Head of Quantitative Strategies & Execution

MultiBank Group is seeking a Head of Quantitative Strategies & Execution to join MultiBank Exchange, a leading institutional Electronic Communication Network (ECN) based in Dubai, United Arab Emirates. This role is crucial for building and leading quantitative capabilities in liquidity, pricing, execution, and short-horizon trading research to drive revenue growth and improve execution outcomes.

MultiBank Group, founded in 2005, is a globally regulated financial derivatives institution with over 2 million clients and offices in 26 countries. We offer a wide range of financial products and are committed to innovation and client protection. Join us to shape the future of finance.

We are looking for a Senior Quantitative Leader to build and lead our quantitative capabilities. Apply now to make a significant impact!

Company Overview

Founded in 2005 in California and headquartered in Dubai, MultiBank Group is one of the world’s largest and most regulated financial derivatives institutions. With over 2 million clients worldwide and a presence in 26 countries, MultiBank Group is licensed by more than 18 financial authorities across five continents. Our extensive product offerings include forex, metals, commodities, indices, shares, and cryptocurrency derivatives. We are committed to innovation, client protection, and shaping the future of finance, backed by over 80 global awards.

Quick Details

• Salary Range: Not Specified
• Job Type: Full-time
• Qualifications: Bachelors Degree
• Experience: 8 Year+

Key Responsibilities

• Build and lead the quantitative function, define the research and implementation roadmap, and recruit/mentor a quantitative team.
• Analyze tick-level data to understand market dynamics and provider performance.
• Develop, test, and deploy short-horizon predictive models for trading and execution.
• Design data-driven approaches for pricing optimization, liquidity pool selection, and execution configuration.
• Quantify trade-offs between competitiveness, fill rates, and platform revenue.
• Partner with engineering to design reliable data pipelines and low-latency services.
• Establish rigorous research and deployment standards, including validation and monitoring.

Requirements

• 8+ years of relevant professional experience in quantitative trading, electronic market making, or related roles, including team leadership.
• Deep understanding of institutional electronic FX markets, liquidity aggregation, and execution protocols.
• Strong practical knowledge of high-frequency market data, order books, and transaction-cost analysis.
• Demonstrated ability to take quantitative research into production and measure its impact.
• Advanced quantitative programming skills, particularly Python, with familiarity in C++, SQL, and time-series data environments.
• Sound grounding in statistics, time-series modelling, and predictive modelling.
• Practical experience using LLM-based tools responsibly for research and development.
• Ability to lead technical colleagues and work effectively with various stakeholders.

Benefits

• Work within a high-growth, industry-leading global financial institution.
• Competitive compensation and comprehensive benefits.
• Fast-paced environment with significant ownership and career advancement opportunities.
• Collaborative, diverse, and high-performance engineering culture.
• Opportunity to contribute to mission-critical trading applications used worldwide.