Junior Quant Developer: Backtest & Productionize C++/Python

DeepFin Research; New York (NY); On-site; USD 80,000 - 110,000; Full time

Job summary

DeepFin Research in New York is looking for a Junior Quant Developer to transform research into high-performance trading systems. In this role, you will work with Quant Researchers and engineers to convert Python code to production C++, improve backtesting systems, and support trading strategy development.

The ideal candidate will have a Bachelor’s or Master’s degree in a technical field and some experience with C++. Join us to contribute to innovative technology in financial markets.

Qualifications

• 0-3 years experience in quantitative finance or data-intensive industries.
• Strong working knowledge of C++ with a focus on performance.
• Experience handling large-scale data with a builder mindset.

Responsibilities

• Translate Python prototypes into efficient C++ production code.
• Build and improve simulation systems reflecting real market conditions.
• Create utilities for data inspection and post-trade analytics.

Skills

C++

Python

Quantitative finance

Data structures

Parallelism

Education

Bachelor’s or Master’s in Computer Science, Engineering, Math, Physics, or similar

Job description

DeepFin Research in New York is looking for a Junior Quant Developer to transform research into high-performance trading systems. In this role, you will work with Quant Researchers and engineers to convert Python code to production C++, improve backtesting systems, and support trading strategy development.

The ideal candidate will have a Bachelor’s or Master’s degree in a technical field and some experience with C++. Join us to contribute to innovative technology in financial markets.