Quantitative Financial Engineer

Social network you want to login/join with: col-narrow-left Location: Abu Dhabi, United Arab Emirates Job Category: Finance-col-narrow-right Job Reference: s58swnuk-188108Job Views: 2Posted: 26.04.2025Expiry Date: 10.06.2025col-wide Job Description: At Tech Biz Global, we provide recruitment services to our top clients. We are seeking a Quantitative Financial Engineer to join our client's team. This role offers an exciting opportunity for growth in an innovative environment.Role Overview: We are looking for a skilled Quantitative Financial Engineer with expertise in Spot FX, Derivatives, Structured Products, and Futures. Your responsibilities will include designing and optimizing pricing models, execution strategies, and market integration tools.You will lead innovation in pricing and risk management, develop new financial instruments, and collaborate with trading, liquidity, and development teams. Proficiency in Python and strong mathematical skills are preferred.Your contributions will impact product strategy, system architecture, and execution efficiency, providing scalable solutions for a global trading environment.Key Responsibilities: Develop pricing models and algorithms for Spot FX, CFDs, Futures, and Structured Products.Design and optimize proprietary pricing engines and risk models.Integrate market data sources and liquidity providers for real-time pricing.Collaborate with trading desks to refine products and improve competitiveness.Troubleshoot live pricing and execution issues.Build backtesting frameworks for strategy evaluation.Monitor market microstructure and trading efficiency.Work with developers to improve infrastructure and automation.Ensure seamless operation of quant and trading systems.Minimum of 5 years' experience in quantitative roles within financial institutions.Strong expertise in Spot FX, Derivatives, Structured Products, and CFDs.Advanced knowledge of pricing theory, yield curve modeling, and stochastic models.Proven experience in market-making models and algorithmic strategies.Experience with API-driven trading systems and market microstructure.Proficiency in Python or similar programming languages.Solid background in quantitative modeling and risk analytics.Familiarity with real-time market feeds and quant-based risk frameworks.Excellent communication and collaboration skills.Preferred Qualifications: Master's or Ph.D. in Quantitative Finance, Financial Engineering, Mathematics, or related fields.Experience with global markets and multi-asset platforms.Familiarity with FIX protocols and API trading infrastructure.Knowledge of regulatory standards in trading. #J-18808-Ljbffr