Quantitative Researcher (Mulitple Openings)
Tower Research CapitalAbout the Role
Tower is home to some of the world's best systematic trading and engineering talent, and this role sits within a firm built on a high-performance platform and independent trading teams. The position involves designing, implementing and deploying trading algorithms, researching high to mid frequency alphas, and exploring trading ideas by analyzing market data, market microstructure and alternate data for patterns.
- Creating tools to analyze data for patterns and developing data platforms
- Contributing to libraries of analytical computations to support market data analysis and trading
- Developing, augmenting and calibrating exchange simulators
- Integrating market intuition and discretionary oversight to manage live execution
Responsibilities
- Designing, implementing and deploying trading algorithms
- Researching high to mid frequency alphas
- Exploring trading ideas by analyzing market data, market microstructure and alternate data for patterns
- Creating tools to analyze data for patterns and developing data platforms
- Contributing to libraries of analytical computations to support market data analysis and trading
- Developing, augmenting and calibrating exchange simulators
- Integrating market intuition and discretionary oversight to manage live execution
Requirements
- PhD degree or foreign equivalent in Mathematics, Statistics, Computer Science, or related STEM field
- Skills with the following required: Deep Learning (Neural Architectures), specifically Generative Models or Reinforcement Learning
- Applied Mathematics, specifically Calculus, Linear Algebra, and Optimization Theory
- Statistics, specifically Interference and Signal Processing, Advanced Time-Series Analysis, Information Theory, or Statistical Arbitrage
- Back-testing, simulation, and statistical techniques including auto-regression, auto-correlation and Principal Component Analysis
- Data mining and analysis skills, including experience dealing with a large amount of data/tick data
- Signal generation and statistical models
- Programming skills in Python and C++
- Experience may be gained in paid and unpaid positions
- Skills may be gained through academic coursework and concurrently while pursuing academic studies
What You'll Get
- $150k–$250k base salary
- Generous paid time off policies
- Savings plans and other financial wellness tools available in each region
- Hybrid working opportunities
- Free breakfast, lunch, and snacks daily
- In-office wellness experiences and reimbursement for select wellness expenses (e.g., gym, personal training and more)
- Company-sponsored sports teams and fitness events (JPM Corporate Challenge, Cycle for Survival, Wall Street Rides FAR and more)
- Volunteer opportunities and charitable giving
- Social events, happy hours, treats, and celebrations throughout the year
- Workshops and continuous learning opportunities