At a Glance
- 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.
- Other info: Ideal for those passionate about finance, technology, and innovation.
- 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.
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
Thurn Partners is an exceptional employer that prioritises a people-first culture, fostering an environment where talent development and coaching are at the forefront. Located in London, this role offers ample opportunities for professional growth within a high-performance sales team, allowing you to make a meaningful impact while advancing your career. Join us to be part of a dynamic team that values collaboration and continuous learning.
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We think this is how you could land Quantitative Researcher (HFT Futures)
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We think you need these skills to ace Quantitative Researcher (HFT Futures)
Some tips for your application 🫡
Show Off Your Projects:In the world of data science, your projects can speak volumes about your skills. Make sure to showcase a few key projects in your CV or portfolio, especially those that highlight your ability to work with data sets, build models, or use relevant tools like Python, R, or SQL. Don’t forget to include links to any GitHub repositories if applicable!
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✨Brush Up on Your Statistics
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✨Prepare for Case Studies
Expect to encounter real-world case studies during the interview. We might be asked how we’d approach a data problem or analyse a dataset to extract insights. It's essential to think out loud and demonstrate our problem-solving process so that the interviewer can see our logical thinking in action.
