What are the responsibilities and job description for the Quantitative Developer, Low-Latency Futures position at Thurn Partners?
A leading global trading firm is hiring a Quantitative Developer into a low-latency team trading futures at a high-frequency trading firm, based in New York. The seat sits at the exact junction of quantitative research and production engineering: turning hypotheses about market microstructure into measurable trading outcomes, and building the systems that make that loop fast. It reports into senior research-engineering leadership.
What you'll do:
- Partner with quantitative researchers to design, test and deploy high-frequency futures strategies, owning the path from hypothesis to production.
- Investigate market microstructure at the finest grain: how orders arrive, queue and move prices, and where measurable edge actually lives.
- Translate mathematical models into highly optimised, production-grade C , and profile relentlessly - performance wins here are visible in results, fast.
- Build the research infrastructure around the strategies: simulation, data pipelines and tooling that let ideas be tested at scale.
- Work across modern hardware - CPU, GPU and TPU - choosing the right silicon for each problem.
Your profile:
- Expert-level C with a track record of building high-performance software, and deep systems understanding: memory, caches, concurrency, profiling.
- Strong mathematical and statistical foundations - equally comfortable reasoning about a model and reading a flame graph.
- Python for research tooling.
- Industry experience at a trading firm, exchange or similarly latency-obsessed environment is strongly preferred; exceptional systems engineers with a demonstrated interest in markets (internships, credible side projects) will be considered.
- Genuine curiosity about markets is non-negotiable - the interview process tests it early, and candidates who see finance as interchangeable with any other C job do not progress.
Why this role:
Most engineering roles in trading are adjacent to the research; this one is inside it. You own outcomes, not tickets: the hypothesis, the implementation and the measurement all pass through your hands, on a team small enough that your work is visible to the very top of the engineering organisation.
Pre-Application:
- This is a full-time, on-site role based in New York; fully remote candidates will not be considered.
- Applicants must have the right to live and work in the US, or be eligible for sponsorship (confirmed case by case).
- Please ensure you meet the required experience prior to applying.
- Allow 1-5 working days for a response to any job enquiry.
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Salary : $600,000 - $2,000,000