LEAD QUANTITATIVE DEVELOPER - EFX (FULL REMOTE)

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).

• Job posted before 7/6/2026. Salary range under review — it will be shared at the first interview
• Hybrid
• Permanent
• United Kingdom