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Hiring companyDeepFin Research
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HFT Quantitative Research and Trading
Bengaluru,India,India Full-time Hybrid
About the role
Quantitative Research team at DeepFin Research builds and deploys deep-learning-driven high-frequency trading systems across global markets. The role designs, implements, and monetises low-latency execution strategies, collaborates with researchers and engineers to move models to production, and conducts microstructure analysis to optimise alpha. Bengaluru, Jersey, London, New York locations with hybrid work model, relocation available.
What you’ll do
- Monetise core alpha via efficient execution across futures
- Expand trading universes and onboard new instruments
- Develop and refine execution logic to minimise slippage
- Collaborate with researchers, developers, and infrastructure engineers
- Design and test short‑term signals and execution algorithms
- Monitor live strategies and implement improvements
- Conduct PnL attribution and microstructure analysis
What you’ll bring
- 5+ years HFT or ultra‑low‑latency trading experience
- Proven execution alpha monetisation track record
- Deep understanding of L3 data and market microstructure
- Python and C++ programming proficiency
- Experience with strategy deployment and productionisation
Skills
HFTLow‑latency systemsPythonC++Market microstructureExecution algorithmsQuantitative researchDistributed systems
Benefits
- Collaborative research‑driven environment
- High impact role with visible contributions
- Opportunity to work on cutting‑edge AI in finance
- Fast‑paced autonomous work culture