Quant jobs / Tower Research Capital

Quantitative Researcher – Central Execution Desk

A research role improving execution quality for trading teams, using market impact, cost analysis and causal inference. It sits on a central desk serving global teams.

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.

Model market impact, slippage and fill quality
Run A/B tests on execution changes
Evaluate brokers, algos and venues
Build optimisation models for execution
Build tools for traders and PMs

What they ask for

Required

2–5 years' quant research
Statistics and time series
Experiment design and optimisation
Machine learning
Large financial datasets
Strong Python
Market microstructure

Preferred

C++ or Rust
Convex optimisation
Causal inference
Market impact models
Stochastic control
Publications

Education: Bachelor's or master's in a quantitative field; PhD preferred.
Experience: 2–5 years of quant research, ideally execution or microstructure
Languages and tools: Python
C++
Rust
Markets: multi-asset

How to prepare

Estimate a square-root market-impact model on public data
Study transaction cost analysis
Learn causal inference and A/B testing
Review optimal execution (Almgren-Chriss)

What to study

The HFT Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

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.