Offer details
For an international company specialized in asset management, financial advice and investment strategies, we are looking for a
LEAD QUANTITATIVE DEVELOPER - eFX
to take ownership of the development and delivery of a high-performance electronic FX trading platform. The person will play a key role in leading a small but growing team of engineers, working closely with product leads, quant analysts, and trading desks.
Key Responsibilities
- Lead the full SDLC of the trading platform: planning, coding, testing, deployment.
- Facilitate Agile processes (sprint planning, retrospectives, backlog grooming).
- Oversee code quality, review PRs, and manage release cycles.
- Design and implement core components of the trading engine (execution models, risk controls, etc.).
- Building and maintaining low-latency Java-based trading systems.
- Extend monitoring and analytics tools (Prometheus, Grafana, Python).
- Guide and mentor a diverse team of developers (junior to senior levels).
- Collaborate with stakeholders across product, trading, and executive functions.
- Support production systems and manage incident response when needed.
Requirements
- Education: Degree in Computer Science, Mathematics, or a related field.
- Experience: 5+ years in software development and contributing to quantitative strategies.
- Proven leadership in driving complex technical projects.
- Solid knowledge of software architecture, automated testing, and performance tuning.
- Experience with FIX protocol and eFX platforms is mandatory.
- Excellent communication in English.
SpecificQuantitative & Technical Skills
- Strong grasp of the JVM — JIT Watch is a plus, GC tuning, lock contention, memory models.
- Direct experience designing and running OMS / EMS infrastructure in production.
- Strategy development, backtesting, and live trading in G10 FX.
- Strong statistical modelling background — full-cycle backtesting, forward testing, market simulation.
- Deep knowledge of market microstructure, order book mechanics, and signal decay.
- Skilled in time-series analysis: PCA, regime-switching models, state-based modelling.
- Quantitative alpha research involving Kalman filters, Ornstein-Uhlenbeck processes.
- Strategy-level knowledge: momentum, mean reversion, RSI, MA crossovers, Bollinger Bands, MACD, Fibonacci.
- VWAP/TWAP execution logic, alpha preservation techniques.
- Hidden liquidity detection: iceberg algorithms, volume imbalance, queue position.
- Experience building spoofing / manipulation detection models.
- Infrastructure knowledge: how to get signals into execution with minimal overhead and zero noise.
Tech Stack
- Languages: Java, Python
- Infrastructure & CI/CD: GitLab, CI pipelines
- Monitoring & Analytics: Prometheus, Grafana
- Database: Microsoft SQL Server
What the company offers
- Competitive salary.
- A collaborative, flat-structure environment with minimal bureaucracy.
- Creative freedom and real ownership over the product.
- Exposure to high-value trading operations and front-office logic.
- Opportunities to scale the platform and grow with the company.
- Access to a London-based team with regular sponsored travel.
Work location: UK or Italy (with availability to travel to the HQ in London).