Tower Research Capital
Quantitative Research Internship - 6 Months, Central Execution Research
Eligibility
- Must be a current student pursuing a PhD or equivalent quantitative degree
A 6-month internship focused on execution research in quantitative trading at Tower Research Capital, involving modeling, simulation, and market microstructure analysis.
Responsibilities
- Exploring execution and trading ideas by analysing market microstructure for patterns in liquidity, trading costs, and execution outcomes.
- Building tools, simulations, and analytics to support trading and execution decisions
- Contributing to research libraries and production workflows for execution analysis
- Designing and evaluating models; performing causal analysis
- Working with large, noisy datasets and building robust data-processing and model-calibration pipelines
Requirements
- A current student from a top-tier university pursuing a PhD in Mathematics, Statistics, Computer Science, Financial Engineering, Physics, Operations Research, Economics, or an equivalent quantitative discipline
- A strong grounding in mathematics, statistics, optimization, and machine learning
- In depth data-mining and analysis skills
- Strong programming skills in one or more of Python, C++ and Rust
- An interest in in market microstructure, optimal execution, causal inference, and quantitative trading
- Familiarity with large financial, tick, or order-book datasets, market microstructure, transaction cost analysis, market impact, simulation, or optimal execution is a plus but not required
- Internship can start on a timeline convenient to you, preferably within 6 months preferred
Skills
- Mathematics
- Statistics
- Optimization
- Machine Learning
- Data-mining
- Python
- C++
- Rust
- Market Microstructure Analysis
- Employer posted
- Last checked