Dubai, UAE | Full-time | Remote

Our client, a global financial institution, is seeking a highly skilled Quantitative Financial Engineer with expertise in Spot FX, Derivatives, Structured Products, and Futures to develop and optimize pricing models, execution strategies, and market connectivity.

As the lead quant specialist, you will drive new product innovation, enhance pricing and risk management frameworks, and ensure seamless integration of financial instruments into the trading platform. You will collaborate closely with trading desks, liquidity teams, developers, and senior leadership to deliver cutting-edge financial solutions.

This role demands strong mathematical expertise, ideally Python programming skills, and practical experience working with quantitative trading systems, risk models, and derivatives pricing engines. The ideal candidate will have a background in financial engineering, algorithmic execution, and API-based market integrations, ensuring efficient and competitive pricing structures.

Key Responsibilities:

• Product Development: Lead the development and implementation of financial instruments, including CFDs, futures, structured products, and bespoke derivative solutions.
• Pricing Models & Execution Algorithms: Design and maintain pricing models and execution algorithms to ensure efficient price discovery, fair valuation, and competitive spreads.
• Market Integration: Oversee the integration of market data sources, prime brokers, and liquidity providers for new and existing products.
• Stakeholder Collaboration: Work closely with senior management, trading desks, and liquidity teams to refine and enhance product offerings.
• Quantitative Expertise: Act as the primary quant expert supporting the dealing desk, optimizing pricing models and execution logic for trading efficiency.
• Trading Support: Provide real-time technical support to trading operations, troubleshooting pricing anomaliesand refining execution logic.
• Infrastructure Enhancement: Collaborate with developers to improve trading infrastructure, enhance automation, and optimize algorithmic execution models.
• Backtesting & Implementation: Oversee the development, backtesting, and implementation of proprietary pricing engines for seamless integration into the firm’s trading architecture.
• Market Monitoring: Implement quant-driven monitoring tools to track market microstructure, liquidity depth, and trading performance.
• Orchestration & System Optimization: Ensure flawless orchestration across all trading systems and work closely with development teams to ensure timely delivery of essential features.

Requirements:

• 5+ years in Spot FX, Derivatives (Futures, Options, Swaps), Structured Products, and CFDs.
• Quantitative Expertise: Strong knowledge of derivatives pricing, market-making models, and algorithmic execution strategies.
• Mathematical Modeling: Deep understanding of yield curve modeling, volatility surfaces, and stochastic pricing models.
• Financial Background: Experience in banks, hedge funds, brokers, or proprietary trading firms in quant-based roles.
• Technical Skills: Proven track record in quantitative modeling, data analysis, and trading system development.
• API & Market Microstructure: Expertise in API-driven pricing engines, order book dynamics, and real-time market integration.
• Risk & Hedging: Experience with quant-based hedging algorithms and risk control frameworks.
• Languages: Fluent in English (spoken and written).

Conditions:

• Open to candidates worldwide within GMT +4 (±1 hour) or those willing to work in this timezone.
• Competitive compensation and an opportunity to work with a leading global financial institution.