C++ HFT Quant Developer — Low-Latency Live Trading Edge

Thurn Partners Ltd; New York (NY); On-site; USD 150,000 - 300,000; Full time

Job summary

Thurn Partners Ltd in New York is seeking a Quantitative Developer for our high-frequency futures team. You will bridge research and engineering, turning ideas into live trading and deploying fast C++ code at scale.

You will collaborate with quant researchers to study how orders move prices, optimize memory and concurrency, and build tooling to test strategies quickly. A strong math/stat background and Python plus trading experience are preferred.

Qualifications

• expert C++, deep knowledge of memory, caches and concurrency, and strong maths and statistics.
• Python knowledge with trading or exchange experience is preferred. Strong systems engineers with a proven interest in markets will be considered.
• Curiosity about markets is essential.
• Most engineers in trading support the research. Here you are part of it, on a small team where your work is seen at the top.

Responsibilities

• You will report into senior research-engineering leadership. Your work goes straight from hypothesis to live trading.
• You will work with quant researchers to build and deploy high-frequency futures strategies, from idea to live trading.
• You will study how orders move prices, write fast production C++ and build the tools that let the team test ideas at scale.

Skills

C++ programming

Memory & concurrency

Mathematics & statistics

Python

Job description

Thurn Partners Ltd in New York is seeking a Quantitative Developer for our high-frequency futures team. You will bridge research and engineering, turning ideas into live trading and deploying fast C++ code at scale.

You will collaborate with quant researchers to study how orders move prices, optimize memory and concurrency, and build tooling to test strategies quickly. A strong math/stat background and Python plus trading experience are preferred.