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Job summary
DeepFin Research seeks exceptional HFT Quantitative Researchers and Traders in Greater London to develop and execute trading strategies leveraging deep-learning models. Ideal candidates have over 5 years of experience in HFT trading, focusing on execution alpha, and possess strong quantitative and programming skills in Python and C++. Join a team that fosters innovation at the intersection of AI and finance, enhancing strategies for better market performance.
Qualifications
5+ years of experience in HFT or ultra-low-latency trading.
Proven track record in execution alpha monetisation.
Deep understanding of L3 data and market microstructure.
Responsibilities
Monetise core alpha through efficient execution strategies.
Expand trading universes and onboard new instruments.
Collaborate with researchers to bring models to production.
Skills
Execution alpha monetisation
Market microstructure knowledge
Quantitative analysis
Python programming
C++ programming
Short-horizon predictive models
Tools
Distributed systems
Low-latency execution systems
Job description
DeepFin Research seeks exceptional HFT Quantitative Researchers and Traders in Greater London to develop and execute trading strategies leveraging deep-learning models. Ideal candidates have over 5 years of experience in HFT trading, focusing on execution alpha, and possess strong quantitative and programming skills in Python and C++. Join a team that fosters innovation at the intersection of AI and finance, enhancing strategies for better market performance.