Associate, Derivatives Engineering

Working as part of the derivatives engineering team, you are an expert on data pipelining and API development. You have knowledge and interest 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:

• Java, Python, Go
• 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
• Spring Boot, Vertx
• Jenkins
• AWS
• Caching Strategies and Implementations
• In-Memory Data Management
• Experience with Docker

What You’ll Do:

• 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

What We’re Looking For:

• 3+ years of professional experience working in software development
• Experience with building data pipelines, APIs, and reporting tools
• 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 Crypto or Finance

The base salary ranges included below are for New York-based hires only and will be commensurate with candidate experience and expertise. Base salary ranges for candidates in other locations other than New York may differ based on the cost of labor in that location. Base salary range: $140,000 - $160,000. Final offer amounts are determined by multiple factors including geographic location as well as candidate experience and expertise, and may vary from the amounts listed below. At Galaxy, we maintain a total compensation philosophy which consists of a competitive base salary, annual bonus, and equity incentives.

What We Offer (US):

• Competitive base salary, bonus, and equity compensation
• 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
• Free virtual coaching and counseling sessions through Ginger
• Opportunities to learn about the Crypto industry
• Free daily snacks in-office
• Smart, entrepreneurial, and fun colleagues
• Employee Resource Groups

*Benefits may vary depending on location.