At a Glance
- Tasks: Transform research into high-performance trading systems using C++ and Python.
- Company: Join DeepFin, a cutting-edge trading firm at the intersection of AI and finance.
- Benefits: Collaborative environment, impactful work, and opportunities for rapid career growth.
- Other info: Dynamic team culture where your contributions directly shape our success.
- Why this job: Make a real impact in finance by building innovative trading technologies.
- Qualifications: Degree in Computer Science or related field; experience with C++ and Python.
The predicted salary is between 30000 - 40000 £ per year.
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 technology, strategy, and performance. We value curiosity, precision, and collaboration, and we’re building an environment where exceptional people can do their best work at the intersection of AI and financial markets.
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.
- 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, e.g. 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.
If you’re passionate about applying advanced technology to real‑world markets and want to work alongside a focused, high‑performing team, we’d love to hear from you. DeepFin offers a collaborative, research‑driven environment where ideas move quickly from concept to execution and where every contribution has visible impact. Join us in building the next generation of deep‑learning‑driven trading systems – shaping the future of finance through innovation, rigour, and technology.
Graduate Quantitative Developer employer: DeepFin Research
DeepFin is an exceptional employer for those looking to make a significant impact in the world of quantitative finance. With a strong emphasis on collaboration and innovation, employees are encouraged to take ownership of their work and contribute directly to the firm's success. The company fosters a dynamic work culture that values curiosity and precision, providing ample opportunities for professional growth and development in a fast-paced environment at the cutting edge of AI and trading technology.
StudySmarter Expert Advice🤫
We think this is how you could land Graduate Quantitative Developer
✨Tip Number 1
Network like a pro! Reach out to people in the industry, attend meetups, and connect with alumni from your university. You never know who might have a lead on that perfect role or can give you insider tips about DeepFin.
✨Tip Number 2
Show off your skills! Create a portfolio showcasing your projects, especially those involving C++ and Python. This is your chance to demonstrate your hands-on experience and problem-solving abilities, which are key for a Junior Quant Developer.
✨Tip Number 3
Prepare for technical interviews by brushing up on your coding skills and understanding of quantitative finance concepts. Practice coding challenges and be ready to discuss your thought process – we want to see how you tackle problems!
✨Tip Number 4
Apply through our website! It’s the best way to ensure your application gets seen. Plus, it shows your enthusiasm for joining DeepFin and being part of our innovative team. Don’t miss out on this opportunity!
We think you need these skills to ace Graduate Quantitative Developer
Some tips for your application 🫡
Show Your Passion for Tech:When you're writing your application, let your enthusiasm for technology and finance shine through. We love seeing candidates who are genuinely excited about the intersection of AI and trading, so share any relevant projects or experiences that highlight this passion!
Tailor Your CV and Cover Letter:Make sure to customise your CV and cover letter for the Graduate Quantitative Developer role. Highlight your experience with C++ and Python, and don’t forget to mention any hands-on systems work you've done. We want to see how you can contribute to our team!
Be Clear and Concise:Keep your application clear and to the point. Use straightforward language and avoid jargon unless it's relevant. We appreciate candidates who can communicate complex ideas simply, as this reflects the collaborative environment we foster at DeepFin.
Apply Through Our Website:Don’t forget to submit your application through our website! This ensures it gets to the right people quickly. Plus, it’s a great way to show us you’re serious about joining our team and contributing to our innovative projects.
How to prepare for a job interview at DeepFin Research
✨Know Your Code Inside Out
Make sure you’re comfortable discussing your C++ and Python projects in detail. Be ready to explain your thought process, the challenges you faced, and how you overcame them. This shows your technical depth and problem-solving skills.
✨Understand the Market Mechanics
Familiarise yourself with market microstructure and L3 data handling. Being able to discuss how these concepts apply to backtesting and simulation will impress the interviewers and demonstrate your genuine interest in quantitative finance.
✨Show Off Your Collaboration Skills
Since this role involves working closely with researchers and engineers, be prepared to share examples of how you’ve successfully collaborated on projects. Highlight your ability to communicate complex ideas clearly and work as part of a team.
✨Prepare for Technical Challenges
Expect to face some coding challenges during the interview. Brush up on your algorithms and data structures, and practice coding problems that focus on performance optimisation. This will help you showcase your technical prowess under pressure.
