Company Introduction

We have an exciting opportunity with one of our sector-leading financial services clients. They are seeking a highly skilled and experienced Lead Quantitative Developer to oversee their EFX Trading platform, combining leadership with deep technical and strategic expertise.

Job Responsibilities/Objectives

This is a hands-on leadership role with full ownership of codebase quality, delivery pipelines, and trading strategy performance. You will manage cross-functional teams, align with trading desks, and oversee architectural integrity and low-latency system performance.

• Own and manage the end-to-end delivery roadmap of the EFX Trading platform.
• Act as Scrum Master, leading sprint planning, daily stand-ups, and retrospectives.
• Lead final-stage code reviews, enforce modular design principles, and maintain high codebase health.
• Design, refine, and deploy core strategy components within the trading engine, closely collaborating with traders.
• Maintain and enhance Python-based analytics for execution quality, latency, and P&L decomposition.
• Optimise low-latency Java code across the trading stack, including order gateways and market data adapters.
• Mentor developers, guide technical design sessions, and drive architectural scalability.

Required Skills/Experience

• Extensive experience building and maintaining low-latency Java-based trading systems.
• Proven leadership in designing and operating production-grade OMS/EMS infrastructure.
• Direct experience with strategy development, backtesting, and live trading in G10 FX.
• Deep understanding of FX market microstructure, LP connectivity, and front/mid-office operations.
• Strong grasp of the JVM, including GC tuning, JIT Watch, lock contention, and memory management.
• Expertise in quantitative signal execution, particularly VWAP, TWAP, alpha preservation, and order book dynamics.

Desirable Skills/Experience

• Statistical modelling expertise, including PCA, regime-switching models, and time-series analysis.
• Strategy knowledge: momentum, mean reversion, Bollinger Bands, MACD, RSI, MA crossovers, Fibonacci.
• Experience in spoofing/manipulation detection, including hidden liquidity and iceberg order identification.
• Quantitative research involving Kalman filters and Ornstein-Uhlenbeck processes.
• Infrastructure knowledge with a focus on low-overhead signal-to-execution flow and execution quality.
• Familiarity with security and audit compliance for trading platforms.

Benefits & Perks

• Competitive compensation and bonus structure.
• Hybrid working model with central London office access.
• Collaborative, fast-paced team culture with strong growth opportunities.
• Exposure to cutting-edge trading infrastructure and technologies.
• Strong professional development and training support.
• Generous pension and benefits package.
• Gym membership included.