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  "job_title": "eFX Quantitative Model Dev and/or Software Engineer",
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  "job_description": "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.\n\nOur 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.\n\nAbout DeepFin Research\n\nDeepFin 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 AI driven HFT and traditional quant research methods to monetise our AI generated signals across the global financial markets.\n\nThe Role\n\nWe are looking for an exceptional QD and/or SWE with experience across model/quant development and core FX engineering. This will include the following key areas.\n\nModel/Quant Development\n• Desired Skills\n• C++ experience\n• Industry experience in electronic FX market making, prop trading, or e-FX technology (5+ years)\n• Master's or PhD in mathematics, statistics, physics, CS, financial engineering, or similar\n• Tentative Responsibilities/Projects\n• Algorithmic pricing models: fair value estimation, skew, spread optimization, toxicity scoring\n• Hedging and inventory management: portfolio optimization, delta VaR, alpha adjusted target positioning, algorithmic execution\n• Smart order routing: venue selection, liquidity displacement detection, optimal execution\n• Market impact models: adverse selection, fill probability, client flow classification for SI\n• Backtesting and simulation\n\nCore Engineering\n• Desired Skills\n• C++ on the hot path — cache-line discipline, memory layout, lock-free data structures\n• Kernel bypass networking (Solarflare OpenOnload / DPDK) and binary protocol development\n• Linux systems programming: CPU isolation, NUMA, huge pages, IRQ affinity, kernel tuning\n• FIX protocol, Itch and exchange connectivity (ideally FX: EBS, Cboe FX, LMAX, Fastmatch, or similar)\n• Experience building or operating in electronic market making, prop trading, or exchange infrastructure\n• Tentative Responsibilities/Projects\n• Lock-free order books, level books, matching engine internals, and zero-allocation execution paths\n• Integration with messaging infrastructure (shared memory IPC, topic-based pub/sub)\n• Exchange connectivity: FIX session management, ITCH feed handlers, binary protocol codecs\n• Real-time risk and position management across 30+ pairs and multiple venues\n\nIf 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.\n\nJoin us in building the next generation of deep-learning-driven trading systems - shaping the future of finance through innovation, rigour, and technology.",
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  "job_posted_at_datetime_utc": "2026-03-20T00:00:00.000Z"
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