Derivatives Engineer
Role details
Job location
Tech stack
Job description
- Work closely with the Derivatives trading desk in optimizing their trading and risk management tools, as well as building reusable derivatives pricing libraries and algorithms
- Embrace and champion the thoughtful adoption of AI to improve team performance and business outcomes.
- Leverage AI tools (e.g., generative AI, automation platforms, data copilots) to improve productivity, decision-making, and output quality in your day-to-day work.
Requirements
Working as part of the derivatives engineering team, you are an expert on data pipelining and API development. You have knowledge surrounding common derivatives pricing frameworks and inputs for different tradable assets, and how these inputs are derived. You also have experience with working with various backend technologies and have a detailed working knowledge of core software engineering concepts, such as garbage collection, asynchronous processing, and data structures. You have experience in using mathematical and financial libraries (i.e. SciPy, NumPy, QuantLib) in software engineering applications. You are also familiar with building deployment processes for applications, including unit testing, integration testing, and deployment to a cloud provider (EC2, Kubernetes). You have a curiosity for learning new technologies and expanding your expertise across business lines and technology stacks.
As a team member, you will also work on production support issues and be involved in improvements on CI/CD automation and DevOps.
Knowledge of the following is an advantage:
- Python, Go, Java
- Derivatives Pricing Models (SABR, SVI)
- Kafka, AWS SQS, or MQ
- Relational and non-relational Databases (Postgres, SQL Server, Databricks)
- Time series databases
- Spark
- FastAPI, Pydantic
- Jenkins
- AWS
- Caching Strategies and Implementations
- In-Memory Data Management
- Experience with Docker, * 6+ years of professional experience working in software development
- Experience with building data pipelines, APIs, and reporting tools
- Experience in Financial Technology
- Strong knowledge of data structures, their implementations, and optimization techniques
- University degree in computer science, physics, engineering, or equivalent programming experience
Bonus Points:
- Experience with LLM Finetuning and RAG Optimization
- Full lifecycle development of a commercial system, including: requirements definition, agile planning, releasing, and production support
- Experience in quantitative trading
Benefits & conditions
- Competitive base salary and discretionary bonus
- Hybrid/Flexible Working Arrangements
- Flexible Time Off (paid)
- 3% 401(k) company contribution
- Company-paid health and protective benefits for employees, partners, and other dependents
- Generous paid Parental Leave
- Competitive family planning benefits for US employees
- Opportunities to learn about the Crypto industry
- Smart, entrepreneurial, and fun colleagues
- Free daily snacks and weekly breakfasts/lunches
- Employee Resource Groups
- Free coaching and counseling sessions through Headspace
Apply now and join us on our mission to engineer a new economic paradigm.
The base salary ranges included below will be commensurate with candidate experience, expertise and local market. Final offer amounts are determined by multiple factors, including candidate experience and expertise. At Galaxy, we maintain a total compensation philosophy which consists of a competitive base salary, annual bonus, and equity incentives.
Base Salary Range
$180,000-$200,000 USD