Quantitative Developer

DeepFin Research is a proprietary trading firm applying deep learning–driven models to trade futures, options, and other global derivatives markets. We combine advanced AI research with high-performance trading infrastructure, deploying strategies across major exchanges worldwide.

We’re 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 making sure research runs reliably in live markets.

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.

Requirements