Quantitative Researcher - Pricing
Core
Build next-generation quantitative pricing models for FX, metals, indices, commodities, and crypto by calibrating reference prices and dynamic spreads from multiple liquidity sources.
Role type
Senior quantitative researcher (pricing/microstructure)
Builds
Production pricing engines and dynamic spread models for global markets
Domain
Financial technology / Market making / High-frequency trading
Deliverable
production ML models
Required skills
Market microstructure, time-series modelling, Python, SQL, statistical modelling, backtesting, production system ownership
Preferred skills
C++, Rust, high-performance optimisation, retail CFD/FX broker economics, liquidity aggregation
Technologies
Python, SQL, columnar stores, MT4, MT5, cTrader, oneZero
Responsibilities
Design and calibrate reference prices from multiple liquidity sources; build dynamic spread and price-adjustment models; research short-horizon predictive signals; extend methods across asset classes; validate models via backtesting and shadow running; deploy models to production and monitor performance
Seniority
Senior, hands-on IC
