C++ Quantitative Developer: Low-Latency Proprietary Trading Firm (New York)

Thurn Partners Ltd; New York (NY); On-site; USD 180,000 - 240,000; Full time

Job summary

Thurn Partners Ltd. in New York seeks a Quantitative Developer to join a low-latency futures team. You will own production of trading algorithms, from hypothesis to deployment, and build back-testing and simulation environments where results appear in nanoseconds.

You will partner with quantitative researchers and develop high-performance C++ solutions, focusing on memory, caches, and concurrency in a latency-obsessed environment.

Qualifications

• Expert-level C++ and production-grade software experience.
• Strong understanding of memory, caches, concurrency and profiling.
• Experience in latency-obsessed trading or similar environments is a plus.
• Curiosity about markets and market microstructure is desirable.

Responsibilities

• Partner with researchers to design, back-test and deploy high-frequency futures strategies.
• Investigate market microstructure and translate insights into optimized production code in C++.
• Build and maintain simulation and data pipelines for rapid testing and iteration.
• Work in a small, visible team with real ownership in the engineering org.

Skills

C++

Memory systems

Concurrency

Profiling

Low-latency

Job description

A global leading proprietary trading firm is looking to hire a Quantitative Developer to join a low-latency team trading futures at high frequencies. Working with quantitative researchers, you will own the production of strategic trading algorithms with the of goal alpha generation. From hypothesis to deployment, you will be responsible for building back-testing and simulation environments where performance is measured in nanoseconds and results are visible immediately.

Day-to-Day Responsibilities

• Partner directly with quantitative researchers to design, back-test, and deployment of high-frequency futures strategies.
• You will investigate market microstructure at the finest level of granularity - how orders arrive, queue, and move prices - and translate that understanding into optimized, production-grade C++.
• You will build and maintain the simulation, data pipeline, and research infrastructure that lets ideas get tested and iterated at speed.
• The team is small, the ownership is real, and your work is visible to the top of the engineering organization.

Your Profile

• You have expert-level C++ and a proven track record building high-performance software, with deep understanding of memory, caches, concurrency, and profiling. Professional grade C++ is mandatory.
• You are equally comfortable reasoning about a statistical model and reading a flame graph.
• You have worked at a trading firm, exchange, or similarly latency-obsessed environment - or you are an exceptional systems engineer with a demonstrated and genuine interest in markets.
• Curiosity about how markets work is non-negotiable. The interview tests for it early.

Pre-Application

• You must be eligible to live and work in the US, without requiring sponsorship.