We are seeking a skilled expert in Quantitative Financial Modeling to design, build and optimize pricing models, execution strategies and market integration tools.
This is a hands-on role requiring strong mathematical acumen, financial engineering experience and proficiency in Python.
You'll contribute directly to product strategy, system architecture and execution efficiency delivering robust, scalable and cutting-edge solutions for a global trading environment.
Key Responsibilities:
* Lead the development of pricing models and execution algorithms for Spot FX, CFDs, Futures and Structured Products.
* Design and optimize proprietary pricing engines, risk models and algorithmic trading systems.
* Integrate market data sources, liquidity providers and prime brokers to ensure real-time pricing and execution.
* Work closely with trading desks and liquidity teams to refine product offerings and enhance competitiveness.
* Troubleshoot live pricing and execution issues in collaboration with trading operations.
* Build backtesting frameworks and tools to evaluate pricing strategies and improve performance.
* Monitor and analyze market microstructure, execution quality and trading efficiency using quant-driven tools.
* Collaborate with developers to improve infrastructure, automation and API connectivity.
* Ensure the seamless orchestration of all quant and trading systems.
Requirements:
* A minimum of 5 years' experience in quantitative roles within banks, hedge funds, brokers or proprietary trading firms.
* Strong expertise in Spot FX, Derivatives (Options, Futures, Swaps), Structured Products and CFDs.
* Advanced knowledge of pricing theory, yield curve modeling, volatility surfaces and stochastic models.
* Proven track record in building and maintaining market-making models and algorithmic execution strategies.
* Experience working with API-driven trading systems, order book dynamics and market microstructure.
* Proficiency in Python or other programming languages used in financial modeling and analytics.
* Solid background in quantitative modeling, risk analytics and execution logic optimization.
* Familiarity with integrating real-time market feeds and developing quant-based hedging/risk control frameworks.
* Excellent communication and cross-team collaboration skills.
Preferred Qualifications:
* A Master's or Ph.D. in Quantitative Finance, Financial Engineering, Mathematics, Computer Science or related fields.
* Experience working with global markets and multi-asset execution platforms.
* Familiarity with FIX protocols and API-based trading infrastructure.
* Understanding of regulatory requirements and compliance standards in trading.