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

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 operations, technology, strategy, and performance. We value curiosity, precision, and collaboration, building an environment where exceptional people can do their best work at the intersection of AI and financial markets.

Alongside our core trading business, DeepFin is building a wider group of companies across financial technology, AI, infrastructure, and related investment opportunities. The group operates internationally, with entities and interests across Jersey, the UK, the US, India, and other jurisdictions.

The Role We are seeking a Management Accounting & Operations Associate to join our Jersey-based team. This is a broad finance, accounting, tax administration, and business operations role for someone who wants to help build the operational and financial foundations of a growing international group.

You will support the day-to-day financial management of DeepFin and its portfolio companies, while helping senior management coordinate entity management, tax structuring, bookkeeping, reporting, banking, and cross-border administration. This role is ideally suited for someone with 2+ years’ experience in accounting, fund administration, corporate services, or business operations who wants exposure to a fast-growing business spanning trading, tech, and investments.

Responsibilities

• Financial Operations: Assist with management accounting, bookkeeping, reconciliations, invoice management, cost tracking, cash monitoring, and internal financial reporting across the group and portfolio companies.

• Entity Administration: Help manage the finance and operational administration of multiple entities across Jersey, the UK, the US, India, and other jurisdictions.

• Adviser Coordination: Act as a liaison with external accountants, bookkeepers, tax advisers, corporate service providers, banks, lawyers, and fund administrators globally.

• Tax & Structuring Support: Assist with tax structuring and cross-border planning by gathering information, maintaining documentation, tracking entity-level requirements, and helping implement agreed structures.

• Compliance & Reporting: Support statutory filings, accounts preparation, tax returns, GST, payroll administration, board materials, economic substance records, intercompany agreements, and transfer pricing documentation.

• Process Improvement: Help build scalable internal processes for finance, operations, governance, and entity management as the group expands.

• Portfolio Management: Support the onboarding and administration of portfolio companies, including financial tracking and coordination with founders and advisers.

• Cash & Budgeting: Maintain clear visibility over group cash, budgets, capital requirements, supplier payments, and operational obligations.

• General Business Operations: Assist with wider business ops, including office administration, HR administration, insurance, supplier management, and ad hoc strategic projects for the leadership team.

Requirements

• Experience: 2+ years’ experience in accounting, fund accounting, bookkeeping, finance administration, corporate services, business operations, or a similar role.

• Technical Skills: Strong numerical skills and attention to detail; comfortable working with financial records, reconciliations, budgets, and reporting processes.

• Organization: Highly organized with the ability to manage multiple recurring deadlines across different entities, service providers, and jurisdictions.

• Communication: Excellent written and verbal communication skills; comfortable presenting information clearly to senior management and external counterparties.

• Mindset: Proactive, practical, and comfortable taking ownership of tasks in a small, fast-moving team where responsibilities are broad and priorities change quickly.

Desirable Experience

• Exposure to Jersey, UK, US, Indian, or other international entities.

• Experience supporting group structures, portfolio companies, holding companies, or founder-led businesses.

• Familiarity with accounting/bookkeeping software (e.g., Xero, QuickBooks, NetSuite) and tools like Excel and Google Workspace.

• Exposure to tax structuring, transfer pricing, economic substance, corporate governance, or cross-border reporting.

• An accounting qualification, part-qualification, or relevant study path (ACCA, ACA, CIMA, AAT). Note: Practical experience, ownership, and attention to detail are equally important.

What We Offer This is a hands-on role in a growing international group with direct exposure to senior management and the wider business. You will gain invaluable experience across management accounting, tax administration, entity management, corporate structuring, and financial markets infrastructure.

You will join a lean, ambitious team where your work directly impacts the quality, control, and scalability of the business. As DeepFin grows, there will be ample scope for this role to expand in responsibility across finance operations, management reporting, and strategic business support.

Ideal Candidate The ideal candidate is detail-oriented, organized, commercially curious, and proactive. You enjoy making processes run smoothly and ensuring nothing falls through the cracks. Beyond just accounting and bookkeeping, you are genuinely interested in how companies are built, structured, financed, and scaled globally. You are excited by the opportunity to help build the financial and operational backbone of a dynamic group operating across AI, trading, technology, and investment.

Junior Quant Developer — Backtesting, Simulation & Research, Productionise Research (C++/Python)

Role Overview

We’re hiring a junior Quant Developer to help productionise research into robust, high-performance trading systems. You’ll work closely with Quant Researchers and senior engineers to convert Python research code into production C++, build and optimise backtesting / simulation infrastructure, and support strategy development using L3 market data across multiple venues.

This is a hands-on, engineering-heavy role in a fast-moving environment: you’ll own components end-to-end and contribute directly to research velocity and trading PnL.

Key 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.

Requirements

• Education: Bachelor’s or Master’s from a top university in Computer Science, Engineering, Math, Physics, or similar.
• 0-3 years experience in quantitative finance or other relevant data-intensive industries working with C++
• Strong working knowledge of C++ (memory, ownership, STL, performance-aware coding).
• Experience: demonstrable evidence of hands-on systems work in C++ handling large-scale data (internships, research labs, competitive projects, open-source).
• Comfortable with Python for analysis, tooling, and debugging (pandas/numpy/Jupyter a plus).
• Exposure to quantitative finance, eg through internships/university societies, including market microstructure and L3/order book data.
• Clear “builder mindset”: you like owning problems end-to-end, shipping incrementally, and iterating quickly.

We are looking for a Trade Operations Engineer to take ownership of our risk, middle-office, and back-office systems. This role sits at the intersection of trading, engineering, and operations, and is critical to the reliability and scalability of the firm.

You will work closely with quantitative researchers, traders, and infrastructure, building and maintaining the systems that ensure trades are correctly captured, reconciled, and monitored in real time.

The role is hands-on and end-to-end. You will be responsible for designing, building, and operating full-stack applications that support trade reconciliation, risk monitoring, and operational workflows across both AWS and bare-metal environments.

What You’ll Be Doing

• Designing and building full-stack applications for risk monitoring and middle/back-office workflows using Java and React
• Owning trade reconciliation pipelines, ensuring accuracy and consistency across multiple systems and venues
• Developing operational tooling and monitoring to support live trading and post-trade processes
• Working closely with infrastructure to support systems running across AWS and colocated bare-metal servers
• Troubleshooting and maintaining trading applications, primarily in Java, with some interaction with C++ components
• Investigating and resolving live production issues related to trade flow, clearing, and risk limits
• Improving system reliability, observability, and operational efficiency over time

What You Need

Finance Experience: You have prior professional experience as a software engineer within the finance industry. Experience in HFT, proprietary trading, or systematic trading environments is a strong advantage.

Technical Stack: Strong full-stack engineering experience, with Java on the back-end and React on the front-end. You are comfortable owning both application logic and user-facing components.

Domain Knowledge: You understand post-trade workflows and operational processes, including trade reconciliation, clearing, and real-time risk monitoring. You are comfortable working with trade lifecycle data and debugging inconsistencies.

Systems Environment: You are comfortable working in Linux environments and collaborating with infrastructure teams. Experience working across cloud (AWS) and bare-metal or colocated environments is beneficial.

C++ Familiarity: You do not need to build low-latency systems in C++, but you should be comfortable reading, debugging, and making targeted changes in existing C++ codebases.

Ownership & Mindset: You take ownership of systems end-to-end, from development through to production support. You are pragmatic, detail-oriented, and comfortable working in a fast-paced trading environment where systems must be reliable under pressure.

HFT Software Developer – Junior & Senior Levels

About DeepFin Research

DeepFin Research is a proprietary high-frequency trading (HFT) firm powered by cutting-edge Deep Learning (DL) and Deep Reinforcement Learning (DRL). We've brought on teammates from Nvidia, DeepMind, CitSec, Graviton, Tower, Jump, and others, and are aggressively working across cutting edge AI research and traditional quant research methods to monetise our AI generated signals across the global financial markets.

The Role

We are looking for exceptional HFT software engineers to build our HFT trading infrastructure across global finanacial markets, including different asset classes, end-to-end from the ground up. This will include working across connectivity, market data, execution, risk, and building high performance high throughput C++ systems.

Responsibilities

• Design, implement, and optimize ultra-low-latency, zero-allocation trading engines in modern C++.
• Develop and maintain market data handlers and execution gateways utilizing protocols like FIX, OUCH, ITCH, and raw UDP multicast.
• Optimize system critical paths through OS-level tuning, CPU pinning, cache-line optimization, and NUMA-aware programming.
• Interface with hardware-accelerated components, working alongside FPGA engineers to integrate PCIe/DMA data pipelines.
• Implement kernel-bypass networking solutions (e.g., Solarflare OpenOnload, DPDK) to minimize network stack latency.
• Collaborate directly with AI researchers and quantitative traders to deploy complex quantitative models into strict, latency-sensitive production environments.
• Work end-to-end on projects from the ground up – this is not a role to focus on specialised parts of the infrastructure stack, but rather to see projects through end-to-end.

Ideal Candidate Profile

• 1–3 years of experience in low-latency software engineering for Junior candidates; 3–10+ years for Senior candidates.
• Exceptional expertise in C++ with a deep understanding of lock-free data structures, custom memory allocators, and hardware architecture.
• Proven experience building systems in HFT or highly concurrent, real-time computing environments.
• Strong grasp of Linux internals, network programming (TCP/IP, UDP), and performance profiling tools (e.g., perf, VTune).
• Solid understanding of futures markets microstructure; exposure to FX and options markets is a strong plus.
• Entrepreneurial mindset with the communication skills required to thrive in a fast-paced, highly collaborative environment, preferring end-to-end ownership over extreme specialization.

HFT Quantitative Developer

About DeepFin Research

DeepFin Research is a proprietary high-frequency trading (HFT) firm powered by cutting-edge Deep Learning (DL) and Deep Reinforcement Learning (DRL). We've brought on teammates from Nvidia, DeepMind, CitSec, Graviton, Tower, Jump, and others, and are aggressively working across cutting edge AI research and traditional quant research methods to monetise our AI generated signals across the global financial markets.

The Role

We are looking for exceptional quantitative developer with outstanding expertise at the intersection of quantitative research and C++ development to focus both on simulation and productionisation. This will include designing and building simulation across various financial markets, and taking high-frequency and mid-frequency alpha turning it into scalable, production-grade PnL across global exchanges.

Key Responsibilities

• Productionise research models into high-performance C++ systems used for live trading across multiple futures exchanges.
• Integrate and process L3/order-book data at scale, building and maintaining parsers, normalised book structures, and data pipelines.
• Develop and optimise execution logic, order placement strategies, queue-positioning logic, microstructure-aware order types, and latency-sensitive workflows.
• Collaborate closely with quant researchers to understand signals, model assumptions, and expected behaviours, ensuring seamless transition from prototypes into production code.
• Work with infra/engineering teams to deploy, monitor, and refine strategies in live environments; diagnose latency bottlenecks, instability, and performance drift.
• Build and maintain simulation/backtesting tools for microstructure-accurate evaluation of execution behaviour.
• Optional (desirable): support vol surface modelling, options execution logic, and cross-asset HFT monetisation.

Required Experience & Skills

• Must have Experience in HFT market making. 
• Outstanding C++ and Python expertise.
• Experience working with L3 and order-book data, market-data adapters, and high-throughput feed handling.
• Experience productionising HFT or mid-frequency strategies in live environments.
• Understanding of market microstructure: queue dynamics, adverse selection, order types, latency paths, tick-rule details.
• Ability to operate across both research and engineering disciplines: reading model code, understanding signals, and implementing robust production systems.
• Options experience is desirable
• FPGA experience is desirable

HFT Options and Volatility Trading Research

About DeepFin Research

DeepFin Research is a proprietary high-frequency trading (HFT) firm powered by cutting-edge Deep Learning (DL) and Deep Reinforcement Learning (DRL). We've brought on teammates from Nvidia, DeepMind, CitSec, Graviton, Tower, Jump, and others, and are aggressively working across cutting edge AI research and traditional quant research methods to monetise our AI generated signals across the global financial markets.

The Role

We are looking for exceptional high frequency trading researchers in the options space to monetise our AI driven signals in the global options markets, working in an exceptional team of options researchers.

Responsibilities

Volatility Surface & Pricing Models

• Design, implement, and calibrate ultra-fast vol surface models for equity and index options (e.g., SVI, SABR, Vanna-Volga).
• Integrate models into live trading systems for real-time fitting and quoting.
• Collaborate with quant devs to optimize model performance and stability across exchanges.

Market Making & Execution Research

• Develop and refine high-frequency quoting, hedging, and execution algorithms.
• Optimize order placement, queue position, and fill rates to reduce adverse selection and slippage.
• Strategy Development: Design and backtest systematic intraday strategies specifically targeting equity options, focusing on mean reversion, momentum, and premium decay.
• Analyze market microstructure and order-book dynamics to improve execution logic.

Realized Volatility & Signal Forecasting

• Build and enhance short-horizon realized volatility and spread forecasting models.
• Use high-frequency tick data to identify predictive microstructure and volatility patterns.

Risk & P&L Analytics

• Design real-time delta/gamma/vega hedging frameworks and risk dashboards.
• Dynamic Gamma Hedging: Build automated hedging frameworks to manage the non-linear risks of 0DTE portfolios, optimizing the trade-off between transaction costs and tracking error.
• Conduct PnL decomposition, tracking contributions from alpha, execution, and carry.
• Backtest strategies with realistic latency and cost models.

Ideal Candidate Profile

• Mandatory: Direct experience in high-frequency options trading - preferably market making on equity or index options.
• 5–7 years’ experience in a quant research or trading role at an HFT, prop firm, or leading options market maker.
• Deep understanding of options pricing, Greeks, and market microstructure.
• Experience with vol surface modeling (SVI, SABR, stochastic vol) and real-time model calibration.
• Proven background designing and testing execution logic and hedging systems in production.
• Strong programming ability in C++ and Python; experience with low-latency systems is a plus.
• Advanced degree (Master’s or PhD) in Mathematics, Physics, Statistics, Computer Science, or a related field.