Quantitative Financial Engineer

OnHires; United Kingdom; Remote; GBP 70,000 - 120,000; Full time

Job summary

A leading FinTech company seeks a Senior Quantitative Financial Engineer to lead the development of pricing models and execution algorithms for Spot FX and derivatives. This remote role offers a dynamic work environment, competitive salary, and significant growth opportunities within the financial technology sector.

Benefits

Hybrid work environment

Competitive salary and performance-based incentives

21 paid holidays

Networking events

Growth opportunities

Qualifications

• 5+ years of hands-on experience with Spot FX, Derivatives, and Structured Products.
• Deep expertise in derivatives pricing and stochastic models.
• Proven background in quant-based roles within banks or hedge funds.

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 and liquidity providers.

Skills

Derivatives pricing

Quantitative modeling

Python

Market microstructure analysis

Hedging algorithms

Job description

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.

Growth opportunities within the group.