Hudson River Trading (HRT) is looking to build and maintain models that drive their trading by applying rigorous statistical analysis to market and financial data to produce predictive trading models.
Requirements
- Experience programming in Python and/or C++
- Experience with statistical analysis, numerical programming, or machine learning in Python, Pandas/Numpy, R, and/or MATLAB
- Ability to work creatively and independently on long-term technical problems
Responsibilities
- building and maintaining the models that drive our trading
- applying rigorous statistical analysis to vast quantities of market and financial data to produce predictive trading models
- research, develop, and test novel order execution and model training methods to increase trading efficiency
- running models live on our high-performance trading infrastructure
- analyzing daily performance to maintain ongoing profitability
Other
- You are capable of working independently as well as part of a team
- You can analyze and fix problems efficiently
- You learn quickly and apply new skills effectively
- A passion for applying quantitative models and technology toward solving real-world problems
- Brilliant analytical and problem-solving skills