full-time
C++ Low Latency - Quantitative Developer
Thurn Partners
- Employer
- Thurn Partners
- Location
- New York
- Working pattern
- on-site
About the role
Collaborate with quantitative researchers to develop and deploy high-frequency futures strategies, taking ideas from hypothesis through live trading. Analyze how orders affect prices, write high-performance production C++, and build tools that enable large-scale strategy testing. Expert C++ skills, deep knowledge of memory, caches, and concurrency, and strong mathematics and statistics are required. Python and trading or exchange experience are preferred; candidates should also demonstrate genuine curiosity about markets, and must be able to live and work in the United States or be eligible for sponsorship.