AI-Powered Financial Engineer: OTC Derivatives Analytics

Float Technologies; New York (NY); On-site; USD 150,000 - 230,000; Full time

Job summary

Float Technologies in New York is seeking a hands-on Financial Engineer to build analytics for OTC derivatives, modeling vanilla to exotic products across asset classes. You will implement trade lifecycle, cash flow calculations, and position management, integrating models and workflows into Float’s capital markets platform.

The role emphasizes Python-based quantitative work, collaboration with engineers and traders, and delivering robust pricing and risk tooling in a fast-moving environment.

Qualifications

• Bachelor’s in Financial Engineering, Computer Science, Physics or Mathematics.
• Strong quantitative modeling, data science, statistics, or linear algebra skills.
• 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.

Responsibilities

• Build analytics for OTC derivatives, modeling vanilla to exotic products across asset classes.
• Implement trade lifecycle, cash flow calculation, and position management.
• Integrate models and workflows into Float’s derivatives and capital markets platform.
• Collaborate with other engineers to deliver pricing and risk tooling.

Skills

Quantitative modeling

Data science

Statistics

Linear algebra

Python

Problem solving

Communication

Cross-functional teamwork

Education

Bachelor’s in Financial Engineering

Bachelor’s in Computer Science

Bachelor’s in Physics

Bachelor’s in Mathematics

Tools

GitHub

Logfire

Vercel

TypeScript

React

Job description

Float Technologies in New York is seeking a hands-on Financial Engineer to build analytics for OTC derivatives, modeling vanilla to exotic products across asset classes. You will implement trade lifecycle, cash flow calculations, and position management, integrating models and workflows into Float’s capital markets platform.

The role emphasizes Python-based quantitative work, collaboration with engineers and traders, and delivering robust pricing and risk tooling in a fast-moving environment.