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Mid-level generalist title and metro location increase competition, but specialized quant risk requirement narrows candidate pool.
Requires trading/derivatives risk experience, making skills less transferable across industries.
Mandatory 4+ years quant risk experience, derivatives knowledge, Python and backend system skills create strict shortlisting filters.
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Architect and build next-generation, scalable risk management tools and infrastructure for institutional clients and internal teams at FalconX.
Develop, maintain, and enhance proprietary risk management technology handling $1T+ in trading volume and $2.5B+ loan originations.
Coach and mentor teammates in support and development of FalconX’s risk solutions stack.
Bachelor’s degree in Computer Science, EE, Financial Engineering, Mathematics, Physics, or equivalent.
At least 4 years professional experience in a quantitative risk role within trading environments such as hedge funds or banks.
Strong knowledge of financial products and derivatives asset classes, with software engineering expertise (object-oriented design, distributed systems).
Proficiency in Python and experience working in Linux/AWS environments.
Experienced quantitative risk engineer with deep understanding of risk management in trading contexts, especially derivatives.
Technically strong software engineer comfortable building scalable, reliable risk systems balancing speed and accuracy.
Capable of collaborating across risk, product, and engineering teams with strong ownership and mentorship orientation.