'Detonate' - Low Level C++ Platform (Automated Trading)

4 weeks ago


New York, United States Thurn Partners Full time

The firm blurs the industry lines between trading and tech. Everything they do has always been code driven, and they house some of the most talented scientists and mathematicians on the planet, and retain them with exciting problems and unrivalled packages. Their trading models until now have revolved around complexity of alternative data and machine learning techniques. This has allowed them to trade very effectively across horizons of hours, days and weeks.


Their next venture is to trade more intraday and specifically at nanosecond and microsecond speeds; often referred to as High Frequency trading. They don’t have the infrastructure in place to do this currently, and so are looking to carve a low level, distributed and low latency C++ trading platform. This will be extreme QPS and terabyte+ scale and will encompass components to process data at lightning speed, send orders to the exchange and execute trades rapidly. Think ‘Colossus’ at Google, ‘Tectonic’ at Meta and other low level caching ecosystems.


These sort of challenges are precisely why Computer Scientists go into the quant trading realm. The tangible impact, quick implementation and flat structure with no politics are the cherry on the top.


Required background:


  • C++ expertise is virtually indispensable. OCaml might be feasible as long as there is appetite to use C++ moving forward.
  • Computer Science or Electrical Engineering degree is essential – they do place emphasis on academic pedigree so grade and institution taken into account.
  • 2+ years professional experience, unless finishing a PhD in CompSci. This needs to be on relevant, low level and data heavy systems.
  • Communication ability for interaction and collaboration with Quant Researchers and ML Scientists will be important.


Pre-Application:

  • Please do not apply if you're looking for a contract or remote work.
  • You must be eligible to live and work in the US, without requiring sponsorship.
  • Please ensure you meet the required experience section prior to applying.
  • Allow 1-5 working days for a response to any job enquiry.
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