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Quantitative Developer

Negotiable Salary

DeepFin Research

New York, NY, USA

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DeepFin Research is a proprietary trading firm, deploying systematic models across both OTC and listed derivatives markets.We are seeking a Quantitative Developer to join our growing quantitative trading team. This role will work closely with quantitative researchers to bridge research and production, ensuring that models, simulations, and execution strategies move seamlessly from the lab into live trading systems. You will play a key role in advancing our market microstructure research, designing high-performance systems, and expanding our capabilities as we enter new asset classes and trading venues. Key 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. Apply best-practice software engineering principles, including automated testing, CI/CD pipelines, peer review, and clear documentation. Requirements 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. Familiarity with HFT infrastructure, execution systems, and exchange protocols (e.g. FIX, native binary). Experience building and optimising low-latency research and trading systems. Experience with Level 3 (L3) futures order book data, PCAP files, and other low-latency market data formats. Role based in New York, London, or Jersey (Channel Islands); hybrid working arrangement.

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New York, NY, USA
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