Quantitative Researcher (Multiple Openings) (Job # ID 00098198) (Tower Research Capital LLC; New York, NY):
Designing, implementing and deploying trading algorithms. Researching high to mid frequency alphas. Exploring trading ideas by analyzing market data, market microstructure and alternate data for patterns. Creating tools to analyze data for patterns and developing data platforms. Contributing to libraries of analytical computations to support market data analysis and trading. Developing, augmenting and calibrating exchange simulators. Integrating market intuition and discretionary oversight to manage live execution.
Minimum requirements: PhD degree or foreign equivalent in Mathematics, Statistics, Computer Science, or related STEM field.
Skills with the following required:
- Deep Learning (Neural Architectures), specifically Generative Models or Reinforcement Learning
- Applied Mathematics, specifically Calculus, Linear Algebra, and Optimization Theory
- Statistics, specifically Interference and Signal Processing, Advanced Time-Series Analysis, Information Theory, or Statistical Arbitrage
- Back-testing, simulation, and statistical techniques including auto-regression, auto-correlation and Principal Component Analysis
- Data mining and analysis skills, including experience dealing with a large amount of data/tick data
- Signal generation and statistical models
- Programming skills in Python and C++
Experience may be gained in paid and unpaid positions
Skills may be gained through academic coursework and concurrently while pursuing academic studies
Salary: $150,000.00 to $250,000.00 per year
Apply online at https://tower-research.com/open-positions/ or send resume to Tower HR at us-ta@tower-research.com & indicate job # ID 00098198.
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