Company Overview

The organisation works within financial technology, applying quantitative methods and analytical tools to foreign exchange markets. Its approach combines statistical research, market data analysis, and systematic strategy evaluation to support evidence-based trading decisions.

Role Summary

The Quantitative FX Trading Researcher will investigate statistical patterns in currency markets and translate research findings into testable trading strategies. The position focuses on model development, signal validation, market-regime analysis, and the evaluation of risk-adjusted returns before strategies are considered for deployment.

Key Responsibilities

• Research quantitative signals using historical and current foreign exchange market data.

• Develop statistical models to assess currency movements, volatility, correlations, and market inefficiencies.

• Design rigorous backtesting methodologies that account for transaction costs, slippage, and execution constraints.

• Evaluate strategy performance using risk-adjusted metrics, drawdown analysis, and out-of-sample testing.

• Identify data-quality issues, selection bias, overfitting, and other sources of misleading research results.

• Build reproducible analytical workflows using Python and relevant statistical libraries.

• Work with trading and engineering teams to convert validated research into operational strategy specifications.

• Prepare technical documentation explaining research assumptions, methodology, limitations, and results.

Requirements and Qualifications

• Degree in Mathematics, Statistics, Quantitative Finance, Physics, Computer Science, or a comparable field.

• Experience in quantitative research, systematic trading, financial modelling, or a related analytical role.

• Strong Python skills and experience with data-analysis libraries such as pandas, NumPy, and SciPy.

• Solid knowledge of probability, statistical inference, time-series analysis, and regression techniques.

• Understanding of FX market structure, trading costs, liquidity, and currency risk.

• Experience designing backtests and validating models using out-of-sample data.

• Familiarity with version control, SQL, and reproducible research practices.

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

Benefits

• Remote working opportunity within Estonia.

• Research-driven work with a direct connection to systematic FX trading.

• Opportunity to develop and validate quantitative models in a professional trading environment.

• Collaboration across research, trading, and software development functions.

• Support for continued learning in quantitative finance, statistics, and financial technology.

Application Instructions

Please submit a CV highlighting relevant quantitative research, financial modelling, programming, and trading-related experience. Applicants may also provide a concise overview of a research project, backtesting framework, or quantitative model that demonstrates their analytical approach. All submissions will be assessed against the stated research and technical requirements.

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