Are you a detailoriented 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 Dubai 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 algorithms and APIbased 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 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 and pricing anomalies in realtime.
- Enhance trading infrastructure and oversee the automation of 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 strategies.
- Fluency in yield curve modeling stochastic pricing mechanisms and volatility surface analyses.
- Demonstrated experience in developing APIbased pricing engines and understanding order book dynamics.
- Background in financial institutions like banks hedge funds or brokers in quantitative roles.
- Proficiency with realtime integration of pricing feeds and automation in quantdriven.
- 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:
Joining us means you'll enjoy:
- A fully remote work opportunity
- Flexibility with either B2B or permanent contracts
- Annual performancebased bonuses
Sounds interesting? Send us your CV by applying to this page!