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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.
Company: A leading proprietary trading firm specialising in high-frequency and systematic trading across global futures markets.
Location: London, United Kingdom.
Brief: 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).
Requirements:
- 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) employer: Thurn Partners
Contact Detail:
Thurn Partners Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Researcher (HFT Futures)
✨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 and show off your expertise.
✨Tip Number 2
Prepare for technical interviews by brushing up on your C++ skills and algorithmic trading concepts. Practice coding challenges and be ready to discuss your past projects and how you’ve applied machine learning techniques in real-world scenarios.
✨Tip Number 3
Don’t just apply blindly! Tailor your approach by researching the firm’s trading strategies and recent developments. Show them you’re genuinely interested and can contribute to their specific goals.
✨Tip Number 4
Use our website to find and apply for roles that match your skills. We’ve got a range of opportunities, and applying directly through us can give you an edge in the hiring process!
We think you need these skills to ace Quantitative Researcher (HFT Futures)
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your experience in quantitative research and algorithmic trading. We want to see how your skills in C++ and machine learning fit into the role, so don’t hold back on showcasing relevant projects!
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. Let us know what excites you about working at a leading proprietary trading firm.
Showcase Your Technical Skills: We’re looking for strong C++ skills, so make sure to mention any specific projects or experiences that demonstrate your expertise. If you've worked on low-latency systems or applied machine learning techniques, give us the details!
Apply Through Our Website: Don’t forget to submit your application through our website! It’s the best way for us to receive your materials and ensures you’re considered for the role. Plus, we love seeing applications come directly from our site!
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 these concepts will show that you’re not just technically skilled but also have a solid grasp of the trading environment.
✨Ask Insightful Questions
At the end of the interview, don’t forget to ask questions that show your interest in the role and the company. Inquire about their current trading strategies or how they leverage machine learning in their processes. This demonstrates your enthusiasm and helps you gauge if the firm is the right fit for you.
