At a Glance
- Tasks: Monetise trading strategies and collaborate on cutting-edge research and technology.
- Company: DeepFin, a pioneering firm at the intersection of AI and finance.
- Benefits: Dynamic work environment with opportunities for innovation and impact.
- Other info: Fast-paced, collaborative culture where your ideas can make a real difference.
- Why this job: Join a high-performing team and shape the future of trading technology.
- Qualifications: 5+ years in HFT or low-latency trading with strong quantitative skills.
The predicted salary is between 80000 - 120000 € 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.
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 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 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.
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 Quantitative Research and Trading employer: DeepFin Research
DeepFin is an exceptional employer that fosters a collaborative and innovative work culture, where every team member's contributions directly influence the firm's technology and trading strategies. Located at the forefront of financial markets, we offer our employees unparalleled opportunities for growth and development in a fast-paced environment, leveraging cutting-edge technology and deep learning to drive impactful results. Join us to be part of a lean, highly technical team dedicated to shaping the future of finance through rigorous research and execution excellence.
StudySmarter Expert Advice🤫
We think this is how you could land HFT Quantitative Research and Trading
✨Tip Number 1
Network like a pro! Reach out to people in the industry through LinkedIn or at events. A personal connection can often get your foot in the door faster than a CV.
✨Tip Number 2
Show off your skills! Create a portfolio of your projects or any relevant work you've done. This is your chance to demonstrate your expertise in quantitative research and trading.
✨Tip Number 3
Prepare for interviews by brushing up on technical questions and case studies related to HFT and execution strategies. We want to see how you think and solve problems on the spot!
✨Tip Number 4
Don’t forget to 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 our team.
We think you need these skills to ace HFT Quantitative Research and Trading
Some tips for your application 🫡
Show Your Passion for Trading:When you write your application, let your enthusiasm for trading and technology shine through. We want to see that you're not just looking for a job, but that you're genuinely excited about the intersection of AI and financial markets.
Highlight Relevant Experience:Make sure to showcase your experience in HFT or ultra-low-latency trading. Talk about specific projects where you've taken models from idea to production, as this is crucial for us. The more relevant your experience, the better!
Be Precise and Clear:In our world, precision matters. Keep your application clear and concise, avoiding jargon unless it's necessary. We appreciate straightforward communication that gets to the point without fluff.
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 HFT, market microstructure, and execution strategies. Be ready to discuss your past experiences in detail, especially how you've taken models from idea to production. This is your chance to showcase your expertise!
✨Showcase Your Technical Skills
Since the role requires strong programming skills, be prepared to demonstrate your proficiency in Python and C++. You might even be asked to solve a coding problem on the spot, so practice some common algorithms and data structures beforehand.
✨Collaborate and Communicate
DeepFin values collaboration, so be ready to discuss how you've worked with researchers, developers, and engineers in the past. Share examples of how you’ve contributed to team projects and how you handle feedback and differing opinions.
✨Stay Ahead of the Game
Keep yourself updated on the latest trends in trading technology and market dynamics. Being able to discuss recent changes in exchange microstructure or new trading technologies will show that you're proactive and genuinely interested in the field.
