Job Summary:
DeepFin Research is a systematic proprietary trading firm focused on integrating deep learning with quantitative research methods and advanced trading technology. They are seeking a Junior Quant Developer to help productionise research into high-performance trading systems, collaborating closely with Quant Researchers and senior engineers to convert Python code into production C++ and improve backtesting infrastructure.
Responsibilities:
โข Productionise research models into C++: translate Python prototypes into efficient, maintainable C++ production code.
โข Backtesting & simulation: build and improve simulation systems that reflect real market mechanics (order book, fills, cancels, exchange rules).
โข L3 market data handling: ingest and process high-volume tick/order-level feeds; create reliable feature pipelines from raw exchange data.
โข Performance optimisation: improve latency and throughput of backtests/sims (profiling, memory optimisation, data structures, parallelism where appropriate).
โข Research support tooling: create utilities for data inspection, experiment tracking, run orchestration, and post-trade analytics in Python.
โข Debugging & correctness: investigate mismatches between simulation and production behaviour; diagnose edge cases and implement fixes with strong test coverage.
โข Cross-team collaboration: work daily with researchers and infra/exec engineers to ship improvements from idea โ test โ production.
Qualifications:
Required:
โข Education: Bachelorโs or Masterโs from a top university in Computer Science, Engineering, Math, Physics, or similar.
โข 0-3 years experience in quantitative finance or other relevant data-intensive industries working with C++
โข Strong working knowledge of C++ (memory, ownership, STL, performance-aware coding).
โข Experience: demonstrable evidence of hands-on systems work in C++ handling large-scale data (internships, research labs, competitive projects, open-source).
โข Comfortable with Python for analysis, tooling, and debugging (pandas/numpy/Jupyter a plus).
โข Exposure to quantitative finance, eg through internships/university societies, including market microstructure and L3/order book data.
โข Clear โbuilder mindsetโ: you like owning problems end-to-end, shipping incrementally, and iterating quickly.
Company:
DeepFin Research deploys ML driven systematic models across the Global financial markets. Founded in 2022, the company is headquartered in Valletta, MLT, with a team of 11-50 employees. The company is currently Early Stage.