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- Tasks: Research and develop cutting-edge trading strategies using C++ and machine learning.
- Company: Leading proprietary trading firm in high-frequency trading.
- Benefits: Competitive salary, dynamic work environment, and opportunities for professional growth.
- Why this job: Join a top-performing team and make an impact in global futures markets.
- Qualifications: Strong background in quantitative research and excellent C++ skills required.
- Other info: Ideal for those passionate about finance, technology, and innovation.
The predicted salary is between 43200 - 72000 £ per year.
A leading proprietary trading firm specialising in high-frequency and systematic trading across global futures markets.
Location: London, United Kingdom.
A top-performing HFT trading team is seeking a C++ Algorithm Developer/Quantitative Researcher to work on latency-sensitive trading strategies across liquid futures markets. The role sits at the intersection of quantitative research, machine learning, and high-performance systems engineering.
Responsibilities:- Research, develop, and optimise quantitative trading strategies for high-frequency futures trading.
- Design and implement low-latency C++ trading and research infrastructure, with a focus on performance, robustness, and scalability.
- Apply statistical and machine learning techniques to model market microstructure, price dynamics, and short-horizon signals.
- Perform feature engineering using high-resolution market data (order book, trades, derived microstructure features).
- Professional experience in quantitative research, algorithmic trading, or low-latency systems development.
- Strong academic background with further education in a quantitative discipline such as Mathematics, Physics, Computer Science, Engineering, or Statistics. PhD is preferred.
- Excellent C++ skills with a strong understanding of performance optimisation, memory management, and multithreading.
- Demonstrated experience in machine learning techniques applied to time-series or microstructure data (e.g. linear models, tree-based methods, neural networks, regularisation).
Quantitative Researcher (HFT Futures) in City of London employer: Thurn Partners
Contact Detail:
Thurn Partners Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Researcher (HFT Futures) in City of London
✨Tip Number 1
Network like a pro! Reach out to professionals in the trading and quantitative research space on LinkedIn. Join relevant groups and participate in discussions to get your name out there. You never know who might have a lead on that perfect role!
✨Tip Number 2
Show off your skills! Create a portfolio showcasing your projects, especially those involving C++ and machine learning. This will give potential employers a taste of what you can do and set you apart from the crowd.
✨Tip Number 3
Prepare for technical interviews by brushing up on your algorithms and data structures. Practice coding challenges on platforms like LeetCode or HackerRank. The more comfortable you are with these concepts, the better you'll perform when it counts!
✨Tip Number 4
Don’t forget to apply through our website! We’ve got loads of opportunities tailored for talented individuals like you. Keep an eye on our listings and make sure your application stands out by highlighting your relevant experience and skills.
We think you need these skills to ace Quantitative Researcher (HFT Futures) in City of London
Some tips for your application 🫡
Tailor Your CV: Make sure your CV is tailored to the role of Quantitative Researcher. Highlight your experience in quantitative research, algorithmic trading, and any relevant projects that showcase your C++ skills and machine learning techniques.
Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Use it to explain why you're passionate about high-frequency trading and how your background aligns with the responsibilities outlined in the job description. Be specific about your achievements and how they relate to the role.
Showcase Relevant Projects: If you've worked on any projects that involve low-latency systems or quantitative trading strategies, make sure to include them in your application. This could be anything from academic research to personal projects that demonstrate your skills and knowledge.
Apply Through Our Website: We encourage you to apply through our website for a smoother application process. It helps us keep track of your application and ensures you don’t miss out on any important updates from us!
How to prepare for a job interview at Thurn Partners
✨Know Your C++ Inside Out
Make sure you brush up on your C++ skills before the interview. Be ready to discuss performance optimisation, memory management, and multithreading in detail. Practising coding problems related to these topics can really help you stand out.
✨Showcase Your Quantitative Skills
Prepare to talk about your experience in quantitative research and algorithmic trading. Have specific examples ready that demonstrate your ability to develop and optimise trading strategies, especially in high-frequency environments. This will show them you’re not just theory-driven but also practical.
✨Understand Market Microstructure
Familiarise yourself with market microstructure concepts and how they relate to price dynamics. Being able to discuss how you’ve applied statistical and machine learning techniques to model these aspects will impress the interviewers and show your depth of knowledge.
✨Ask Insightful Questions
Prepare some thoughtful questions about the firm’s trading strategies and technology stack. This not only shows your interest in the role but also gives you a chance to assess if the company aligns with your career goals. It’s a two-way street!
