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Quantitative Financial Engineer - Fully Remote

Sowelo Consulting

London

Remote

GBP 50,000 - 100,000

Full time

30+ days ago

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Job summary

An established industry player is seeking a Quantitative Financial Engineer to join their innovative team in London. This exciting role involves developing and optimizing pricing models and execution algorithms for a diverse range of financial instruments. The ideal candidate will have a strong background in quantitative finance, algorithmic trading, and programming, particularly in Python. With the flexibility of fully remote work and opportunities for performance-based bonuses, this position offers a unique chance to impact the FinTech landscape significantly. If you're ready to tackle complex challenges and contribute to cutting-edge solutions, this opportunity is for you.

Benefits

Fully remote work opportunity
Flexibility with B2B or permanent contracts
Annual performance-based bonuses

Qualifications

  • 5+ years in quantitative roles focusing on Spot FX, Derivatives, and Structured Products.
  • Expertise in algorithmic execution strategies and derivatives pricing techniques.

Responsibilities

  • Develop and implement financial instruments including CFDs and futures.
  • Design pricing models and execution strategies for competitive price discovery.
  • Collaborate with trading desks to optimize risk management.

Skills

Quantitative Finance
Algorithmic Trading
Derivatives Pricing Techniques
Risk Management
Python Programming
API Development
Market Microstructure

Job description

Are you a detail-oriented professional with a passion for Quantitative Finance and Advanced Engineering?
Have you excelled in building financial models or developing algorithmic trading systems?

If so, we have a remarkable opportunity for you!

Based in the vibrant city of London, but with the flexibility of a global reach, our client is a leading entity specialized in FinTech solutions and pioneering technology.

We are seeking a highly skilled Quantitative Financial Engineer to join our dynamic team. This specialist will play a critical role in developing, optimizing, and scaling pricing models, execution algorithms, and API-based financial integrations across an extensive range of instruments, including Spot FX, Derivatives, Structured Products, and Futures.

Key Responsibilities
  1. Spearhead the development and implementation of financial instruments, including CFDs, futures, structured products, and derivatives.
  2. Design sophisticated pricing models and execution strategies to ensure competitive spreads and efficient price discovery.
  3. Integrate prime brokers, market data, and liquidity providers into the platform to support diverse product portfolios.
  4. Collaborate with trading desks and senior leadership to refine market offerings and optimize risk management.
  5. Serve as the lead quantitative expert, troubleshooting execution and pricing anomalies in real-time.
  6. Enhance trading infrastructure and oversee the automation of execution algorithms in cooperation with developers.
  7. Build and backtest proprietary models, ensuring seamless integration into trading systems.
  8. Develop quantitative tools for monitoring market microstructure, trading performance, and overall liquidity dynamics.
Required Qualifications
  1. A minimum of 5 years’ experience in roles specializing in Spot FX, Derivatives (Futures, Options, Swaps), Structured Products, and CFDs.
  2. Profound expertise in derivatives pricing techniques, quantitative risk models, and algorithmic execution strategies.
  3. Fluency in yield curve modeling, stochastic pricing mechanisms, and volatility surface analyses.
  4. Demonstrated experience in developing API-based pricing engines and understanding order book dynamics.
  5. Background in financial institutions like banks, hedge funds, or brokers in quantitative roles.
  6. Proficiency with real-time integration of pricing feeds and automation in quant-driven execution.
  7. Advanced programming abilities, ideally in Python.
  8. Strong command of English (both written and spoken).
Preferred Qualifications
  1. Experience with advanced hedging algorithms and risk control frameworks.
  2. Proven background in algorithmic trading system development and market microstructure analytics.
Keys to success:
  1. Expertise in SpotFX
Joining us means you'll enjoy:
  1. A fully remote work opportunity
  2. Flexibility with either B2B or permanent contracts
  3. Annual performance-based bonuses

Sounds interesting? Send us your CV by applying to this page!

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