Manage cookies
We use cookies to provide the best site experience.
Manage cookies
Cookie Settings
Cookies necessary for the correct operation of the site are always enabled.
Other cookies are configurable.
Essential cookies
Always On. These cookies are essential so that you can use the website and use its functions. They cannot be turned off. They're set in response to requests made by you, such as setting your privacy preferences, logging in or filling in forms.
Analytics cookies
Disabled
These cookies collect information to help us understand how our Websites are being used or how effective our marketing campaigns are, or to help us customise our Websites for you. See a list of the analytics cookies we use here.
Advertising cookies
Disabled
These cookies provide advertising companies with information about your online activity to help them deliver more relevant online advertising to you or to limit how many times you see an ad. This information may be shared with other advertising companies. See a list of the advertising cookies we use here.
Quantitative Financial Engineer
Tech
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.
You're welcome!
Fill the form below and we contact you soon
You Resume