Quantitative Research Analyst

Our client a high-frequency proprietary trading firm founded in 1998, seeks experienced Quantitative Research Analysts. As a member of one of Tower’s trading teams, a Quantitative Research Analyst will be using Tower’s in-house trading system—one of the fastest and most comprehensive in the world—to develop and deploy algorithmic trading strategies based on patterns in market behavior. ResponsibilitiesDesigning, implementing, and deploying high-frequency trading algorithms Exploring trading ideas by analyzing market data and market micro-structure for patterns Creating tools to analyze data for patterns Contributing to libraries of analytical computations to support market data analysis and trading Developing, augmenting, and calibrating exchange simulators QualificationsA PhD from a top-tier university 1-3 years of research experience in high-frequency trading A strong background in mathematics and statistics Proficiency in back-testing, simulation, and statistical techniques (auto-regression, auto-correlation, and Principal Component Analysis) Solid data-mining and analysis skills, including experience dealing with a large amount of data/tick data Familiarity with signal generation and statistical models Strong programming skills in C++, MATLAB, and R BenefitsCompetitive salary and performance-based bonuses 5 weeks of paid vacation plus paid holidays Free breakfast, lunch, and snacks on a daily basis Reimbursement for health and wellness expenses #LI-ND1 #ZipSPG