full-time
Graduate Quantitative Developer
DeepFin Research
- Employer
- DeepFin Research
- Location
- New York
- Working pattern
- on-site
About the role
Convert Python research prototypes into efficient, maintainable C++ production systems, and build and optimize backtesting and simulation infrastructure using high-volume L3 market data. Develop research support tools, investigate simulation-to-production discrepancies, and collaborate with researchers and engineers to deliver tested improvements. Requires a bachelor's or master's degree in computer science, engineering, mathematics, physics, or a related field, with 0–3 years of relevant experience. Candidates should have strong C++ systems skills, hands-on experience handling large-scale data, Python proficiency, and exposure to quantitative finance, market microstructure, or order book data.