle, cash flow calculation, position management, and other trading and pricing related processes. You will work closely with other engineers to integrate these models and workflows into Float’s derivatives and capital markets platform.
Job Responsibility:
Building analytics for OTC derivatives, including modeling vanilla to exotic products across asset classes
Implementing trade lifecycle, cash flow calculation, position management, and other trading and pricing related processes
Integrating these models and workflows into Float’s derivatives and capital markets platform
Requirements:
Bachelor’s in Financial Engineering, Computer Science, Physics, Mathematics, or a related field
Practical experience of quantitative modeling, data science, statistics, linear algebra, or similar domains
Knowledge of financial engineering, derivatives, or related concepts
This role is based in-person at our NYC office
Proficiency in Python
Excellent problem-solving and communication skills
Ability to collaborate effectively with cross-functional teams
Nice to have:
Expertise in OTC derivative modeling and pricing across multiple asset classes
Knowledge of ISDA concepts and data models (e.g. CDM, FPML)
Deep understanding of trade and position lifecycle management
Experience implementing or validating pricing models
Familiarity with collateral management, margining, and settlement processes
Experience with electronic trading (e.g. FIX), clearing, and settlement protocols
Experience building or integrating Generative AI (OpenAI, Anthropic, Gemini) solutions for financial applications
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