DeepFin Research ยท 10 hours ago
HFT Quantitative Developer
New York, NY
Full-time
Onsite
Senior LevelDeepFin Research is a systematic proprietary trading firm that combines deep learning and traditional quantitative research methods to trade global markets. They are seeking a Quantitative Developer to bridge the gap between research and engineering, focusing on high-frequency trading execution and collaborating with researchers to translate models into robust trading systems.
Financial Services
Responsibilities
Productionise research models into high-performance C++ systems used for live trading across multiple futures exchanges
Integrate and process L3/order-book data at scale, building and maintaining parsers, normalised book structures, and data pipelines
Develop and optimise execution logic, order placement strategies, queue-positioning logic, microstructure-aware order types, and latency-sensitive workflows
Collaborate closely with quant researchers to understand signals, model assumptions, and expected behaviours, ensuring seamless transition from prototypes into production code
Work with infra/engineering teams to deploy, monitor, and refine strategies in live environments; diagnose latency bottlenecks, instability, and performance drift
Build and maintain simulation/backtesting tools for microstructure-accurate evaluation of execution behaviour
Optional (desirable): support vol surface modelling, options execution logic, and cross-asset HFT monetisation
Qualification
Required
Must have HFT Experience. Marketmaking experience also desirable
C++ and Python
Experience working with L3 and order-book data, market-data adapters, and high-throughput feed handling
Experience productionising HFT or mid-frequency futures strategies in live environments
Understanding of market microstructure: queue dynamics, adverse selection, order types, latency paths, tick-rule details
Ability to operate across both research and engineering disciplines: reading model code, understanding signals, and implementing robust production systems
Preferred
Options experience is desirable, particularly around surface fitting and microstructure, but not essential
Options trading infrastructure
FPGA familiarity
Company
DeepFin Research
DeepFin Research deploys ML driven systematic models across the Global financial markets.
Founded in 2022
11-50 employees
Funding
Current Stage
Early StageCompany data provided by crunchbase