Du entwickelst Preisgestaltungsmodelle und optimierst Handelsalgorithmen, während du eng mit Handelsabteilungen zur Verbesserung der Produkte zusammenarbeitest.
Anforderungen
- •Minimum of 5 years’ experience in quantitative roles
- •Strong expertise in Spot FX and Derivatives
- •Advanced knowledge of pricing theory and yield curve modeling
- •Proven track record in market-making models
- •Experience with API-driven trading systems
- •Proficiency in Python for financial modeling
- •Solid background in quantitative modeling and risk analytics
- •Familiarity with real-time market feeds
- •Excellent communication skills
- •Master's or Ph.D. in Quantitative Finance or related fields
- •Experience with global markets
- •Familiarity with FIX protocols and trading infrastructure
- •Understanding of regulatory compliance in trading
Deine Aufgaben
- •Entwicklung von Preisgestaltungsmodellen und Ausführungsalgorithmen
- •Design und Optimierung von Preis- und Risikomodellen
- •Integration von Marktdatenquellen und Liquiditätsanbietern
- •Enger Austausch mit Handelsabteilungen zur Produktverbesserung
- •Behebung von Problemen mit Live-Preisen und Ausführungen
- •Aufbau von Backtesting-Frameworks zur Strategieevalierung
- •Überwachung und Analyse der Handelsqualität und Effizienz
- •Zusammenarbeit mit Entwicklern zur Verbesserung der Infrastruktur
- •Sicherstellung des nahtlosen Ablaufs aller quantitativen Systeme
Original Beschreibung
## Quantitative Financial Engineer
**Role Overview:**
We are seeking a highly skilled Quantitative Financial Engineer with deep 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 work closely with cross-functional teams including trading, liquidity, and development. This is a hands-on role requiring strong mathematical acumen, financial engineering experience, and ideally, 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
* 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:**
* 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.