Hudson River Trading (HRT) is looking to solve complex problems in trading by building and deploying cutting-edge systems within an advanced computing environment. They need Research Engineers to work closely with Algo Developer (Quant Research) trading teams to design, build, and deploy sophisticated trading strategies and systems.
Requirements
- Strong understanding of data structures, algorithms, and design principles.
- Candidates should be prepared for technical interviews in either Python or C++.
- Experience with python numerical, ML and data-oriented libraries is a big plus (e.g. pandas, scikit, pytorch, etc.)
- Experience with supporting internal users is preferred; bonus if you have real hands-on experience with quant research and/or ML/Deep Learning platforms.
- Optimize existing codebases for performance, reliability, and efficiency.
- Debug complex issues across distributed systems in a time-sensitive environment.
- The ability to thoughtfully, methodically, and reliably deploy new software and features is a critical skill.
Responsibilities
- Designing highly customized quantitative systems that enable Algo Developers to easily express and backtest new predictive signals.
- Building world-class research tooling to speed up Algo Developers’ research iteration.
- Aiding the development and deployment of very large deep learning models for HRT’s live trading.
- Improving HRT’s monetization systems which turn our predictions into profitable trades.
- Evaluating sim vs. live differences to improve the fidelity of our simulations.
- Building systems to monitor and manage live trading.
- Design, develop, and maintain robust, performant, and scalable software systems.
Other
- Kindness and empathy is a real requirement. No “smart jerks” at HRT.
- Excellent communication skills, both written and verbal.
- Previous experience at a top-tier finance or technology company with an excellent track record of rapid advancement and superlative reviews.
- If you have management experience, that’s always a bonus – but even so, expect to code!
- HRT ships every day.
