Quantitative Financial Engineer

OnHires; London; Remote; GBP 80,000 - 130,000; Full time

Job summary

A top-tier liquidity and technology provider in the crypto and FX industries seeks a Senior Quantitative Financial Engineer. This role involves developing and optimizing pricing models and execution algorithms, influencing product innovation and market performance. Candidates should have extensive experience in quantitative finance and programming, with a deep understanding of derivatives and market dynamics.

Benefits

Hybrid work environment

Competitive salary and performance-based incentives

21 paid holidays

Networking events

Qualifications

• 5+ years of hands-on experience with Spot FX, Derivatives, and Structured Products.
• Deep expertise in yield curve modeling and stochastic models.
• Proven background in quant-based roles within financial institutions.

Responsibilities

• Develop and enhance models for CFDs, Futures, and Options.
• Design execution algorithms for optimal pricing.
• Integrate data from prime brokers and liquidity providers.

Skills

Derivatives pricing

Quantitative modeling

Trading systems

API integrations

Market microstructure analysis

Python

Job description

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Location: Remote (Preferred GMT+4 ±1h)
Language: Native English (C2 required)

About the Company:

Our client is a top-tier liquidity and technology provider specializing in the crypto and FX (foreign exchange) industries. They deliver advanced, ready-to-deploy B2B tech solutions that empower brokers and financial institutions to scale faster while minimizing infrastructure costs. Clients include licensed brokers, crypto exchanges, hedge funds, and asset managers across the globe.

Role Overview:

We are seeking a Senior Quantitative Financial Engineer to take the lead in developing and optimizing pricing models, execution algorithms, and market integration for Spot FX, Derivatives, Structured Products, and Futures.

You’ll act as the lead quant expert, shaping the trading platform’s risk and pricing engine, collaborating across teams to deliver competitive, robust solutions. Your work will directly influence product innovation and market performance.

Key Responsibilities:

• Develop and enhance models for CFDs, Futures, Options, and other derivatives
• Design and maintain execution algorithms for optimal pricing and performance
• Integrate data from prime brokers, liquidity providers, and market feeds
• Collaborate with senior stakeholders across trading, liquidity, and development teams
• Provide real-time quantitative support to trading operations, troubleshooting pricing
  
• Oversee the development and backtesting of proprietary pricing engines
• Implement quant-driven monitoring tools and improve execution strategies
• Work closely with developers to improve automation and infrastructure performance

Must-Have Qualifications:

• 5+ years of hands-on experience with Spot FX, Derivatives (Futures, Options, Swaps), CFDs, and Structured Products
• Deep expertise in derivatives pricing, yield curve modeling, volatility surfaces, stochastic models
• Proven background in quant-based roles within banks, hedge funds, or brokers
• Skilled in Python and proficient in quantitative modeling and trading systems
• Familiar with API integrations, order book dynamics, and market microstructure analysis
• Experience with real-time pricing feeds and hedging algorithms
• If you're a native English-speaking quant with deep financial engineering experience and are looking for a remote opportunity with a high-impact FinTech leader — this role could be a perfect fit.

What the Company Offers

Hybrid work environment

A dynamic and technically challenging environment

Competitive salary and performance-based incentives

Opportunity to work from offices (depending on the location of the candidate).

21 paid holidays.

Amazing networking events within the group.