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Quantitative Financial Engineer

Sowelo Consulting sp. z o.o. sp. k.
Bristol
5 months ago
Applications closed

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Are you a detail-oriented professional with a passion for Quantitative Finance and Advanced Engineering?

Have you excelled in building financial models or developing algorithmic trading systems?


If so, we have a remarkable opportunity for you! Based in the vibrant city of London, but with the flexibility of a global reach, our client is a leading entity specialized in FinTech solutions and pioneering technology.


We are seeking a highly skilled Quantitative Financial Engineer to join our dynamic team. This specialist will play a critical role in developing, optimizing, and scaling pricing models, execution algorithms, and API-based financial integrations across an extensive range of instruments, including Spot FX, Derivatives, Structured Products, and Futures.


Key Responsibilities

  • Spearhead the development and implementation of financial instruments, including CFDs, futures, structured products, and derivatives.
  • Design sophisticated pricing models and execution strategies to ensure competitive spreads and efficient price discovery.
  • Integrate prime brokers, market data, and liquidity providers into the platform to support diverse product portfolios.
  • Collaborate with trading desks and senior leadership to refine market offerings and optimize risk management.
  • Serve as the lead quantitative expert, troubleshooting execution and pricing anomalies in real-time.
  • Enhance trading infrastructure and oversee the automation of execution algorithms in cooperation with developers.
  • Build and backtest proprietary models, ensuring seamless integration into trading systems.
  • Develop quantitative tools for monitoring market microstructure, trading performance, and overall liquidity dynamics.


Required Qualifications

  • A minimum of 5 years’ experience in roles specializing in Spot FX, Derivatives (Futures, Options, Swaps), Structured Products, and CFDs.
  • Profound expertise in derivatives pricing techniques, quantitative risk models, and algorithmic execution strategies.
  • Fluency in yield curve modeling, stochastic pricing mechanisms, and volatility surface analyses.
  • Demonstrated experience in developing API-based pricing engines and understanding order book dynamics.
  • Background in financial institutions like banks, hedge funds, or brokers in quantitative roles.
  • Proficiency with real-time integration of pricing feeds and automation in quant-driven execution.
  • Advanced programming abilities, ideally in Python.
  • Strong command of English (both written and spoken).


Preferred Qualifications

  • Experience with advanced hedging algorithms and risk control frameworks.
  • Proven background in algorithmic trading system development and market microstructure analytics.


Keys to success:

  • Expertise in SpotFX


Joining us means you'll enjoy:

  • A fully remote work opportunity
  • Flexibility with either B2B or permanent contracts
  • Annual performance-based bonuses


Sounds interesting? Send us your CV by applying to this page!

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