Offer summary

Qualifications:

Strong mathematical acumen and financial engineering experience., Deep expertise in Spot FX, Derivatives, Structured Products, and Futures., Proficiency in Python is highly desirable., Experience in developing pricing models and execution strategies..

Key responsabilities:

Lead the development of pricing models and execution algorithms for various financial products.

Design and optimize proprietary pricing engines and risk models.

Integrate market data sources and collaborate with trading desks to enhance product offerings.

Monitor market microstructure and analyze trading efficiency using quantitative tools.

Job description

At TechBiz Global, we are providing recruitment service to our TOP clients from our portfolio. We are currently seeking a Quantitative Financial Engineer to join one of our clients' teams. If you're looking for an exciting opportunity to grow in a innovative environment, this could be the perfect fit for you.

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.

Required profile