LEAD QUANTITATIVE DEVELOPER - EFX (FULL REMOTE)

About the role

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).

**Summary**

-----------

we consider candidates all over Europe if available to travel to the HQ

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