If you are a meticulous professional who thrives in the realms of Quantitative Finance and Advanced Engineering, we want to hear from you!
Have you demonstrated your expertise in crafting financial models or innovating algorithmic trading systems?

Your next exciting career venture awaits!

Located in the lively city of London, with opportunities that extend globally, our client is a top-tier company at the forefront of FinTech solutions and state-of-the-art technology.

We are in search of an exceptional Quantitative Financial Engineer to enhance our thriving team. In this pivotal role, you’ll be focused on the development, optimization, and scaling of pricing models, execution algorithms, and API-driven financial integrations across a diverse array of instruments like Spot FX, Derivatives, Structured Products, and Futures.

Core Responsibilities

1. Lead the creation and deployment of financial instruments, encompassing CFDs, futures, structured products, and derivatives.
2. Design advanced pricing models and execution strategies to maintain competitive spreads and facilitate effective price discovery.
3. Integrate systems with prime brokers, market data, and liquidity providers to support a comprehensive product range.
4. Work closely with trading desks and executives to refine offerings and enhance risk management strategies.
5. Act as the primary quantitative authority, resolving execution and pricing discrepancies in real-time.
6. Improve trading infrastructure and oversee the automation of execution algorithms in partnership with developers.
7. Develop and backtest proprietary models, ensuring their smooth integration into trading platforms.
8. Create quantitative tools for analyzing market microstructure, trading performance, and liquidity dynamics.

Essential Qualifications

1. A minimum of 5 years’ experience in Spot FX, Derivatives (Futures, Options, Swaps), Structured Products, and CFDs.
2. In-depth knowledge of derivatives pricing methods, quantitative risk modeling, and algorithmic execution techniques.
3. Expertise in yield curve modeling, stochastic pricing methods, and volatility surface assessment.
4. Proven track record in developing API-based pricing solutions and a solid understanding of order book dynamics.
5. A background in financial institutions such as banks, hedge funds, or brokers in quantitative positions.
6. Experience with real-time pricing integration and automation in quant-driven execution.
7. Advanced programming skills, particularly in Python.
8. Strong English proficiency, both written and spoken.

Desirable Qualifications

1. Familiarity with cutting-edge hedging algorithms and risk management frameworks.
2. Substantial experience in algorithmic trading system development and market microstructure analysis.

Keys to Your Success:

1. Proficiency in Spot FX.

Benefits of Joining Us:

1. Flexible remote work opportunities.
2. Choice between B2B or permanent employment contracts.
3. Annual performance-driven bonuses.

Excited to learn more? Submit your CV by applying through this page!