Quantitative Financial Engineer

GitMax; Dubai; On-site; AED 150,000 - 200,000; Full time

Job summary

A leading financial institution in Dubai is seeking an experienced professional to lead the development of innovative financial instruments. This role involves deep engagement in quantitative finance, algorithmic execution strategies, and design of market integration systems. Candidates with 5+ years in relevant fields and strong quantitative skills are encouraged to apply. Competitive compensation and a supportive work environment await the right candidate.

Benefits

Competitive compensation

Opportunity to work with a leading institution

Qualifications

• 5+ years in Spot FX, Derivatives, Structured Products, and CFDs.
• Strong knowledge of derivatives pricing and market-making models.
• Fluent in English (spoken and written) required.

Responsibilities

• Lead product development of financial instruments like CFDs and futures.
• Design and maintain pricing models to ensure efficient price discovery.
• Provide real-time technical support to trading operations.

Skills

Quantitative Expertise

Mathematical Modeling

Data Analysis

API-driven Pricing Engines

Risk Control Frameworks

Job description

• 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.

Key Responsibilities:

• 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).

Conditions:

• 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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