C++ Quantitative Developer/Research Engineer: Proprietary Trading (Miami)

Thurn Partners Ltd; Miami (FL); On-site; USD 180,000 - 240,000; Full time

Job summary

Thurn Partners Ltd in the United States (Florida, Miami) is seeking a Quantitative Developer to own the production of trading algorithms for high-frequency futures strategies. You will work with quantitative researchers to design, back-test, and deploy strategies, while building fast simulation and back-testing environments with nanosecond-scale performance metrics.

The role requires expert C++ skills, a track record in high-performance software, and a strong interest in markets.

Qualifications

• Expert-level C++ and high-performance software skills.
• Strong understanding of memory, caches, concurrency, and profiling.
• Experience in latency-obsessed trading environments is highly valued.
• Curiosity about how markets work and problem-solving mindset.

Responsibilities

• Design, back-test, and deployment of high-frequency futures strategies with researchers.
• Build and maintain fast back-testing, simulation environments, and data pipelines.
• Deliver production-grade code with clear ownership and impact.

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

• Please do not apply if you're looking for contract or remote work.
• You must be eligible to live and work in the US, without requiring sponsorship.
• Please ensure you meet the required experience section prior to applying.
• Allow 1-5 working days for a response to any job enquiry.
• Your application is subject to our privacy policy (thurnpartners.com/privacy-policy).