HFT Rates Quantitative Researcher

DeepFin is a systematic proprietary trading firm combining deep learning, traditional quantitative research methods, and cutting-edge trading technology, to trade global markets. Founded by engineers and researchers, we build and deploy advanced trading systems that operate across global markets.

Our team is lean, highly technical, and impact-driven - every hire plays a direct role in shaping the firm’s technology, strategy, and performance. We value curiosity, precision, and collaboration, and we’re building an environment where exceptional people can do their best work at the intersection of AI and financial markets.

DeepFin is a systematic proprietary trading firm combining deep learning, traditional quantitative research methods, and cutting-edge trading technolopgy, to trade global markets. Founded by engineers and researchers, we build and deploy advanced trading systems that operate across global markets.

Our team is lean, highly technical, and impact-driven - every hire plays a direct role in shaping the firm’s technology, strategy, and performance. We value curiosity, precision, and collaboration, and we’re building an environment where exceptional people can do their best work at the intersection of AI and financial markets.

We’re seeking a Quantitative Researcher with hands-on experience in high-frequency rates trading to help build and optimise next-generation strategies across global fixed-income and interest rate futures.

You’ll be responsible for monetising DeepFin’s core deep-learning alpha by designing execution and market-making strategies that convert signal into scalable, real-world PnL.

This is a front-office research and development role, focused on execution, alpha research, and market microstructure in a fully automated trading environment.

Key Responsibilities

• Monetise core deep-learning alpha through efficient execution and short-horizon strategies across rates and fixed-income futures (USTs, SOFR, Euribor, Bunds, JGBs, etc.).

• Research and develop high-frequency signals using tick-level and order book data to exploit short-term inefficiencies.

• Design and optimise execution logic — order placement, queue dynamics, routing, and latency tuning to maximise alpha capture.

• Analyse market microstructure and trading behaviour across exchanges to improve fill quality, slippage, and spread capture.

• Collaborate with engineers to productionise research — deploy, calibrate, and monitor strategies in live environments.

• Build and maintain simulation and backtesting frameworks that accurately model execution cost and latency constraints.

• Monitor live trading performance, conduct PnL attribution, and identify continual improvements.

• Explore cross-market and cross-exchange relationships to expand strategy coverage and identify new opportunities.

Ideal Candidate Profile

• 5+ years of experience in high-frequency trading, execution research, or market-making within rates or fixed-income futures.

• Proven ability to develop and deploy short-horizon models or execution-driven alpha in live trading environments.

• Strong understanding of rates microstructure, tick data, and L3 order book behaviour.

• Advanced programming in C++ and Python; experience with low-latency systems and co-located trading architectures preferred.

• Knowledge of curve dynamics, spreads, and volatility modelling is a plus.

• Strong quantitative background — able to work from research through to production, with rigorous testing and performance analysis.

• Analytical and commercially minded, capable of operating autonomously in a fast-paced, research-driven environment.

At DeepFin, ideas move quickly from research to live trading. We provide the compute, data, and autonomy to iterate rapidly — where every innovation directly impacts performance.

Join us in building the future of HFT rates trading, combining deep-learning-based market prediction with execution research and quantitative precision to monetise signal at scale.

Location

New York / London / Jersey / Bangalore

If you’re passionate about applying advanced technology to real-world markets and want to work alongside a focused, high-performing team, we’d love to hear from you. DeepFin offers a collaborative, research-driven environment where ideas move quickly from concept to execution and where every contribution has visible impact.

Join us in building the next generation of deep-learning-driven trading systems - shaping the future of finance through innovation, rigour, and technology.