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- Tasks: Research and develop cutting-edge trading strategies using C++ and machine learning.
- Company: Leading proprietary trading firm in the heart of London.
- Benefits: Competitive salary, dynamic work environment, and opportunities for professional growth.
- Why this job: Join a top-performing team and make an impact in high-frequency trading.
- 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 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 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. We all know that sometimes it’s not just what you know, but who you know!
✨Tip Number 2
Prepare for those interviews by brushing up on your C++ skills and understanding of machine learning techniques. Practice coding challenges and be ready to discuss your past projects. We want you to shine and show off your expertise!
✨Tip Number 3
Don’t forget to showcase your passion for high-frequency trading! Share your insights on market trends or recent developments in algorithmic trading during conversations. It’ll help us see your enthusiasm and commitment to the field.
✨Tip Number 4
Apply directly through our website! It’s the best way to ensure your application gets noticed. Plus, we love seeing candidates who take the initiative to connect with us directly. Let’s make it happen together!
We think you need these skills to ace Quantitative Researcher (HFT Futures) in 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 our needs. Be specific about your experiences and how they relate to the responsibilities outlined in the job description.
Showcase Your Technical Skills: Don’t forget to emphasise your technical skills, especially in C++. Mention any projects where you’ve optimised performance or worked on low-latency systems. This is crucial for us as we focus on building robust trading infrastructure.
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’re considered for the role without any hiccups!
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 how you've applied statistical and machine learning techniques to real-world problems, especially in high-frequency trading contexts.
✨Understand Market Microstructure
Familiarise yourself with market microstructure concepts and be prepared to discuss how they relate to price dynamics and trading strategies. Being able to articulate your understanding of order books and short-horizon signals will impress your interviewers.
✨Ask Insightful Questions
Interviews are a two-way street, so come prepared with thoughtful questions about the firm's trading strategies and technology stack. This shows your genuine interest in the role and helps you assess if the company is the right fit for you.
