HFT Quantitative Developer

HFT Quantitative Developer

About DeepFin Research

DeepFin Research is a proprietary high-frequency trading (HFT) firm powered by cutting-edge Deep Learning (DL) and Deep Reinforcement Learning (DRL). We've brought on teammates from Nvidia, DeepMind, CitSec, Graviton, Tower, Jump, and others, and are aggressively working across cutting edge AI research and traditional quant research methods to monetise our AI generated signals across the global financial markets.

The Role

We are looking for exceptional quantitative developer with outstanding expertise at the intersection of quantitative research and C++ development to focus both on simulation and productionisation. This will include designing and building simulation across various financial markets, and taking high-frequency and mid-frequency alpha turning it into scalable, production-grade PnL across global exchanges.

Key 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.

Required Experience & Skills

• Must have Experience in HFT market making. 
• Outstanding C++ and Python expertise.
• Experience working with L3 and order-book data, market-data adapters, and high-throughput feed handling.
• Experience productionising HFT or mid-frequency 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.
• Options experience is desirable
• FPGA experience is desirable