Hudson River Trading (HRT) is seeking exceptional full-time PhD students to join our Algorithm Development summer internship program to focus on the research and implementation of automated trading strategies.
Requirements
- Fluency in Python is a must
- Experience with statistical analysis, numerical programming, or machine learning in Python, Pandas/Numpy, R, and/or MATLAB
Responsibilities
- Use advanced research experience and expertise to apply academic research to impactful real world problems in trading across time horizons and machine learning strategies
- Leverage our proprietary infrastructure (Python/C++) in conjunction with third-party tools to conduct quantitative research and data analysis
- Use machine learning and time series techniques to derive novel insights on market behavior from large and complex datasets
- Use our industry-leading compute cluster to run simulations and crunch data
- Build predictive models for financial markets using a combination of market and non-market data
- Attend and participate in Tech Talks that provide an overview of markets and HRT’s trading philosophy
Other
- You are a full-time PhD student in a quantitative discipline (math, physics, computer science, statistics, operations research, machine learning etc.) with a planned graduation timeline of 2027 or 2028
- You’re excited to apply your research expertise to identify new opportunities in worldwide markets
- Strong communication skills
