Quantitative Financial Engineer

TN Germany; Görlitz; Vor Ort; EUR 60.000 - 100.000; Vollzeit

Zusammenfassung

An innovative firm is seeking a Quantitative Financial Engineer to lead the development of cutting-edge pricing models and execution strategies. This role offers a unique opportunity to shape the future of financial engineering by designing robust solutions for a global trading environment. You will work closely with cross-functional teams, leveraging your expertise in Spot FX, Derivatives, and Python to drive innovation in risk management frameworks. If you are passionate about quantitative finance and eager to make a significant impact, this position is the perfect fit for you.

Qualifikationen

• Minimum 5 years’ experience in quantitative roles in finance.
• Strong expertise in pricing theory and risk management.
• Proficiency in Python or similar languages for financial modeling.

Aufgaben

• Lead development of pricing models and execution algorithms.
• Collaborate with trading desks to enhance product offerings.
• Monitor execution quality and trading efficiency.

Kenntnisse

Spot FX

Derivatives

Structured Products

Futures

Python

Quantitative Modeling

Risk Analytics

Execution Logic Optimization

Communication Skills

Collaboration Skills

Ausbildung

Master's or Ph.D. in Quantitative Finance

Master's or Ph.D. in Financial Engineering

Master's or Ph.D. in Mathematics

Master's or Ph.D. in Computer Science

Tools

API Trading Systems

Market Data Sources

Backtesting Tools

Jobbeschreibung

Client:

Location:

Job Category:

Virtual job fairs

-

EU work permit required:

Yes

Job Reference:

50a4eae9b694

Job Views:

5

Posted:

09.05.2025

Expiry Date:

23.06.2025

Job Description:

At TechBiz Global, we provide recruitment services to our TOP clients. We are currently seeking a Quantitative Financial Engineer to join one of our clients' teams. If you're looking for an exciting opportunity to grow in an innovative environment, this could be the perfect fit for you.

Role Overview:

We are seeking a highly skilled Quantitative Financial Engineer with expertise in Spot FX, Derivatives, Structured Products, and Futures to design, build, and optimize pricing models, execution strategies, and market integration tools.

As the lead quantitative expert, you will drive innovation in pricing and risk management frameworks, develop new financial instruments, and collaborate with cross-functional teams including trading, liquidity, and development. This role requires strong mathematical skills, financial engineering experience, and proficiency in Python.

You will contribute to product strategy, system architecture, and execution efficiency—delivering scalable, robust solutions for a global trading environment.

Key Responsibilities:

• Lead the development of pricing models and execution algorithms for Spot FX, CFDs, Futures, and Structured Products.
• Design and optimize proprietary pricing engines, risk models, and trading systems.
• Integrate market data sources, liquidity providers, and prime brokers for real-time pricing and execution.
• Collaborate with trading desks and liquidity teams to improve product offerings.
• Troubleshoot live pricing and execution issues with trading operations.
• Build backtesting tools to evaluate and improve pricing strategies.
• Monitor market microstructure, execution quality, and trading efficiency using quant-driven tools.
• Work with developers to improve infrastructure, automation, and API connectivity.
• Ensure seamless operation of quant and trading systems.

Minimum of 5 years’ experience in quantitative roles within banks, hedge funds, brokers, or proprietary trading firms.

Strong expertise in Spot FX, Derivatives (Options, Futures, Swaps), Structured Products, and CFDs.

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

Proven track record in building market-making models and algorithmic execution strategies.

Experience with API-driven trading systems, order book dynamics, and market microstructure.

Proficiency in Python or similar programming languages used in financial modeling.

Solid background in quantitative modeling, risk analytics, and execution logic optimization.

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

Excellent communication and collaboration skills.

Preferred Qualifications:

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

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