Financial Engineer

The OTC derivatives market moves trillions of dollars daily on infrastructure that hasn't fundamentally changed in decades. We're building the platform for the next evolution of financial services. We're a small team that came from trading, quant, and engineering roles at tier one financial institutions who were previously responsible for creating some of the most innovative products in the market. We are now building a platform which can process the most complex transactions executed across financial markets. We are building this right: delightful experience, modern stack, AI-native architecture. Our clients are the most sophisticated banks, hedge-funds, and asset managers in the world. The problems are extremely hard, the scale is massive, and we're creating infrastructure that will define how this market operates for decades to come. We are cloud-native employing serverless compute and IAC by design, with services written in both Python and Java. We leverage the latest foundation models and AI tooling, with a front end based on Typescript / React. We have a fully automated SDLC utilizing Github, Logfire, Vercel and other technologies for rapid and continuous intraday deployment. About the Role 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. 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 Bonus Qualifications 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 #J-18808-Ljbffr