HFT Quantitative Research and Trading

DeepFin Research; New York (NY); Sur place; USD 250 000 - 400 000; Plein temps

Résumé du poste

DeepFin Holdings Ltd is seeking exceptional HFT Quantitative Researchers and Traders to join our team at the intersection of research, engineering, and low-latency execution. You will help monetise alpha across futures and related products while expanding the universe of tradable instruments.

You will collaborate with researchers, developers, and infrastructure engineers to bring models from research to production, design fast-execution logic, and monitor live performance to continually improve

Qualifications

• 5+ years of experience in HFT or ultra-low-latency trading.
• Proven track record in monetising alpha through execution.
• Deep understanding of market microstructure and order-book dynamics.

Responsabilités

• Monetise core alpha through efficient execution strategies across futures and related products.
• Expand trading universes by onboarding new instruments with BD involvement.
• Develop and refine execution logic to minimise slippage and latency impact.
• Collaborate with researchers, developers, and infra engineers to productionise models.
• Design and test short-term signals and execution algorithms to preserve alpha and reduce costs.
• Monitor live strategies, diagnose performance drift, and implement continual improvements.
• Conduct PnL attribution and microstructure analysis to measure monetisation efficiency.
• Stay ahead of exchange microstructure changes and adapt strategies accordingly.

Connaissances

HFT experience

Low-latency trading

Quantitative research

Python

C++

Outils

Distributed systems

Low-latency infrastructure

Description du poste

DeepFin is a systematic proprietary trading firm combining deep learning, traditional quantitative research methods, and cutting-edge trading technology, to trade global markets. Founded by engineers and researchers, we build and deploy advanced trading systems that operate across global markets.

Our team is lean, highly technical, and impact-driven - every hire plays a direct role in shaping the firm’s technology, strategy, and performance. We value curiosity, precision, and collaboration, and we’re building an environment where exceptional people can do their best work at the intersection of AI and financial markets.

HFT Quantitative Research and Trading

The Role

We are looking for exceptional HFT Quantitative Researchers and Traders to work at the intersection of research, engineering, low-latency execution, creating alpha and monetising our deep-learning alpha alpha across a broad spectrum of markets, products, and asset classes.

Key Responsibilities

• Monetise core alpha through efficient execution strategies across futures and related products.
• Expand trading universes - identify and onboard new instruments within existing markets and work closely with BD to identify new opportunities and exchanges.
• Develop and refine execution logic - optimise market access, routing, and order placement to minimise slippage and latency impact.
• Collaborate closely with researchers, developers, and infrastructure engineers to bring models from research to production.
• Design and test short-term signals and execution algorithms to preserve alpha and reduce transaction costs.
• Monitor live strategies, diagnose performance drift, and implement continual improvements.
• Conduct PnL attribution and microstructure analysis to measure and enhance monetisation efficiency.
• Stay ahead of exchange microstructure changes and proactively adapt strategies to evolving market dynamics and market impact dynamics.

Ideal Candidate Profile

• 5+ years of experience in HFT or ultra-low-latency trading, ideally within futures markets (options experience is a strong plus).
• Proven track record in execution alpha monetisation - not just signal generation - you’ve taken models from idea to production.
• Deep understanding of L3 data, market microstructure, order book dynamics, and short-horizon predictive models.
• Hands-on experience in strategy deployment and productionisation, including calibration, risk controls, and post-trade analytics.
• Strong quantitative and programming skills - Python and C++ preferred; familiarity with distributed and low-latency systems advantageous.
• Knowledge of cross-exchange arbitrage, market making, or execution cost optimisation a plus.
• Highly analytical, commercial mindset with the ability to operate autonomously in a fast-paced, research-driven environment

If you’re passionate about applying advanced technology to real-world markets and want to work alongside a focused, high-performing team, we’d love to hear from you. DeepFin offers a collaborative, research-driven environment where ideas move quickly from concept to execution and where every contribution has visible impact.

Join us in building the next generation of deep-learning-driven trading systems - shaping the future of finance through innovation, rigour, and technology.