Quantitative Financial Engineer

Are you a detail-oriented professional with a passion for Quantitative Finance and Advanced Engineering?

Have you excelled in building financial models or developing algorithmic trading systems?

If so, we have a remarkable opportunity for you! Based in the vibrant city of London, but with the flexibility of a global reach, our client is a leading entity specialized in FinTech solutions and pioneering technology.

We are seeking a highly skilled Quantitative Financial Engineer to join our dynamic team. This specialist will play a critical role in developing, optimizing, and scaling pricing models, execution algorithms, and API-based financial integrations across an extensive range of instruments, including Spot FX, Derivatives, Structured Products, and Futures.

Key Responsibilities

• Spearhead the development and implementation of financial instruments, including CFDs, futures, structured products, and derivatives.
• Design sophisticated pricing models and execution strategies to ensure competitive spreads and efficient price discovery.
• Integrate prime brokers, market data, and liquidity providers into the platform to support diverse product portfolios.
• Collaborate with trading desks and senior leadership to refine market offerings and optimize risk management.
• Serve as the lead quantitative expert, troubleshooting execution and pricing anomalies in real-time.
• Enhance trading infrastructure and oversee the automation of execution algorithms in cooperation with developers.
• Build and backtest proprietary models, ensuring seamless integration into trading systems.
• Develop quantitative tools for monitoring market microstructure, trading performance, and overall liquidity dynamics.

Required Qualifications

• A minimum of 5 years’ experience in roles specializing in Spot FX, Derivatives (Futures, Options, Swaps), Structured Products, and CFDs.
• Profound expertise in derivatives pricing techniques, quantitative risk models, and algorithmic execution strategies.
• Fluency in yield curve modeling, stochastic pricing mechanisms, and volatility surface analyses.
• Demonstrated experience in developing API-based pricing engines and understanding order book dynamics.
• Background in financial institutions like banks, hedge funds, or brokers in quantitative roles.
• Proficiency with real-time integration of pricing feeds and automation in quant-driven execution.
• Advanced programming abilities, ideally in Python.
• Strong command of English (both written and spoken).

Preferred Qualifications

• Experience with advanced hedging algorithms and risk control frameworks.
• Proven background in algorithmic trading system development and market microstructure analytics.

Keys to success:

• Expertise in SpotFX

Joining us means you\’ll enjoy:

• A fully remote work opportunity
• Flexibility with either B2B or permanent contracts
• Annual performance-based bonuses

Sounds interesting? Send us your CV by applying to this page!