Quantitative Financial Engineer

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

Zusammenfassung

An innovative firm is seeking a Quantitative Financial Engineer to drive advancements in pricing models and risk management frameworks. This role offers a unique opportunity to work with cutting-edge financial instruments and collaborate with diverse teams in a fast-paced trading environment. With a focus on developing scalable solutions, you'll leverage your expertise in Spot FX, Derivatives, and Python to optimize execution strategies and enhance market integration tools. Join a dynamic team dedicated to pushing the boundaries of financial engineering and making a significant impact in global trading.

Qualifikationen

• 5+ years in quantitative roles within finance.
• Strong expertise in pricing models and execution strategies.

Aufgaben

• Lead development of pricing models for financial products.
• Collaborate with trading teams to enhance product competitiveness.

Kenntnisse

Quantitative Analysis

Python

Spot FX

Derivatives

Structured Products

Risk Management

Market Microstructure

Execution Algorithms

Ausbildung

Master's or Ph.D. in Quantitative Finance

Bachelor's in Mathematics or Computer Science

Tools

API-driven Trading Systems

Quantitative Modeling Tools

Backtesting Frameworks

Jobbeschreibung

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Quantitative Financial Engineer, Greifswald

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Job Reference:

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Posted:

09.05.2025

Expiry Date:

23.06.2025

Job Description:

At TechBiz Global, we provide recruitment services to our TOP clients. We are 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.

You will drive innovation in pricing and risk management frameworks, develop new financial instruments, and collaborate with trading, liquidity, and development teams. This role requires strong mathematical skills, financial engineering experience, and proficiency in Python.

You’ll contribute to product strategy, system architecture, and execution efficiency—delivering scalable, cutting-edge solutions for a global trading environment.

Key Responsibilities:

• Lead 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 refine products and enhance competitiveness.
• Troubleshoot live pricing and execution issues with trading operations.
• Build backtesting frameworks to evaluate strategies and improve performance.
• Monitor market microstructure, execution quality, and trading efficiency using quant 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 finance.

Solid background in quantitative modeling, risk analytics, and execution 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-based trading infrastructure.
• Understanding of regulatory and compliance standards in trading.