Quantitative Financial Engineer

TECHBIZ GLOBAL OÜ; Abu Dhabi; On-site; AED 80,000 - 120,000; Full time

Job summary

An innovative firm is seeking a skilled Quantitative Financial Engineer to join its dynamic team in Abu Dhabi. This role offers a unique opportunity to lead the development of cutting-edge pricing models and execution strategies in a fast-paced trading environment. With a focus on Spot FX, Derivatives, and Structured Products, your expertise will drive innovation and enhance product competitiveness. Collaborate with diverse teams to create scalable solutions that impact global trading strategies. If you're passionate about quantitative finance and eager to make a significant impact, this position is perfect for you.

Qualifications

• Minimum of 5 years' experience in quantitative roles within financial institutions.
• Strong expertise in pricing theory and market-making models.

Responsibilities

• Develop pricing models and algorithms for Spot FX and Structured Products.
• Collaborate with trading desks to refine products and improve competitiveness.

Skills

Quantitative Analysis

Spot FX

Derivatives

Structured Products

Futures

Python

Mathematical Skills

Education

Master's in Quantitative Finance

Ph.D. in Financial Engineering

Tools

API Trading Systems

Backtesting Frameworks

Job description

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Location:

Abu Dhabi, United Arab Emirates

Job Category:

Finance

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Job Reference:

s58swnuk-188108

Job Views:

2

Posted:

26.04.2025

Expiry Date:

10.06.2025

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Job Description:

At TechBiz Global, we provide recruitment services to our top clients. We are seeking a Quantitative Financial Engineer to join our client's team. This role offers an exciting opportunity for growth in an innovative environment.

Role Overview:

We are looking for a skilled Quantitative Financial Engineer with expertise in Spot FX, Derivatives, Structured Products, and Futures. Your responsibilities will include designing and optimizing pricing models, execution strategies, and market integration tools.

You will lead innovation in pricing and risk management, develop new financial instruments, and collaborate with trading, liquidity, and development teams. Proficiency in Python and strong mathematical skills are preferred.

Your contributions will impact product strategy, system architecture, and execution efficiency, providing scalable solutions for a global trading environment.

Key Responsibilities:

• Develop pricing models and algorithms for Spot FX, CFDs, Futures, and Structured Products.
• Design and optimize proprietary pricing engines and risk models.
• Integrate market data sources and liquidity providers for real-time pricing.
• Collaborate with trading desks to refine products and improve competitiveness.
• Troubleshoot live pricing and execution issues.
• Build backtesting frameworks for strategy evaluation.
• Monitor market microstructure and trading efficiency.
• Work with developers to improve infrastructure and automation.
• Ensure seamless operation of quant and trading systems.

Minimum of 5 years' experience in quantitative roles within financial institutions.

Strong expertise in Spot FX, Derivatives, Structured Products, and CFDs.

Advanced knowledge of pricing theory, yield curve modeling, and stochastic models.

Proven experience in market-making models and algorithmic strategies.

Experience with API-driven trading systems and market microstructure.

Proficiency in Python or similar programming languages.

Solid background in quantitative modeling and risk analytics.

Familiarity with real-time market feeds and quant-based risk frameworks.

Excellent communication and collaboration skills.

Preferred Qualifications:

• Master's or Ph.D. in Quantitative Finance, Financial Engineering, Mathematics, or related fields.
• Experience with global markets and multi-asset platforms.
• Familiarity with FIX protocols and API trading infrastructure.
• Knowledge of regulatory standards in trading.