Company Overview

The hiring organisation operates within the financial services and foreign exchange sector, using quantitative analysis to assess trading strategies and portfolio-level risk. Its research activities focus on systematic strategy evaluation, diversification, performance attribution, and the assessment of how currency strategies behave across different market environments.

Role Summary

The FX Strategy Research Developer will build analytical tools for evaluating individual trading strategies and combinations of strategies within a broader portfolio. The position emphasises portfolio construction, capital allocation research, strategy interaction, and performance optimisation under practical risk and execution constraints.

The successful candidate will combine quantitative research, software development, and financial-market knowledge to determine whether strategy combinations offer meaningful diversification and whether their performance remains robust beyond historical samples.

Key Responsibilities

• Develop research tools to test individual FX strategies and multi-strategy portfolios.

• Analyse return distributions, drawdowns, volatility, correlations, and portfolio-level risk exposures.

• Evaluate diversification opportunities across currency pairs, strategy types, and trading horizons.

• Implement portfolio weighting and capital-allocation methods subject to defined risk constraints.

• Conduct historical simulations using realistic transaction costs and execution assumptions.

• Assess portfolio sensitivity to changing market regimes, volatility shocks, and correlation breakdowns.

• Perform walk-forward testing and scenario analysis to evaluate stability outside the development sample.

• Investigate performance attribution to determine which strategies, currency pairs, or market conditions drive results.

• Develop reporting tools that communicate portfolio performance, risk metrics, and analytical limitations.

• Collaborate with strategy developers and risk analysts to refine portfolio testing methodologies.

Requirements and Qualifications

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

• Experience in quantitative strategy research, portfolio analytics, backtesting, or financial modelling.

• Strong Python skills and familiarity with numerical optimisation and data-analysis libraries.

• Understanding of portfolio theory, correlation analysis, risk-adjusted performance metrics, and drawdown analysis.

• Practical knowledge of FX markets and the factors affecting currency strategy performance.

• Experience with historical simulation, walk-forward validation, and robust model evaluation.

• Familiarity with SQL, version control, and automated reporting tools is an advantage.

• Strong analytical judgement, attention to detail, and technical communication skills.

Benefits

• Fully remote working arrangement within Estonia.

• Opportunity to work on portfolio-level quantitative research in FX markets.

• Exposure to strategy optimisation, diversification analysis, and systematic risk measurement.

• Collaboration with quantitative research, strategy development, and risk teams.

• Professional development in portfolio analytics and systematic trading research.

Application Instructions

Interested applicants should submit an up-to-date CV and cover letter through the official application channel provided by the hiring organisation. A portfolio research project, backtesting report, or code sample demonstrating strategy evaluation and portfolio analysis is welcome.

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