Quantitative Financial Engineer

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Quantitative Financial Engineer, Neuruppin

Location:

Job Category:

Finance

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EU work permit required:

Yes

Job Reference:

s58swnuk-169748

Job Views:

2

Posted:

27.04.2025

Expiry Date:

11.06.2025

Job Description:

At TechBiz Global, we provide recruitment services to our TOP clients. We are 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 seek 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. Proficiency in Python is preferred.

You’ll contribute to product strategy, system architecture, and execution efficiency, delivering scalable solutions for a global trading environment.

Key Responsibilities:

• Develop 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 improve product offerings.
• Troubleshoot pricing and execution issues.
• Build backtesting frameworks to evaluate strategies.
• Analyze market microstructure and trading efficiency using quant tools.
• Work with developers to enhance infrastructure and automation.
• Ensure seamless operation of quant and trading systems.

Minimum of 5 years’ experience in quantitative roles in financial institutions.

Expertise in Spot FX, Derivatives, Structured Products, and CFDs.

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

Experience with market-making models and algorithmic execution strategies.

Proficiency in Python or similar programming languages.

Strong 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 relevant fields.
• Experience with global markets and multi-asset platforms.
• Knowledge of FIX protocols and trading APIs.
• Understanding of trading regulations and compliance standards.