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- Tasks: Develop and deploy low-latency trading models for options market making.
- Company: DeepFin Research, a cutting-edge proprietary trading firm.
- Benefits: Collaborative environment, visible impact, and opportunities for innovation.
- Other info: Join a dynamic team where your contributions directly influence trading strategies.
- Why this job: Shape the future of finance with advanced technology and a high-performing team.
- Qualifications: Advanced degree in Mathematics, Physics, Statistics, or Computer Science required.
The predicted salary is between 36000 - 60000 ÂŁ per year.
Join to apply for the HFT Options Quantitative Researcher role at DeepFin Research. 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 are seeking a Quantitative Researcher with hands‑on HFT options and market‑making experience to join our High‑Frequency Options Volatility Trading Desk. The ideal candidate will have direct experience developing, testing, and deploying low‑latency trading models for options market making, including vol surface fitting, execution optimisation, and hedging strategy design. This is a front‑office research and development role – working closely with traders, quants, and engineers to turn research into live production strategies.
Key Responsibilities- Volatility Surface experience with low‑latency systems is a plus.
- Advanced degree (Master’s or PhD) in Mathematics, Physics, Statistics, Computer Science, or a related field.
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.
HFT Options Quantitative Researcher employer: DeepFin Research
Contact Detail:
DeepFin Research Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land HFT Options Quantitative Researcher
✨Tip Number 1
Network like a pro! Reach out to current or former employees at DeepFin on LinkedIn. A friendly chat can give you insider info and might just get your foot in the door.
✨Tip Number 2
Show off your skills! Prepare a portfolio of your past projects, especially those related to low-latency trading models. This will help you stand out during interviews and showcase your hands-on experience.
✨Tip Number 3
Practice makes perfect! Brush up on your quantitative skills and be ready to tackle technical questions. Consider mock interviews with friends or use online platforms to simulate the real deal.
✨Tip Number 4
Apply through our website! It’s the best way to ensure your application gets seen by the right people. Plus, it shows you’re genuinely interested in joining the DeepFin team.
We think you need these skills to ace HFT Options Quantitative Researcher
Some tips for your application 🫡
Show Your Passion: When writing your application, let your enthusiasm for quantitative research and trading shine through. We want to see that you’re genuinely excited about the role and how your skills can contribute to our innovative team.
Tailor Your CV: Make sure your CV is tailored to highlight your experience with HFT options and market-making. We love seeing specific examples of your work, especially any low-latency trading models you've developed or tested.
Be Precise: Precision is key in our field, so ensure your application is clear and concise. Avoid jargon unless it’s relevant, and make sure to proofread for any errors. We appreciate attention to detail!
Apply Through Our Website: We encourage you to apply directly through our website. It’s the best way for us to receive your application and ensures you’re considered for the role. Plus, it shows you’re proactive and keen to join our team!
How to prepare for a job interview at DeepFin Research
✨Know Your Stuff
Make sure you brush up on your knowledge of low-latency trading models and volatility surface fitting. Be ready to discuss your hands-on experience in these areas, as well as any specific projects you've worked on that relate to options market making.
✨Show Your Curiosity
DeepFin values curiosity, so come prepared with questions about their technology and strategies. This shows you're genuinely interested in the role and the company, and it gives you a chance to demonstrate your analytical thinking.
✨Collaborate Like a Pro
Since this role involves working closely with traders, quants, and engineers, be ready to discuss how you've successfully collaborated in the past. Share examples of how you’ve turned research into actionable strategies and how you handle feedback from team members.
✨Be Ready for Technical Challenges
Expect some technical questions or case studies during the interview. Practice explaining your thought process clearly and concisely, especially when it comes to execution optimisation and hedging strategy design. This will showcase your problem-solving skills and technical expertise.