About this role
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. What You'll Do
- Build analytics for OTC derivatives across asset classes and product types
- Model vanilla to exotic products and implement trade lifecycle, cash flow calculations, and position management
- Collaborate with engineers to integrate models and workflows into Float’s derivatives and capital markets platform
- Contribute to a modern, AI-native platform with scalable, cloud-native design What We're Looking For
- Bachelor’s in Financial Engineering, Computer Science, Physics, Mathematics, or related field
- Practical experience of quantitative modeling, data science, statistics, linear algebra, or similar domains
- Knowledge of financial engineering, derivatives, or related concepts
- 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 (FIX), clearing, and settlement protocols
- Experience building or integrating Generative AI (OpenAI, Anthropic, Gemini) solutions for financial applications