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C++ Quantitative Developer/Research Engineer: Proprietary Trading (Miami)

  • C++ Quantitative Developer/Research Engineer: Proprietary Trading (Miami) job type Posted on: Nov 04, 2026
  • C++ Quantitative Developer/Research Engineer: Proprietary Trading (Miami) experience level Thurn Partners
  • C++ Quantitative Developer/Research Engineer: Proprietary Trading (Miami) employment type Miami, Florida
  • C++ Quantitative Developer/Research Engineer: Proprietary Trading (Miami) employment type Remote
  • C++ Quantitative Developer/Research Engineer: Proprietary Trading (Miami) salary Full-time

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Job Title :

C++ Quantitative Developer/Research Engineer: Proprietary Trading (Miami)

Job Type :

Full-Time

Job Location :

Miami Florida United States

Remote :

Yes

Jobcon Logo Job Description :

A global leading proprietary trading firm is looking to hire a Quantitative Developer to join a low-latency team trading futures at high frequencies. Working with quantitative researchers, you will own the production of strategic trading algorithms with the of goal alpha generation. From hypothesis to deployment, you will be responsible for building back-testing and simulation environments where performance is measured in nanoseconds and results are visible immediately. Day-to-Day ResponsibilitiesPartner directly with quantitative researchers to design, back-test, and deployment of high-frequency futures strategies.You will investigate market microstructure at the finest level of granularity - how orders arrive, queue, and move prices - and translate that understanding into optimized, production-grade C++.You will build and maintain the simulation, data pipeline, and research infrastructure that lets ideas get tested and iterated at speed.The team is small, the ownership is real, and your work is visible to the top of the engineering organization.Your ProfileYou have expert-level C++ and a proven track record building high-performance software, with deep understanding of memory, caches, concurrency, and profiling. Professional grade C++ is mandatory.You are equally comfortable reasoning about a statistical model and reading a flame graph.You have worked at a trading firm, exchange, or similarly latency-obsessed environment - or you are an exceptional systems engineer with a demonstrated and genuine interest in markets.Curiosity about how markets work is non-negotiable. The interview tests for it early.Pre-ApplicationPlease do not apply if you’re looking for 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.Your application is subject to our privacy policy (thurnpartners.com/privacy-policy).

Jobcon Logo Position Details

Posted:

Nov 04, 2026

Reference Number:

10440_4475256411

Employment:

Full-time

City:

Miami

Job Origin:

APPCAST_CPC

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A global leading proprietary trading firm is looking to hire a Quantitative Developer to join a low-latency team trading futures at high frequencies. Working with quantitative researchers, you will own the production of strategic trading algorithms with the of goal alpha generation. From hypothesis to deployment, you will be responsible for building back-testing and simulation environments where performance is measured in nanoseconds and results are visible immediately. Day-to-Day ResponsibilitiesPartner directly with quantitative researchers to design, back-test, and deployment of high-frequency futures strategies.You will investigate market microstructure at the finest level of granularity - how orders arrive, queue, and move prices - and translate that understanding into optimized, production-grade C++.You will build and maintain the simulation, data pipeline, and research infrastructure that lets ideas get tested and iterated at speed.The team is small, the ownership is real, and your work is visible to the top of the engineering organization.Your ProfileYou have expert-level C++ and a proven track record building high-performance software, with deep understanding of memory, caches, concurrency, and profiling. Professional grade C++ is mandatory.You are equally comfortable reasoning about a statistical model and reading a flame graph.You have worked at a trading firm, exchange, or similarly latency-obsessed environment - or you are an exceptional systems engineer with a demonstrated and genuine interest in markets.Curiosity about how markets work is non-negotiable. The interview tests for it early.Pre-ApplicationPlease do not apply if you’re looking for 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.Your application is subject to our privacy policy (thurnpartners.com/privacy-policy).

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