DeepFin Research
DeepFin Research
is a proprietary trading firm, deploying systematic models across both OTC and listed derivatives markets.We are seeking a
Quantitative Developer
to join our growing quantitative trading team.
This role will work closely with quantitative researchers to bridge research and production, ensuring that models, simulations, and execution strategies move seamlessly from the lab into live trading systems. You will play a key role in advancing our market microstructure research, designing high-performance systems, and expanding our capabilities as we enter new asset classes and trading venues.
Key Responsibilities: Work alongside quantitative researchers to design and refine market microstructure models, including order book dynamics, liquidity provision, and market impact. Collaborate with researchers and developers to prototype, test, and deploy execution algorithms into production trading systems. Analyse high-frequency tick and order book data to identify execution cost drivers, inefficiencies, and predictive patterns. Extend and enhance backtesting frameworks to support intraday and microsecond-level simulations. Apply best-practice software engineering principles, including automated testing, CI/CD pipelines, peer review, and clear documentation. Requirements
At least
5 years of professional experience
in quantitative development, trading technology, or market microstructure research. Strong programming skills in Python (C++ experience is a plus). Proven experience with market microstructure research and exchange-traded derivatives, especially futures and options markets. FX, Equities, and Crypto experience is a plus. Previous experience at a high-frequency trading firm or market maker is required. Familiarity with HFT infrastructure, execution systems, and exchange protocols (e.g. FIX, native binary). Experience building and optimising low-latency research and trading systems. Experience with Level 3 (L3) futures order book data, PCAP files, and other low-latency market data formats. Role based in
New York, London, or Jersey (Channel Islands) ; hybrid working arrangement.
is a proprietary trading firm, deploying systematic models across both OTC and listed derivatives markets.We are seeking a
Quantitative Developer
to join our growing quantitative trading team.
This role will work closely with quantitative researchers to bridge research and production, ensuring that models, simulations, and execution strategies move seamlessly from the lab into live trading systems. You will play a key role in advancing our market microstructure research, designing high-performance systems, and expanding our capabilities as we enter new asset classes and trading venues.
Key Responsibilities: Work alongside quantitative researchers to design and refine market microstructure models, including order book dynamics, liquidity provision, and market impact. Collaborate with researchers and developers to prototype, test, and deploy execution algorithms into production trading systems. Analyse high-frequency tick and order book data to identify execution cost drivers, inefficiencies, and predictive patterns. Extend and enhance backtesting frameworks to support intraday and microsecond-level simulations. Apply best-practice software engineering principles, including automated testing, CI/CD pipelines, peer review, and clear documentation. Requirements
At least
5 years of professional experience
in quantitative development, trading technology, or market microstructure research. Strong programming skills in Python (C++ experience is a plus). Proven experience with market microstructure research and exchange-traded derivatives, especially futures and options markets. FX, Equities, and Crypto experience is a plus. Previous experience at a high-frequency trading firm or market maker is required. Familiarity with HFT infrastructure, execution systems, and exchange protocols (e.g. FIX, native binary). Experience building and optimising low-latency research and trading systems. Experience with Level 3 (L3) futures order book data, PCAP files, and other low-latency market data formats. Role based in
New York, London, or Jersey (Channel Islands) ; hybrid working arrangement.