Quantitative Developer

DeepFin Research

City of London, England

7 months ago

Applications closed

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Posted: 14 Oct 2025 (7 months ago)

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Overview

DeepFin Research is a proprietary trading firm applying deep learning–driven models to trade futures, options, and other global derivatives markets. We combine AI research with high-performance trading infrastructure, deploying strategies across major exchanges worldwide. We are looking for a Quantitative Developer to join our trading team, working alongside researchers and traders to turn models into production systems. The focus is on building and maintaining the infrastructure around futures and options – volatility surfaces, greeks, execution logic, and order book simulators – and ensuring research runs reliably in live markets.

Responsibilities

Work alongside quantitative researchers to design and refine market microstructure models, including order book dynamics, liquidity provision, and market impact.
Develop and optimise execution algorithms and order placement strategies, targeting improved fill rates, cost reduction, and intraday efficiency.
Collaborate with researchers on volatility surface fitting, volatility clustering, and options-related execution strategies.
Analyse high-frequency tick and order book data to identify cost drivers, inefficiencies, and predictive patterns.
Extend and enhance backtesting frameworks to support intraday and microsecond-level simulations.

Qualifications

At least 5 years of professional experience in quantitative development, trading technology, or market microstructure research.
Strong programming skills in Python (C++ experience is a plus).
Proven experience with execution systems, order placement strategies, and market microstructure research in exchange-traded derivatives.
Direct experience with volatility surface fitting and options market models.
Previous background at a high-frequency trading firm or market maker is required.
Experience with Level 3 (L3) futures order book data, PCAP files, and other low-latency market data formats.
It’s an advantage if you also have experience with HFT infrastructure, exchange protocols (e.g. FIX, native binary), or building and optimising low-latency research and trading systems.
Role based in New York, London, or Jersey (Channel Islands); hybrid working arrangement.

Seniority level

Mid-Senior level

Employment type

Full-time

Job function

Finance and Sales

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