Company Overview

The hiring organisation operates in the financial technology and foreign exchange industry, developing analytical capabilities and technology-driven approaches to currency-market activity. Its strategy engineering function combines quantitative methods, software development, and financial-market research to build and evaluate systematic trading logic.

Role Summary

The Quantitative Strategy Developer will design and implement algorithmic FX strategies, translating research hypotheses into structured, testable, and maintainable software. The role covers strategy logic, data preparation, simulation, performance evaluation, and collaboration with technology teams responsible for execution infrastructure.

The ideal candidate combines strong programming skills with quantitative thinking and understands the distinction between promising historical results and strategies that demonstrate robust performance under realistic assumptions.

Key Responsibilities

• Translate quantitative research concepts into executable algorithmic FX strategies.

• Develop strategy logic for currency-market signals, trade entry and exit rules, and position management.

• Build modular, reusable code for strategy research, simulation, and performance analysis.

• Integrate market data, technical indicators, and relevant economic variables into strategy workflows.

• Implement realistic assumptions for spreads, slippage, trading costs, and execution timing.

• Conduct parameter optimisation while applying safeguards against overfitting and data leakage.

• Evaluate strategy behaviour across different volatility regimes and market environments.

• Maintain code quality through version control, testing, documentation, and peer review.

• Work with quantitative researchers and engineers to resolve implementation issues and improve system reliability.

• Monitor strategy performance in controlled testing environments and investigate deviations from expected results.

Requirements and Qualifications

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

• Professional experience in algorithmic trading development, quantitative software engineering, or systematic strategy research.

• Strong proficiency in Python; experience with C++ or another compiled language is an advantage.

• Knowledge of financial time-series analysis, statistical methods, and strategy performance evaluation.

• Understanding of FX instruments, order execution, spreads, liquidity, and market microstructure.

• Experience with APIs, data pipelines, Git, and automated testing.

• Familiarity with event-driven backtesting or live trading architecture is beneficial.

• Ability to explain technical decisions and collaborate across research and engineering teams.

Benefits

• Fully remote employment within Estonia.

• Opportunity to build and test systematic currency-market strategies.

• Exposure to the full strategy development lifecycle, from research to implementation.

• Collaboration with quantitative and software engineering specialists.

• Continued technical development in algorithmic trading and financial technology.

Application Instructions

Candidates should submit a CV and cover letter through the official application channel specified by the hiring organisation. Applicants are encouraged to provide a code sample, strategy development project, or technical portfolio demonstrating their programming ability and approach to quantitative testing.

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