HFT Quantitative Research and Trading

## 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 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 ### Benefits 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.