DeepFin Research · 6 hours ago
Graduate Quantitative Developer
New York, NY
Full-time
Onsite
New Grad, Entry Level
0+ years expDeepFin Research is a systematic proprietary trading firm focused on combining deep learning and quantitative research methods to trade global markets. They are seeking a Junior Quant Developer to help productionise research into high-performance trading systems, collaborating closely with Quant Researchers and senior engineers to optimize backtesting and simulation infrastructure.
Financial Services
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
Qualification
Required
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)
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, eg 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
Company
DeepFin Research
DeepFin Research deploys ML driven systematic models across the Global financial markets.
11-50 employees
Funding
Current Stage
Early StageCompany data provided by crunchbase