About this role
HFT Quantitative Research and Trading at DeepFin Research. Location: Bengaluru or Jersey or London or New York City or Istanbul. Role: monetizing alpha, optimizing execution, monitoring strategies Requirements: 5+ years HFT or ultra-low-latency trading experience, strong execution and productionisation track record, deep knowledge of market microstructure and L3 data, and strong programming skills (Python, C++). Category: Research and Development (R&D) Seniority: Senior Level Tools: Python, C++ Commitment: Full Time Workplace: Onsite Languages: English