Develop algorithms to analyze the co-movement of asset returns across global and US markets and incorporate these algorithms into trading strategies for Hudson Trading
Requirements
- Python
- C++
- Object-oriented design skills
- Experience using Python and C++ to develop algorithms to analyze the co-movement of asset returns
- Experience resolving operational issues by testing optimization strategies, troubleshooting, and modifying software applications and advanced statistical models using Python and C++
- Experience verifying math accuracy of ML produced models
Responsibilities
- Develop algorithms to analyze the co-movement of asset returns across global and US markets
- Incorporate algorithms into trading strategies
- Verify math accuracy of ML produced models
- Develop computer-based predictive trading and advisory models that forecast the short and long-term performance of investment products
- Develop, improve, and operate systems for scalable back-testing of trading strategies on a distributed computing platform
- Conduct data analysis with large-scale datasets in a latency-sensitive production environment
- Develop, improve, and operate systems and tools for live trading management and post-trade analysis
Other
- Bachelor's degree (U.S. or foreign equivalent) in Physics, Math, Stats, or a related field
- At least 1 year of experience in the position offered, or Algorithm Development, or related experience
- Ability to work in a latency-sensitive production environment
- Email resume to HRTresumes@hudson-trading.com with reference code YH148589
- US or foreign equivalent degree
