Production Trader – Market Making
A trader on a market-making team in futures, ETFs and stocks running fully automated, low-latency strategies. The role monitors systems and manages risk and pricing.
What you’d work on
Our reading of the posting: what a new hire in this role would most likely spend their first months on.
- Run and monitor live automated trading systems
- Manage book sizes and risk
- Price ETFs, EFPs and BTICs
- Suggest strategy and system improvements with quants and IT
What they ask for
Required
- Master's or PhD in a STEM field
- 3–7 years in finance
- Back-testing and simulation
- Statistics (autoregression, PCA)
- Tick-data analysis
- Python
- Linux and SQL
Preferred
- Quantitative trading experience
- Education
- Master's or PhD in mathematics, statistics, computer science or equivalent.
- Experience
- 3–7 years in the financial industry
- Languages and tools
- Markets
- futures, equities
How to prepare
- Learn how ETFs, EFPs and BTICs are priced
- Analyse tick data in Python and test simple signals
- Study market-making inventory and risk
- Review time-series methods like autocorrelation and PCA
What to study
- Financial Instruments, Markets and Conventions
- Market Microstructure and Execution
- Econometrics and Financial Time Series
- Python for Quantitative Finance
The HFT Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on Tower Research Capital’s site before applying: requirements, location and pay can change after we check them.
View the posting on Tower Research Capital’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Tower Research Capital and doesn’t handle applications.