- Company Name
- DeepFin Research
- Job Title
- Quantitative Developer
- Job Description
-
**Job Title**: Quantitative Developer
**Role Summary**
Build, optimize, and maintain low‑latency trading and research systems for futures and options. Collaborate closely with quantitative researchers and traders to translate deep‑learning models into reliable, production‑grade infrastructures that support live execution, backtesting, and market‑microstructure analysis.
**Expectations**
- Deliver production‑ready code that integrates research models into live trading pipelines.
- Ensure high‑availability and performance of execution logic, volatility surface engines, and order‑book simulators.
- Work with large‑scale, high‑frequency market data (L3 futures, PCAP, FIX) to identify cost drivers and improve intraday trade efficiency.
**Key Responsibilities**
1. Design and refine microstructure models with researchers, covering order‑book dynamics, liquidity provisioning, and market impact.
2. Develop and optimize execution algorithms and order‑placement strategies to enhance fill rates, reduce costs, and improve intraday efficiency.
3. Support volatility surface fitting, clustering, and options‑related execution strategies in close partnership with research teams.
4. Analyze high‑frequency tick and order‑book data to discover inefficiencies, cost drivers, and predictive patterns.
5. Extend back‑testing frameworks for intraday and microsecond‑level simulations.
6. Maintain and improve low‑latency infrastructure, including exchange protocol handling (FIX, native binaries).
**Required Skills**
- 5+ years in quantitative development, trading technology, or market‑microstructure research.
- Proficient in Python; C++ knowledge is a plus.
- Proven experience with execution systems, order‑placement strategies, and derivatives trading.
- Direct exposure to volatility surface fitting and option market models.
- Hands‑on experience with Level‑3 futures order‑book data, PCAP, and low‑latency market data formats.
- Familiarity with high‑frequency trading infrastructure, exchange protocols (Fix, binary), and low‑latency system optimization.
**Required Education & Certifications**
- Bachelor’s (or advanced) degree in Computer Science, Mathematics, Physics, Financial Engineering, or a related quantitative field.
- Professional certifications such as CFA, FRM, or equivalent are advantageous but not mandatory.