Teams at DeepFin Research

The role involves converting Python research models into C++ for high-performance trading systems, backtesting, and collaborating with research teams to enhance trading strategies.

Role involves monetising alpha through execution strategies in futures markets, developing execution logic, collaborating on research, and monitoring strategies' performance.

Design, deploy, and optimise ultra-low-latency trading strategies across futures and related products. Monetise predictive models via execution logic, market access, and routing. Expand instrument universes, monitor live strategies, diagnose performance drift, perform PnL attribution and microstructure analysis, and collaborate with researchers and engineers to productionise models while controlling risk and minimising transaction costs.