Quantitative Financial Engineer

Summary

Join a leading FinTech company in London offering a fully remote position with flexible contract options. As a Quantitative Financial Engineer, you will spearhead the development and implementation of financial instruments, design pricing models and execution strategies, integrate prime brokers and market data, and collaborate with trading desks. This role requires at least 5 years of experience in Spot FX, Derivatives, Structured Products, and CFDs, along with profound expertise in derivatives pricing and algorithmic execution. You will leverage advanced programming skills (ideally Python) and contribute to enhancing trading infrastructure and building proprietary models. Annual performance-based bonuses are offered.

Requirements

• A minimum of 5 years’ experience in roles specializing in Spot FX, Derivatives (Futures, Options, Swaps), Structured Products, and CFDs
• Profound expertise in derivatives pricing techniques, quantitative risk models, and algorithmic execution strategies
• Fluency in yield curve modeling, stochastic pricing mechanisms, and volatility surface analyses
• Demonstrated experience in developing API-based pricing engines and understanding order book dynamics
• Background in financial institutions like banks, hedge funds, or brokers in quantitative roles
• Proficiency with real-time integration of pricing feeds and automation in quant-driven execution
• Advanced programming abilities, ideally in Python
• Strong command of English (both written and spoken)

Responsibilities

• Spearhead the development and implementation of financial instruments, including CFDs, futures, structured products, and derivatives
• Design sophisticated pricing models and execution strategies to ensure competitive spreads and efficient price discovery
• Integrate prime brokers, market data, and liquidity providers into the platform to support diverse product portfolios
• Collaborate with trading desks and senior leadership to refine market offerings and optimize risk management
• Serve as the lead quantitative expert, troubleshooting execution and pricing anomalies in real-time
• Enhance trading infrastructure and oversee the automation of execution algorithms in cooperation with developers
• Build and backtest proprietary models, ensuring seamless integration into trading systems
• Develop quantitative tools for monitoring market microstructure, trading performance, and overall liquidity dynamics

Preferred Qualifications

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

Benefits

• A fully remote work opportunity
• Flexibility with either B2B or permanent contracts
• Annual performance-based bonuses