Quantitative Financial Engineer - Fully Remote
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Job Description
Have you excelled in building financial models or developing algorithmic trading systems
If so we have a remarkable opportunity for you!Based in the vibrant city of Dubai but with the flexibility of a global reach our client is a leading entity specialized in FinTech solutions and pioneering technology.
We are seeking a highly skilled Quantitative Financial Engineer to join our dynamic team. This specialist will play a critical role in developing optimizing and scaling pricing models algorithms and APIbased financial integrations across an extensive range of instruments including Spot FX Derivatives Structured Products and Futures.
Key Responsibilities
- Spearhead the development and implementation of financial instruments including CFDs futures structured products and derivatives.
- Design sophisticated pricing models and 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 and pricing anomalies in realtime.
- Enhance trading infrastructure and oversee the automation of 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.
Required Qualifications
- 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 strategies.
- Fluency in yield curve modeling stochastic pricing mechanisms and volatility surface analyses.
- Demonstrated experience in developing APIbased pricing engines and understanding order book dynamics.
- Background in financial institutions like banks hedge funds or brokers in quantitative roles.
- Proficiency with realtime integration of pricing feeds and automation in quantdriven .
- Advanced programming abilities ideally in Python.
- Strong command of English (both written and spoken).
Preferred Qualifications
- Experience with advanced hedging algorithms and risk control frameworks.
- Proven background in algorithmic trading system development and market microstructure analytics.
- Expertise in SpotFX
Joining us means youll enjoy:
- A fully remote work opportunity
- Flexibility with either B2B or permanent contracts
- Annual performancebased bonuses
Sounds interesting Send us your CV by applying to this page!
The provision of personal data by you is fully voluntary and the basis for their processing is your consent. We have prepared some necessary information you can find in document: Information regarding the processing of your personal data. There you will find how your Personal Data is being processed and what your rights are in connection to this.
The personal data will be processed by Sowelo Consulting spka z ograniczon odpowiedzialnoci spka komandytowa with its registered seat in Cracow (Limited Partnership) registered in National Court Register (KRS) under no.Sowelo Consulting spka z ograniczon odpowiedzialnoci (LLC) with its registered seat in Cracow registered in National Court Register (KRS) under no.our Employees and Subcontractors (jointly referred to as the Company).
Sowelo Consulting sp. z o.o. sp. k. is entered in the register of employment agencies under the number: 17107
IT Recruitment Poland Executive Search Recruitment Process Outsourcing
Required Experience:
Senior IC
Employment Type
Full-Time
