Quantitative Trading Research Engineer Intern

Tower Research Capital; Paris; Sur place; EUR 17 000 - 23 000; Plein temps

Avantages offerts par ce poste

Competitive compensation package

Free breakfast, lunch, and snacks

Networking and social events

Mentors from your alma mater

Opportunities to learn from senior mgm

Résumé du poste

Tower Research Capital, a leading quantitative trading firm, invites a six-month internship starting February 2027 for master's students in CS, engineering or applied math. You will work with on-site researchers to iterate research processes and develop Python tools used in trading strategies, contributing to the desk’s quantitative trading efforts.

The role emphasizes learning large-scale systems, exposure to C++ and scripting, and collaboration across a global research team.

Qualifications

• Final-year Master’s student in CS, Engineering, Applied Math, or related field.
• Strong interest in quantitative finance and software development.
• Solid Python programming with NumPy, Pandas, or Polars exposure.
• Curious, problem-solving mindset and eagerness to grow in a fast-paced, collaborative environment.
• Good communication and ability to work in a distributed team.

Responsabilités

• Iterating quickly with on-site quantitative researchers to improve the desk’s quantitative trading strategies P&L.
• Developing Python tools used in trading strategies research.
• Improving the existing simulation/backtest framework.
• Help global research team on EMEA-related research via various communication channels.

Connaissances

Python

NumPy

Pandas

Polars

C++

Bash

Problem solving

Communication

Team collaboration

Formation

Master's degree in Computer Science

Outils

NumPy

Pandas

Polars

Git

Description du poste

Tower Research Capital, a leading quantitative trading firm, invites a six-month internship starting February 2027 for master's students in CS, engineering or applied math. You will work with on-site researchers to iterate research processes and develop Python tools used in trading strategies, contributing to the desk’s quantitative trading efforts.

The role emphasizes learning large-scale systems, exposure to C++ and scripting, and collaboration across a global research team.