Hudson River Trading (HRT) is looking to build and maintain models that drive their trading by applying rigorous statistical analysis to vast quantities of market and financial data to produce predictive trading models.
Requirements
- Fluency in Python
- Experience with statistical analysis, numerical programming, or machine learning in Python, Pandas/Numpy, R, and/or MATLAB
- Brilliant analytical and problem-solving skills
- 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
- apply your advanced academic research experience and expertise to impactful real world problems in trading across time horizons and machine learning strategies
Other
- You’re excited to apply your research expertise to identify new opportunities in worldwide markets
- You enjoy both self-guided research and collaborating with others to analyze and fix problems efficiently
- You are a critical thinker who can learn and implement new skills in a fast-changing environment
- You are a full-time PhD student in a quantitative discipline (math, physics, computer science, statistics, or a related program) who is eligible for full-time roles in 2026
