Quant jobs / Tower Research Capital

Quantitative Trader / Researcher – US

A trader-researcher role on one of Tower's independent trading teams, building and running algorithmic strategies on the firm's in-house platform. The work spans high- to mid-frequency alpha research and the tooling behind it.

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.

Test short-horizon signals on tick and market microstructure data
Calibrate and improve exchange simulators used for backtests
Add analytics functions to the team's shared libraries
Deploy a first algorithm and monitor how it trades live

What they ask for

Required

Strong mathematics and statistics
Backtesting and simulation
Auto-regression, autocorrelation and PCA
Large tick-data analysis
Signal generation and statistical models
Python or C++

Preferred

Prior quantitative trading experience

Education: Bachelor's, Master's or PhD in maths, statistics, computer science or an equivalent STEM subject.
Experience: Trading experience preferred but not required; suits new graduates and early-career candidates.
Languages and tools: Python
C++

How to prepare

Backtest a simple mean-reversion or momentum signal on tick data, with realistic fills
Revise time-series basics: autocorrelation, AR models, PCA
Read about limit order books and market microstructure
Write a small event-driven exchange simulator in Python or C++

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.