Hiring: Quantitative Developer, Low-Latency Futures Company: Thurn Partners Location: New York, United States Job Posted Time: 2026-09-16 18:21:24 Employment Type: Full-time / Remote Target Skills & Keywords : C++, Data Pipeline, Python About the job Required Skills: •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. •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. •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. Compensation: •$600,000 - $2,000,000 / year Interested candidates, please apply directly through the job posting on company's career page or try via AI auto apply on this platform. Don't miss this opportunity to join a forward-thinking team!