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.