Hudson River Trading is looking to solve the problem of designing, improving, and maintaining the technology that powers its worldwide trading, specifically in the area of Options Market Making.
Requirements
- Advanced C++ experience is required, daily use preferred
- Familiarity with Python preferred
- Knowledge of UNIX operating systems (we use Linux), system/processor performance, and network communication
- Experience working on a live trading platform that trades US options
- Experience collaborating closely with quantitative researchers & traders preferred
- Superior design, debugging, and problem solving skills
Responsibilities
- building direct access to global option exchanges
- solving performance & scaling issues
- developing tools & datasets to accelerate quantitative research
- troubleshooting smaller tasks and bug fixes with agility
- making progress on long-term architectural projects
- writing trading algorithms
- monitoring trading
Other
- Bachelor's degree in Computer Science, Engineering, or a related field
- Motivated and driven to make things better
- Capable of solving complex engineering problems independently and providing technical advice for others in areas of your expertise
- Ability to work collaboratively with quantitative researchers, traders, and developers
- Openness and transparency, and celebration of great ideas from HRT veterans and new hires alike
