Quantitative Financial Engineer

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

Zusammenfassung

An innovative recruitment firm is seeking a highly skilled Quantitative Financial Engineer to drive innovation in pricing and risk management frameworks. This exciting role involves designing and optimizing pricing models and execution strategies for Spot FX, Derivatives, and Structured Products. You will collaborate with trading and development teams, contributing to product strategy and system architecture. If you have a passion for quantitative finance and a strong background in Python programming, this opportunity allows you to make a significant impact in a global trading environment. Join a forward-thinking company and help shape the future of financial engineering.

Qualifikationen

• Minimum of 5 years' experience in quantitative roles within financial institutions.
• Strong expertise in Spot FX, Derivatives, and Structured Products.

Aufgaben

• Lead development of pricing models and execution algorithms for financial products.
• Collaborate with trading desks to refine products and enhance competitiveness.

Kenntnisse

Quantitative Analysis

Financial Engineering

Python Programming

Market Making Models

Risk Management

Algorithmic Execution

API Integration

Communication Skills

Ausbildung

Master's in Quantitative Finance

Ph.D. in Financial Engineering

Tools

API-driven Trading Systems

Quantitative Tools

Market Data Feeds

Jobbeschreibung

Client:

Location:

Stuttgart, Germany

Job Category:

-

EU work permit required:

Yes

Job Reference:

96402e88cf47

Job Views:

2

Posted:

05.05.2025

Expiry Date:

19.06.2025

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.

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 will contribute to product strategy, system architecture, and execution efficiency, delivering scalable 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 all quant and trading systems.

Minimum of 5 years' experience in quantitative roles within financial institutions or trading firms.

Strong expertise in Spot FX, Derivatives, Structured Products, and CFDs.

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

Proven experience in market-making models and algorithmic execution strategies.

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

Excellent communication and collaboration skills.

Preferred Qualifications:

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

Please note: If you are not a passport holder of the country for the vacancy, you might need a work permit. Check our blog for more information.

Bank or payment details should not be provided when applying. All applications should be made via the 'Apply now' button.