Quantitative Trader / Researcher – EMEA
A trader/researcher role on a trading team, building algorithms on the firm's in-house system. Strategies target patterns in market behaviour at high to mid frequency.
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.
- Research high to mid frequency alphas
- Design and deploy trading algorithms
- Analyse market data and alternative data
- Build analytics tools and libraries
- Calibrate exchange simulators
What they ask for
Required
- STEM degree
- Strong maths and statistics
- Back-testing and simulation
- Autoregression and PCA
- Large tick-data analysis
- Signal generation
- Python and/or C++
Preferred
- Quantitative trading experience
- Education
- Bachelor's, master's or PhD from a top university in maths, statistics, computer science or similar.
- Experience
- Prior quant trading preferred but not required
- Languages and tools
How to prepare
- Build a signal on tick data and backtest it
- Revise time series methods
- Study microstructure
- Practise Python or C++
What to study
- Statistical Arbitrage
- Econometrics and Financial Time Series
- Market Microstructure and Execution
- Quantitative Research, Data and Backtesting
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.