Quant Research

Who are we? FalconX is a pioneering team of operators, investors, and builders committed to revolutionizing institutional access to the crypto markets. Operating at the intersection of traditional finance and cutting-edge technology, FalconX addresses the industry's foremost challenges: Navigating the digital asset market can be complex and fragmented, with limited products and services that support trading strategies, structures, and liquidity found in conventional financial markets. As a comprehensive solution for all digital asset strategies from start to scale, FalconX operates as the connective tissue empowering clients with seamless navigation through the ever-evolving cryptocurrency landscape. What is the team role within Falcon X? The quant team at FalconX is divided into 3 verticals: * Services: which consists on complex pricing and risk management methodologies, together with execution build for our OTC desks * Options MM: consists mainly of Market Making derivatives, either as a service or for profit as business owners. * D1 Team: consists of quantitative traders that provide Market Making services to the firm, and own discretionary risk specifically for linear products. Impact At FalconX, you’ll help make crypto assets a successful asset class. Some of the largest financial institutions from Wall Street to Silicon Valley and around the world will turn to you for the best market prices and insights on the crypto industry. You will become the expert on crypto industry trends and market movements. With your experience, you will shape our company’s trading strategies according to our core values - speed, transparency and trust. ### As a core quant research you’ll: As a Quant Researcher focused on Financial Risk Management for our Portfolio Management System, you will play a critical role in developing models and strategies to manage and mitigate financial risks associated with digital asset trading. You will work closely with cross-functional teams to ensure robust risk management frameworks are in place. ### Key Responsibilities * Model Development: Design and implement quantitative models to assess and manage financial risks, including market, credit, and operational risks. * Risk Analysis: Conduct comprehensive risk assessments and scenario analyses to identify potential vulnerabilities and develop mitigation strategies. * Data Analysis: Utilize advanced statistical techniques and machine learning algorithms to analyse large datasets and extract actionable insights. * Collaboration: Work closely with traders, product managers, and other researchers to integrate risk management solutions into trading strategies. * Reporting: Develop and maintain risk reports and dashboards to communicate risk exposures and performance metrics to stakeholders. ### Qualifications * Advanced Degree: Master's or Ph.D. in Mathematics, Statistics, Finance, or a related field. * Technical Proficiency: * Strong experience with programming languages such as Python, R, or MATLAB. * Expertise in statistical modelling, machine learning, and data analysis. * Familiarity with financial instruments, derivatives, and risk management frameworks. * Analytical Skills: Strong problem-solving skills with a focus on delivering high-quality research and insights. * Communication: Excellent communication skills with a collaborative mindset and attention to detail. * Adaptability: Ability to thrive in a fast-paced, agile environment and adapt to changing priorities. ### Bonus Criteria * Experience with exotic products * Experience managing risk * Experience with numerical methods and optimization * Experience with React