Quantitative Trader/Researcher – 2027
A graduate role on a high-frequency trading team, researching and deploying algorithms and handling live trading issues. It also involves some campus recruiting.
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.
- Design and deploy HFT algorithms
- Explore ideas in market data and microstructure
- Build analytics tools and libraries
- Calibrate exchange simulators
- Handle real-time trading issues
What they ask for
Required
- Degree in computer science, maths, physics or engineering
- 0–2 years' experience
- C++ or Python
- Linux/Unix
- Problem solving
- Interest in markets
Preferred
- Industry experience
- Olympiads or teaching
- ML and data modelling
- Education
- Bachelor's, master's or PhD in computer science, maths, physics, electrical engineering or related.
- Experience
- 0–2 years
- Languages and tools
How to prepare
- Build and backtest a microstructure signal
- Learn order-book dynamics
- Practise probability and coding
- Study exchange simulation
What to study
- Market Microstructure and Execution
- Statistical Arbitrage
- Python for Quantitative Finance
- Probability, Statistics and Financial Data
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.