Graduate Quantitative Developer
DeepFin Research · New York, NY
- On site
- Full-time
- $100,000 / year
- New York, NY
Job highlights
- Develop high-performance C++ trading systems.
- Build and optimize backtesting infrastructure.
- Process high-volume market data.
- Collaborate with researchers and engineers.
- Impact trading PnL and research velocity.
About the role
Graduate Quantitative Developer
DeepFin Research is a systematic proprietary trading firm that leverages deep learning, traditional quantitative research, and advanced trading technology to operate in global markets. Founded by engineers and researchers, we specialize in building and deploying sophisticated trading systems across various markets. Our team is characterized by its lean structure, technical expertise, and a strong focus on impact, ensuring that each team member significantly influences the firm's technology, strategy, and performance. We foster an environment that values curiosity, precision, and collaboration, enabling exceptional individuals to excel at the intersection of Artificial Intelligence and financial markets.
Role Overview
We are seeking a Junior Quant Developer to contribute to the productionization of research into resilient, high-performance trading systems. In this role, you will collaborate closely with Quant Researchers and senior engineers to transform Python research code into production-ready C++ systems. Your responsibilities will include developing and optimizing backtesting and simulation infrastructure, as well as supporting strategy development using L3 market data across multiple trading venues. This is a hands-on, engineering-intensive position within a dynamic environment, offering the opportunity to own components from inception to completion and directly impact research velocity and trading profitability.
Key Responsibilities
- Productionize research models into C++: Translate Python prototypes into efficient, maintainable C++ production code.
- Backtesting & simulation: Build and enhance simulation systems that accurately reflect real market mechanics, including order book dynamics, fills, cancellations, and exchange-specific rules.
- L3 market data handling: Ingest and process high-volume tick and order-level data feeds; develop reliable feature pipelines from raw exchange data.
- Performance optimization: Improve the latency and throughput of backtests and simulations through profiling, memory optimization, advanced data structures, and appropriate use of parallelism.
- Research support tooling: Create essential utilities for data inspection, experiment tracking, run orchestration, and post-trade analytics using Python.
- Debugging & correctness: Investigate discrepancies between simulation and production behavior, diagnose edge cases, and implement fixes with robust test coverage.
- Cross-team collaboration: Work daily with researchers and infrastructure/execution engineers to deliver improvements from the initial idea through testing to production.
Requirements
- Education: Bachelor’s or Master’s degree from a top-tier university in Computer Science, Engineering, Mathematics, Physics, or a related field.
- Experience: 0-3 years of experience in quantitative finance or other data-intensive industries, with a strong focus on C++.
- C++ Proficiency: Solid working knowledge of C++, including memory management, ownership semantics, the Standard Template Library (STL), and performance-conscious coding practices.
- Systems Work: Demonstrated hands-on experience with C++ systems, particularly in handling large-scale data, evidenced through internships, research projects, competitive programming, or open-source contributions.
- Python Skills: Comfort with Python for data analysis, developing tooling, and debugging; experience with pandas, numpy, and Jupyter notebooks is a plus.
- Quantitative Finance Exposure: Familiarity with quantitative finance concepts, market microstructure, and L3/order book data, ideally gained through internships or university societies.
- Builder Mindset: A proactive approach to problem-solving, with a preference for end-to-end ownership, incremental delivery, and rapid iteration.
If you are passionate about applying advanced technology to real-world financial markets and eager to collaborate with a focused, high-performing team, we encourage you to apply. DeepFin offers a collaborative, research-driven environment where innovative ideas are rapidly transformed from concept to execution, and every contribution yields visible impact. Join us in developing the next generation of deep-learning-driven trading systems and shaping the future of finance through innovation, rigor, and technology.
Key skills/competency
- Quantitative Developer
- C++
- Python
- Quantitative Finance
- Trading Systems
- Backtesting
- Market Microstructure
- Deep Learning
- Performance Optimization
- Data Engineering
Skills & topics
- Quantitative Developer
- C++
- Python
- Quantitative Finance
- Trading Systems
- Backtesting
- Market Microstructure
- Deep Learning
- Performance Optimization
- Data Engineering
- Computer Science
- Engineering
- Mathematics
- Physics
- Proprietary Trading
- Systematic Trading
- AI
- Machine Learning
- Research
- Simulation
- Latency Optimization
- Feature Engineering
- Algorithm Development
- Financial Markets
- Software Engineering
- Junior Developer
How to get hired
- Tailor your resume: Highlight C++ systems work, quantitative finance exposure, and large-scale data handling.
- Showcase projects: Emphasize internships, competitive programming, or open-source contributions demonstrating C++ skills.
- Prepare for technical interviews: Expect deep dives into C++ concepts, algorithms, and system design.
- Demonstrate a builder mindset: Articulate your experience with end-to-end ownership and rapid iteration.
- Research DeepFin: Understand their focus on AI, quantitative research, and trading technology.
Technical preparation
Behavioral questions
Frequently asked questions
- What specific C++ skills are most important for a Graduate Quantitative Developer at DeepFin Research?
- For the Graduate Quantitative Developer role at DeepFin Research, strong C++ fundamentals are crucial. This includes a deep understanding of memory management, ownership semantics, the Standard Template Library (STL), and performance-aware coding practices. Demonstrable hands-on experience with C++ systems, especially those handling large-scale data, is highly valued, whether gained through internships, academic projects, or open-source contributions.
- What is the expected experience level for a Junior Quant Developer at DeepFin Research?
- DeepFin Research is looking for a Junior Quant Developer with 0-3 years of experience. This range is designed to accommodate recent graduates or individuals with a few years of relevant experience in quantitative finance or other data-intensive industries, particularly those with a strong C++ background.
- How does DeepFin Research use Python in the Graduate Quantitative Developer role?
- Python is used at DeepFin Research primarily for research prototyping, data analysis, developing support tooling, and debugging. While C++ is the core language for production systems, proficiency in Python, especially with libraries like pandas, numpy, and Jupyter, is beneficial for supporting research and development workflows.
- What kind of market data will I work with as a Graduate Quantitative Developer at DeepFin Research?
- As a Graduate Quantitative Developer at DeepFin Research, you will work with L3 market data. This involves ingesting and processing high-volume tick and order-level data feeds from various exchanges to build robust feature pipelines from raw exchange data.
- What are the typical interview stages for a Graduate Quantitative Developer position at DeepFin Research?
- While specific stages can vary, interviews for a Graduate Quantitative Developer at DeepFin Research typically involve technical assessments focusing on C++ proficiency, algorithms, data structures, and systems design. You can also expect discussions about your quantitative finance knowledge, problem-solving approach, and a behavioral component to assess your fit with the team's culture of collaboration and impact.
- Does DeepFin Research offer opportunities for learning and development for Graduate Quantitative Developers?
- Yes, DeepFin Research emphasizes a collaborative, research-driven environment where learning and development are integral. As a Graduate Quantitative Developer, you'll work closely with senior engineers and researchers, gaining exposure to cutting-edge technology and financial markets, fostering continuous growth and skill enhancement.
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