Quantitative Financial Engineer - Fully Remote

TN United Kingdom; London; Remote; GBP 60,000 - 100,000; Full time

Job summary

An innovative FinTech solutions provider is seeking a Quantitative Financial Engineer to join their dynamic team. This fully remote role offers an exciting opportunity to develop, optimize, and scale pricing models and execution algorithms across various financial instruments. The successful candidate will leverage their expertise in quantitative finance to enhance trading infrastructure and automate execution algorithms. Join a forward-thinking company where your contributions will significantly impact the efficiency and effectiveness of trading strategies. If you're passionate about quantitative finance and advanced engineering, this is the perfect opportunity for you!

Benefits

Fully remote work opportunity

Flexible contracts (B2B or permanent)

Annual performance bonuses

Qualifications

• 5+ years in quantitative roles focusing on financial instruments.
• Expertise in derivatives pricing and algorithmic execution strategies.
• Advanced programming skills, especially in Python.

Responsibilities

• Develop and implement financial instruments including CFDs and derivatives.
• Design pricing models and execution strategies for competitive spreads.
• Integrate prime brokers and market data to support product portfolios.

Skills

Quantitative Finance

Algorithmic Trading

Python Programming

Risk Management

Financial Modeling

Education

Bachelor's Degree in Finance or Engineering

Master's Degree in Quantitative Finance

Tools

API-based Pricing Engines

Trading Systems

Job description

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Quantitative Financial Engineer - Fully Remote, London

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Client:

Location:

London, United Kingdom

Job Category:

-

EU work permit required:

Yes

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Job Reference:

268f6b197ee0

Job Views:

15

Posted:

28.04.2025

Expiry Date:

12.06.2025

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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 London, but with a global reach, our client is a leading FinTech solutions provider and technology innovator.

We are seeking a highly skilled Quantitative Financial Engineer to join our dynamic team.

This role involves developing, optimizing, and scaling pricing models, execution algorithms, and API-based financial integrations across instruments like Spot FX, Derivatives, Structured Products, and Futures.

Key Responsibilities:

1. Spearhead development and implementation of financial instruments, including CFDs, futures, structured products, and derivatives.
2. Design sophisticated pricing models and execution strategies for competitive spreads and efficient price discovery.
3. Integrate prime brokers, market data, and liquidity providers to support diverse product portfolios.
4. Collaborate with trading desks and leadership to refine market offerings and optimize risk management.
5. Lead quantitative troubleshooting of execution and pricing anomalies in real-time.
6. Enhance trading infrastructure and automate execution algorithms with developers.
7. Build and backtest proprietary models, ensuring seamless integration into trading systems.
8. Develop quantitative tools to monitor market microstructure, trading performance, and liquidity.

Required Qualifications:

• At least 5 years’ experience in roles focusing on Spot FX, Derivatives, Structured Products, and CFDs.
• Expertise in derivatives pricing, risk models, and algorithmic execution strategies.
• Proficiency in yield curve modeling, stochastic pricing, and volatility surface analysis.
• Experience developing API-based pricing engines and understanding order book dynamics.
• Background in financial institutions like banks, hedge funds, or brokers in quantitative roles.
• Proficiency in real-time data integration and automation in quant-driven execution.
• Advanced programming skills, especially in Python.
• Strong command of English, both written and spoken.

Preferred Qualifications:

• Experience with advanced hedging algorithms and risk management frameworks.
• Proven background in algorithmic trading system development and market microstructure analytics.

Keys to Success:

Expertise in SpotFX.

Benefits:

• Fully remote work opportunity.
• Flexible contracts (B2B or permanent).
• Annual performance bonuses.

If interested, please send your CV by applying on this page!

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Company details: Sowelo Consulting sp. z o.o., entered in the employment agency register under number 17107. Powered by JazzHR.