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.
Junior Quant Developer — Backtesting, Simulation & Research, Productionise Research (C++/Python)
Role Overview
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
Requirements
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.
Job details are sourced from the employer's original posting.
Open job postingAbout the company
DeepFin Research is a quantitative trading firm that leverages cutting-edge technology and data science to achieve superior investment returns.