Summary
Join Tower Research Capital, a high-frequency proprietary trading firm, as a PhD Quantitative Trader Intern to collaborate with bright minds and create cutting-edge technology. As a Quantitative Trader Intern, you'll draw upon your computer science, mathematical, and analytical abilities to develop complex code used to grow our business and increase the efficiency of the global financial markets.
Requirements
- Availability for 4-6 months during the spring or fall quarter
- PhD students preferred
- Majoring in mathematics, statistics, physics, electrical engineering, computer science, economics, or related fields
- A strong background in C++, R, Python, or an object-oriented programming language
- Strong problem-solving abilities
- A passion for new technologies and ideas
- The ability to manage multiple tasks in a fast-paced environment
- Strong communication skills
- Experience with machine learning (a plus)
Responsibilities
- Designing, implementing, and deploying high-frequency trading algorithms
- Working with a dedicated mentor to research and enhance existing trading strategies
- Exploring trading ideas by analyzing market data and market microstructure 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
Benefits
- Competitive compensation package
- Housing accommodation
- Free breakfast, lunch, and snacks on a daily basis
- Exciting networking and social events (past events include Broadway shows, Escape Rooms, cooking classes)
- Opportunities to learn from senior management across the firm
- Mentors from your alma mater and other top institutions
