Quantitative Researcher (Job # ID: 00097686) (Tower Research Capital LLC; Chicago, IL): Creating analysis tools to research trading opportunities from market data, identifying latency requirements, alpha horizons, and PNL impact. Developing, augmenting and calibrating exchange simulators to faithfully replay these market events. Researching market microstructure. Creating high to mid frequency alphas from market data. Profiling performance of existing ultra-low latency trading strategies. Researching, designing, implementing, and deploying new ultra-low latency trading strategies. Creating post-trade tools to monitor trading performance and competitiveness. Must be able to work onsite at the corporate office 3 or more days per week.

Minimum requirements: Bachelor’s degree or foreign equivalent in Mathematics, Statistics, Computer Science or related field, plus 5 years of experience in a Quantitative Researcher or Quantitative Developer position, job offered, or related occupation.

Must have:

Skills with the following required:

1. 3 years of experience with machine learning modeling.
2. Low latency trading.
3. Mathematics and statistics, specifically machine learning techniques that deal with large data sets.
4. Financial instruments and their derivatives.
5. CME microstructures and market data protocol.
6. Python for scientific computing.
7. C++ language for designing patterns and template meta-programming.

Salary: $150,000.00 to $250,000.00 per year

For full benefits visit: https://tower-research.com/careers/

Apply online at https://tower-research.com/open-positions/ or send resume to Tower HR at us-ta@tower-research.com & indicate job # ID 00097686.

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