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Quantitative Financial Engineer - Fully Remote
Résumé du poste
A leading FinTech solutions provider is seeking a skilled Quantitative Financial Engineer based in Dubai. This role entails developing and optimizing pricing models and algorithms for a range of financial instruments. The ideal candidate will have at least 5 years of experience in quantitative finance, strong skills in derivatives pricing, advanced programming abilities in Python, and the capacity to collaborate effectively with trading desks. Enjoy the flexibility of remote work and performance-based bonuses.
Prestations
Qualifications
- Minimum of 5 years experience in Spot FX Derivatives, Structured Products, and CFDs.
- Expertise in derivatives pricing techniques and quantitative risk models.
- Fluent in yield curve modeling and volatility surface analyses.
Responsabilités
- Developing financial instruments including CFDs and derivatives.
- Designing pricing models to ensure competitive spreads.
- Integrating market data and liquidity providers into the platform.
Connaissances
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.
- 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.
- 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).
- Experience with advanced hedging algorithms and risk control frameworks.
- Proven background in algorithmic trading system development and market microstructure analytics.
- Expertise in SpotFX
- 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!
* Le salaire de référence se base sur les salaires cibles des leaders du marché dans leurs secteurs correspondants. Il vise à servir de guide pour aider les membres Premium à évaluer les postes vacants et contribuer aux négociations salariales. Le salaire de référence n’est pas fourni directement par l’entreprise et peut pourrait être beaucoup plus élevé ou plus bas.