Quantitative Financial Engineer

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At TechBiz Global, we provide recruitment services to our TOP clients from our portfolio. We are currently 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 are seeking 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.

As the lead quantitative expert, you will drive innovation in pricing and risk management frameworks, develop new financial instruments, and collaborate with cross-functional teams including trading, liquidity, and development. This role requires strong mathematical skills, financial engineering experience, and proficiency in Python.

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

Key Responsibilities:

1. Lead development of pricing models and execution algorithms for Spot FX, CFDs, Futures, and Structured Products.
2. Design and optimize proprietary pricing engines, risk models, and algorithmic trading systems.
3. Integrate market data sources, liquidity providers, and prime brokers for real-time pricing and execution.
4. Collaborate with trading desks and liquidity teams to refine product offerings and enhance competitiveness.
5. Troubleshoot live pricing and execution issues in collaboration with trading operations.
6. Build backtesting frameworks and tools to evaluate pricing strategies and improve performance.
7. Monitor and analyze market microstructure, execution quality, and trading efficiency using quant-driven tools.
8. Work with developers to improve infrastructure, automation, and API connectivity.
9. Ensure seamless operation of all quant and trading systems.
10. Minimum of 5 years’ experience in quantitative roles within banks, hedge funds, brokers, or proprietary trading firms.
11. Expertise in Spot FX, Derivatives (Options, Futures, Swaps), Structured Products, and CFDs.
12. Knowledge of pricing theory, yield curve modeling, volatility surfaces, and stochastic models.
13. Proven experience in building market-making models and algorithmic execution strategies.
14. Experience with API-driven trading systems, order book dynamics, and market microstructure.
15. Proficiency in Python or similar programming languages used in financial modeling.
16. Strong background in quantitative modeling, risk analytics, and execution optimization.
17. Familiarity with real-time market feeds and quant-based hedging/risk frameworks.
18. Excellent communication and collaboration skills.

Preferred Qualifications:

1. Master's or Ph.D. in Quantitative Finance, Financial Engineering, Mathematics, Computer Science, or related fields.
2. Experience with global markets and multi-asset execution platforms.
3. Knowledge of FIX protocols and API-based trading infrastructure.
4. Understanding of trading regulations and compliance standards.