Senior Quantitative Modeling Expert
We are seeking a highly skilled quantitative financial expert to design, build, and optimize pricing models, execution strategies, and market integration tools for Spot FX, Derivatives, Structured Products, and Futures.
Pricing Model Development:
The successful candidate will lead the development of proprietary pricing engines, risk models, and algorithmic trading systems. This includes integrating market data sources, liquidity providers, and prime brokers for real-time pricing and execution.
Key Responsibilities:
* Develop advanced pricing models and execution algorithms for Spot FX, CFDs, Futures, and Structured Products.
* Design and optimize complex trading systems, incorporating machine learning techniques and statistical modeling.
Requirements:
* A minimum of 5 years' experience in quantitative roles within banks, hedge funds, brokers, or proprietary trading firms.
* 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.
Preferred Qualifications:
* A Master's or Ph.D. in Quantitative Finance, Financial Engineering, Mathematics, Computer Science, or related fields.
* Experience with global markets and multi-asset platforms.
Benefits:
* Competitive compensation package.
* Ongoing professional development opportunities.