HFT Quantitative Research and Trading
DeepFin Research is seeking a Quantitative Researcher and Trader to join their proprietary trading team in Bengaluru. The role focuses on monetizing alpha through efficient execution strategies across futures markets and optimizing low-latency order routing. Candidates must have extensive HFT experience, strong C++ and Python skills, and deep knowledge of market microstructure. You will collaborate closely with infrastructure engineers to deploy and monitor live trading systems.
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Experience
5+ years
Function
Research
Work mode
Onsite, India
Company
Tier 2
What you will work on
DeepFin Research is seeking a Quantitative Researcher and Trader to join their proprietary trading team in Bengaluru. The role focuses on monetizing alpha through efficient execution strategies across futures markets and optimizing low-latency order routing. Candidates must have extensive HFT experience, strong C++ and Python skills, and deep knowledge of market microstructure. You will collaborate closely with infrastructure engineers to deploy and monitor live trading systems.
TAL's take
Role at a proprietary trading firm requiring high technical specialization, though the company brand is not globally recognized.
The JD is very precise regarding responsibilities, target domain, and technical expectations.
Must haves
- 5+ years of experience in HFT or ultra-low-latency trading
- Proven track record in execution alpha monetisation
- Deep understanding of L3 data and market microstructure
- Hands-on experience in strategy deployment and productionisation
- Strong quantitative and programming skills in Python and C++
Tools and skills
Nice to have: distributed systems, low-latency systems.
About the company
Unfamiliar company in the proprietary trading space, default mid-tier assigned.