Company Overview

The organisation operates in the financial technology and currency markets sector, using analytical methods and trading technology to evaluate market behaviour and improve foreign exchange decision-making. Its approach combines market data, quantitative research and structured risk analysis to support informed trading strategies.

Role Summary

The FX Quantitative Trading Analyst will research foreign exchange market behaviour, develop analytical models and evaluate trading strategies using statistical methods and historical market data. The role combines quantitative research, strategy testing, performance measurement and risk analysis to identify potential trading signals and improve the robustness of existing models.

Working with traders, data specialists and technology teams, the analyst will help translate quantitative findings into practical insights for trading decisions and strategy development.

Key Responsibilities

• Analyse historical and live foreign exchange data to identify patterns, relationships and potential trading signals.

• Develop and test quantitative hypotheses for currency trading strategies.

• Build backtesting frameworks to evaluate strategy performance under different market conditions.

• Apply statistical analysis to assess returns, volatility, drawdowns and risk-adjusted performance.

• Investigate transaction costs, spreads, slippage and other factors affecting real-world strategy performance.

• Develop data pipelines and analytical tools to support systematic FX research.

• Monitor model performance and identify changes in market behaviour that may affect strategy effectiveness.

• Collaborate with traders and software engineers to validate and implement research findings.

• Document modelling assumptions, limitations, testing methodologies and analytical results.

• Support risk analysis by examining position exposure, currency correlations and potential stress scenarios.

Requirements and Qualifications

• Bachelor’s or master’s degree in Mathematics, Statistics, Economics, Physics, Computer Science or Quantitative Finance.

• At least three years of experience in quantitative analysis, systematic trading research or financial data modelling.

• Strong programming skills in Python, with experience using analytical libraries such as pandas, NumPy or SciPy.

• Strong knowledge of statistics, time-series analysis and quantitative model evaluation.

• Experience working with historical market data and conducting rigorous backtesting.

• Understanding of FX instruments, currency market dynamics and trading risk metrics.

• Familiarity with SQL, data visualisation and research reproducibility practices.

• Ability to communicate complex analytical findings clearly to technical and non-technical stakeholders.

• Experience with systematic FX strategies or electronic trading systems is an advantage.

Benefits

• Remote working arrangement within Estonia.

• Competitive compensation aligned with analytical expertise and experience.

• Opportunities to work on quantitative research and foreign exchange trading technology.

• Access to professional learning and development opportunities.

• Collaborative environment involving trading, analytics and software engineering professionals.

Application Instructions

Candidates should submit an up-to-date CV and a concise cover letter describing their quantitative research experience, programming skills and relevant financial market projects. Applicants may highlight backtesting frameworks, statistical models or analytical tools they have developed, provided proprietary or confidential information is excluded.

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