Quantitative Financial Engineer

Summary

Join TechBiz Global and work for one of our top clients as a Quantitative Financial Engineer. This role involves designing, building, and optimizing pricing models, execution strategies, and market integration tools for Spot FX, Derivatives, Structured Products, and Futures. As a lead expert, you will drive innovation in pricing and risk management, develop new financial instruments, and collaborate with cross-functional teams. This hands-on position demands strong mathematical skills, financial engineering experience, and Python proficiency. You will contribute to product strategy, system architecture, and execution efficiency, delivering cutting-edge solutions for a global trading environment. This is an exciting opportunity to grow within an innovative firm.

Requirements

• 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

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

Preferred Qualifications

• 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