Junior Quant Developer: Productionize Research for Trading

DeepFin Holdings Ltd; New York (NY); On-site; USD 90,000 - 150,000; Full time

Job summary

DeepFin Holdings Ltd in New York seeks a Junior Quant Developer to productionise Python research into robust C++ trading systems. You’ll translate prototypes, build backtesting and simulation infrastructure, and support strategy development using L3 market data across venues.

This hands-on, engineering-heavy role lets you own components end-to-end, improving latency, throughput, and tooling with researchers and infra engineers.

Qualifications

• Bachelor's or Master's in CS, Engineering, Math, or Physics.
• 0-3 years experience in quantitative finance or data-intensive roles with C++.
• Strong C++ knowledge: memory, ownership, STL, performance-focused coding.
• Python for analysis, tooling, and debugging (pandas/NumPy a plus).
• Exposure to market microstructure and L3/order book data.
• Builder mindset: end-to-end ownership, shipping iteratively.

Responsibilities

• Productionise research models into C++: translate Python prototypes into efficient, maintainable C++ production code.
• Backtesting & simulation: build and improve simulation systems that reflect real market mechanics (order book, fills, cancels, exchange rules).
• L3 market data handling: ingest and process high-volume tick/order-level feeds; create reliable feature pipelines from raw exchange data.
• Performance optimisation: improve latency and throughput of backtests/sims (profiling, memory optimisation, data structures, parallelism where appropriate).
• Research support tooling: create utilities for data inspection, experiment tracking, run orchestration, and post-trade analytics in Python.
• Debugging & correctness: investigate mismatches between simulation and production behaviour; diagnose edge cases and implement fixes with strong test coverage.
• Cross-team collaboration: work daily with researchers and infra/exec engineers to ship improvements from idea test production.

Skills

C++ development

Python analysis

Backtesting

Performance tuning

Data pipelines

Education

BSc/MSc in CS

Tools

STL

Python

Jupyter

Job description

DeepFin Holdings Ltd in New York seeks a Junior Quant Developer to productionise Python research into robust C++ trading systems. You’ll translate prototypes, build backtesting and simulation infrastructure, and support strategy development using L3 market data across venues.

This hands-on, engineering-heavy role lets you own components end-to-end, improving latency, throughput, and tooling with researchers and infra engineers.