About Weltrade Weltrade is a leading international Fintech innovator with over two decades of stability and trust. Established in 2006, we are committed to providing secure, efficient, and accessible trading solutions in the global FX and online trading market. We operate as a truly global, remote-first team across different time zones, united by a culture of autonomy and shared goals.
We are currently seeking proactive specialists to join our cross-functional environment. At Weltrade we offer impact, ownership, and the stability to do your best work. We are a flat organization where empowered professionals are trusted to design the future of global trading.
About your Role In this role, you will join our Quantitative Research function, a highly analytical and innovation-driven group dedicated to transforming market data into a measurable trading advantage. Your primary focus will be on architecting predictive models and research frameworks across the global Forex and Cryptocurrency markets, operating at the intersection of traditional finance and decentralised ecosystems. Your biggest challenge will be to extract robust alpha signals from non-stationary, high-frequency data while minimising bias, overfitting, and execution inefficiencies in volatile 24/7 markets. Leveraging Python and Google Cloud Platform, your work will directly enhance trading performance, optimise execution logic, and strengthen Weltrade’s ability to deliver secure, efficient, and data-driven trading solutions to clients worldwide. We are seeking a self-sufficient quantitative specialist who thrives on complex modelling problems and is ready to build in an autonomous, high-impact environment.
You Have — Advanced quantitative expertise in statistics, probability, linear algebra, time-series econometrics, and financial modeling, with the ability to design and validate predictive research in non-stationary markets. — Expert-level Python proficiency, including Pandas, NumPy, Scikit-learn, and PyTorch or TensorFlow, with a proven track record of building production-ready research and modelling pipelines. — Deep experience with Google Cloud Platform, particularly BigQuery and large-scale SQL optimisation, working with high-resolution market datasets such as tick data and order book information. — Demonstrated success in developing and maintaining bias-free backtesting frameworks, feature engineering pipelines, and model validation methodologies that eliminate look-ahead bias and data leakage. — Proven ability to build quantitative risk and portfolio models, including volatility forecasting, Value-at-Risk, stress testing, and execution cost analysis in Forex, Crypto, or other high-volume trading environments.
Good to Have — Deep understanding of decentralised finance, automated market maker mechanics, perpetual futures, and on-chain market dynamics. — Experience with low-latency development in C++ or Rust for high-frequency trading or signal processing. — Master’s or PhD in Mathematics, Physics, Computer Science, Financial Engineering, or another highly quantitative discipline.
What We Offer — Remote-First Flexibility: We operate fully remotely and offer a global and cross-functional environment. — Ownership & Impact: A chance to own critical research initiatives and directly influence trading performance and organisational growth. — A Flat Organisation: We foster a collaborative culture where your ideas are heard, and your expertise shapes strategic decisions. — Wellbeing: Well-balanced leave allowance (paid vacation, sick leave, public holidays, etc.) and a supportive culture that values every specialist.
Recruitment Process Application Review > HR Interview > Technical Interview > Final Interview > Offer
