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Quantitative Financial Engineer
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Key Responsibilities:
Requirements:
- Product Development: Lead the development and implementation of financial instruments, including CFDs, futures, structured products, and bespoke derivative solutions.
- Pricing Models & Execution Algorithms: Design and maintain pricing models and execution algorithms to ensure efficient price discovery, fair valuation, and competitive spreads.
- Market Integration: Oversee the integration of market data sources, prime brokers, and liquidity providers for new and existing products.
- Stakeholder Collaboration: Work closely with senior management, trading desks, and liquidity teams to refine and enhance product offerings.
- Quantitative Expertise: Act as the primary quant expert supporting the dealing desk, optimizing pricing models and execution logic for trading efficiency.
- Trading Support: Provide real-time technical support to trading operations, troubleshooting pricing anomaliesand refining execution logic.
- Infrastructure Enhancement: Collaborate with developers to improve trading infrastructure, enhance automation, and optimize algorithmic execution models.
- Backtesting & Implementation: Oversee the development, backtesting, and implementation of proprietary pricing engines for seamless integration into the firm s trading architecture.
- Market Monitoring: Implement quant-driven monitoring tools to track market microstructure, liquidity depth, and trading performance.
- Orchestration & System Optimization: Ensure flawless orchestration across all trading systems and work closely with development teams to ensure timely delivery of essential features.
Requirements:
- 5+ years in Spot FX, Derivatives (Futures, Options, Swaps), Structured Products, and CFDs.
- Quantitative Expertise: Strong knowledge of derivatives pricing, market-making models, and algorithmic execution strategies.
- Mathematical Modeling: Deep understanding of yield curve modeling, volatility surfaces, and stochastic pricing models.
- Financial Background: Experience in banks, hedge funds, brokers, or proprietary trading firms in quant-based roles.
- Technical Skills: Proven track record in quantitative modeling, data analysis, and trading system development.
- API & Market Microstructure: Expertise in API-driven pricing engines, order book dynamics, and real-time market integration.
- Risk & Hedging: Experience with quant-based hedging algorithms and risk control frameworks.
- Languages: Fluent in English (spoken and written).
- Open to candidates worldwide within GMT +4 ( 1 hour) or those willing to work in this timezone.
- Competitive compensation and an opportunity to work with a leading global financial institution.
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