HFT Quant Researcher & Trader — Low-Latency Alpha

DeepFin Research; New York (NY); On-site; USD 150,000 - 250,000; Full time

Job summary

DeepFin Research in New York is seeking exceptional HFT Quantitative Researchers and Traders. This role involves monetising core alpha, designing execution algorithms, and collaborating with engineers to optimize market strategies. The ideal candidate has over 5 years of experience in high-frequency trading, proven execution alpha monetisation skills, and a strong programming background in Python and C++. Join a cutting-edge team dedicated to innovation in finance through advanced technology and research-driven strategies.

Qualifications

• 5+ years of experience in HFT or ultra-low-latency trading, ideally within futures markets.
• Proven track record in execution alpha monetisation.
• Deep understanding of L3 data, market microstructure, and order book dynamics.

Responsibilities

• Monetise core alpha through efficient execution strategies across futures.
• Expand trading universes by onboarding new instruments.
• Develop execution logic to minimise slippage and latency impact.

Skills

HFT or ultra-low-latency trading experience

Execution alpha monetisation

Quantitative and programming skills (Python, C++)

Market microstructure knowledge

Job description

DeepFin Research in New York is seeking exceptional HFT Quantitative Researchers and Traders. This role involves monetising core alpha, designing execution algorithms, and collaborating with engineers to optimize market strategies. The ideal candidate has over 5 years of experience in high-frequency trading, proven execution alpha monetisation skills, and a strong programming background in Python and C++. Join a cutting-edge team dedicated to innovation in finance through advanced technology and research-driven strategies.