Lead Quantitative Developer

Lead Quantitative Developer

Location:London (Hybrid)

Type:Permanent

Introduction

This job spec outlines the primary responsibilities, technical domains, and operational expectations for the Lead Developer overseeing the EFX Trading platform. This is a hands-on leadership role with direct ownership over codebase quality, sprint velocity, and strategy performance.

Core Responsibilities

Programme & Sprint Delivery

• Own the end-to-end delivery roadmap for the EFX Trading platform.
• Act as Scrum Master for the team:
• Run sprint planning, stand-ups, and retrospectives.
• Drive story refinement and backlog management in GitLab.
• Monitor team velocity, identify blockers, and adjust delivery processes as needed.

Codebase Quality & Release Control

• Lead final-stage code reviews prior to merge/deploy to ensure:
• Stability, correctness, and performance impact.
• Compliance with system architecture and modular design principles.
• Maintain codebase health through refactoring, standardisation, and enforcing consistent unit/integration test coverage.
• Coordinate release cadence and sign-off across environments; manage hotfixes and rollback protocols.

Trading Engine – Strategy Build & Optimisation

• Design, implement, and refine strategy components within the core trading engine:
• Execution models, signal interpretation, position sizing, risk limits.
• Work closely with the trader desk to deploy and iterate strategies.
• Perform strategy performance tuning using live and historical data.

Analytics & Monitoring

• Maintain and extend Python-based analytics used for:
• Execution quality analysis, latency profiling, P&L decomposition, and parameter tuning.
• Integrate metrics with Prometheus/Grafana dashboards to track real-time and batch performance indicators.

System Architecture & Latency Management

• Own performance across the trading stack:
• Market data adapters, order gateways and execution logic.
• Profile and optimise Java code for latency and throughput:
• JVM tuning, GC management, thread pool optimisation, lock contention analysis.
• Enforce system resilience under load and failover scenarios.

Common Libraries & Cross-Cutting Concerns

• Maintain shared libraries and infrastructure:
• Messaging abstraction, config loading, risk controls, time synchronisation, logging, and metrics.
• Drive standardisation across components to reduce duplication and improve integration velocity.

Developer Oversight & Technical Direction

• Guide team members via code reviews, technical design sessions, and mentorship.
• Improve sprint throughput through unblock support, knowledge transfer, and engineering best practices.
• Provide architectural direction and ensure scalability of the system as new features and strategies are introduced.

Supporting Responsibilities

Incident Response & Support

• Lead production incident response, including real-time triage and post-mortem analysis.
• Collaborate with support and infrastructure teams to maintain system reliability.
• Own runbooks and on-call procedures.

CI/CD & Tooling

• Maintain and improve GitLab CI pipelines:
• Build validation, test execution, packaging, deployment workflows.
• Own test environments and integration testing frameworks.
• Ensure pre-release validation covers strategy, config, and performance baselines.

Stakeholder Communication

• Interface with:
• Trading desk: to gather feedback, prioritise strategy enhancements, and align on P&L targets.
• Product: to deliver roadmap features and prioritise backlog.

Security & Auditability

• Ensure all components comply with access controls, logging, and data handling policies.
• Participate in periodic internal audits and security reviews.

Documentation

• Maintain documentation for:
• Architecture and system flow diagrams.
• Strategy lifecycle and deployment mechanics.
• Team onboarding and developer environment setup.

Internal Tooling

• Maintain tooling for:
• Strategy simulation and data replay.
• Performance benchmarking.
• Configuration control and environment setup.

Technology Stack

Hosting:Virtual Private Servers (VPS)

Pipeline:GitLab CI

Core System Development:Java, Microsoft SQL Server

Analytics & Performance:Python

Monitoring & Metrics:Prometheus, Grafana

Required Experience

• Deep experience with VWAP, TWAP, Bollinger Bands, and quantitative signal execution.
• Strong understanding of FX market structure, LP connectivity, market requests, and front/mid-office operations.
• Proven ability to design and scale trading systems with clean architecture and robust failover.
• Ability to join the project midstream and integrate seamlessly, no ramp-up curve.