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.
HFT Software Developer – Junior & Senior Levels
About DeepFin Research
DeepFin Research is a proprietary high-frequency trading (HFT) firm powered by cutting-edge Deep Learning (DL) and Deep Reinforcement Learning (DRL). We've brought on teammates from Nvidia, DeepMind, CitSec, Graviton, Tower, Jump, and others, and are aggressively working across cutting edge AI research and traditional quant research methods to monetise our AI generated signals across the global financial markets.
The Role
We are looking for exceptional HFT software engineers to build our HFT trading infrastructure across global finanacial markets, including different asset classes, end-to-end from the ground up. This will include working across connectivity, market data, execution, risk, and building high performance high throughput C++ systems.
Responsibilities
- Design, implement, and optimize ultra-low-latency, zero-allocation trading engines in modern C++.
- Develop and maintain market data handlers and execution gateways utilizing protocols like FIX, OUCH, ITCH, and raw UDP multicast.
- Optimize system critical paths through OS-level tuning, CPU pinning, cache-line optimization, and NUMA-aware programming.
- Interface with hardware-accelerated components, working alongside FPGA engineers to integrate PCIe/DMA data pipelines.
- Implement kernel-bypass networking solutions (e.g., Solarflare OpenOnload, DPDK) to minimize network stack latency.
- Collaborate directly with AI researchers and quantitative traders to deploy complex quantitative models into strict, latency-sensitive production environments.
- Work end-to-end on projects from the ground up – this is not a role to focus on specialised parts of the infrastructure stack, but rather to see projects through end-to-end.
Ideal Candidate Profile
- 1–3 years of experience in low-latency software engineering for Junior candidates; 3–10+ years for Senior candidates.
- Exceptional expertise in C++ with a deep understanding of lock-free data structures, custom memory allocators, and hardware architecture.
- Proven experience building systems in HFT or highly concurrent, real-time computing environments.
- Strong grasp of Linux internals, network programming (TCP/IP, UDP), and performance profiling tools (e.g., perf, VTune).
- Solid understanding of futures markets microstructure; exposure to FX and options markets is a strong plus.
- Entrepreneurial mindset with the communication skills required to thrive in a fast-paced, highly collaborative environment, preferring end-to-end ownership over extreme specialization.
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.
Skills Required
- 1-3 years of experience in low-latency software engineering for Junior candidates
- Exceptional expertise in C++ with a deep understanding of lock-free data structures
- Strong grasp of Linux internals and network programming
- Proven experience in HFT or highly concurrent real-time computing environments
What We Do
DeepFin Research is a systematic proprietary trading firm that combines deep learning, quantitative research, and advanced technology to trade global financial markets, focusing on ML-driven systematic models.
