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Fyrplex

Financial Predictive Intelligence

Build the Future of Financial Analytics

Join our team of quantitative experts and data scientists who are reshaping how financial institutions understand market dynamics. We're looking for brilliant minds who thrive on solving complex problems and want to make a real impact in predictive finance.

Open Positions

We're growing our core team with specialists who can handle the mathematical complexity of modern financial markets. Each role offers unique challenges and the opportunity to work with cutting-edge methodologies.

Senior Financial Data Scientist

You'll spend your days building predictive models that can forecast market movements across multiple asset classes. This isn't just about running algorithms—you'll be designing entirely new approaches to pattern recognition in financial time series data.

What you'll need:
  • PhD in Statistics, Mathematics, Physics, or related quantitative field
  • 5+ years developing machine learning models for financial applications
  • Deep expertise in Python, R, and SQL with large datasets
  • Experience with time series analysis and stochastic processes
  • Published research in quantitative finance or related field preferred
Apply for this Position

Quantitative Risk Analyst

Risk assessment in modern markets requires sophisticated mathematical frameworks. You'll develop models that help institutions understand their exposure across complex portfolios and design stress-testing scenarios that capture tail risks effectively.

Essential qualifications:
  • Masters in Finance, Economics, Mathematics, or Engineering
  • 3+ years in quantitative risk management or related role
  • Strong background in derivatives pricing and portfolio theory
  • Experience with Monte Carlo methods and scenario analysis
  • CFA, FRM, or similar professional certification valued
Apply for this Position

Market Microstructure Researcher

High-frequency market data contains patterns invisible to traditional analysis. You'll investigate how order flows, liquidity dynamics, and market structure affect price discovery, developing models that can predict short-term market behavior.

Required background:
  • PhD in Finance, Economics, or quantitative discipline
  • 4+ years analyzing high-frequency financial data
  • Deep understanding of market microstructure theory
  • Proficiency in C++, Python, and real-time data processing
  • Experience with exchange data feeds and order book analysis
Apply for this Position

Why Exceptional Minds Choose Fyrplex

Our team members aren't just employees—they're researchers, innovators, and problem-solvers who get excited about mathematical elegance. We've built an environment where intellectual curiosity drives everything we do, and where your contributions directly shape the future of financial technology.

Research Freedom

20% of your time dedicated to exploring new methodologies and publishing research that interests you.

Learning Budget

₱150,000 annually for conferences, courses, and professional development opportunities.

Flexible Schedule

Work when you're most productive—many of our best insights happen outside traditional hours.

Equipment & Tools

High-performance workstations, cloud computing resources, and access to premium data sources.