Direct research and trading for all market making strategies in US equity markets, maintaining and improving these strategies by synthesizing and applying advanced computer engineering concepts
Requirements
- Experience using Python and C++ to develop algorithms to analyze the co-movement of asset returns
- Experience resolving operational issues by testing optimal strategies, troubleshooting, and modifying software applications and advanced statistical models using Python and C++
- Experience verifying the mathematical accuracy of machine learning-produced models
- Experience conducting data analysis with large-scale datasets in a latency-sensitive production environment using C++ and Python
- Knowledge of US equity market structure and regulations
- Knowledge of computer-assisted statistical techniques
- Proficiency in C++, Python, and object-oriented design skills
Responsibilities
- Lead the exploration and expansion of trading on alternative trading systems, coordinating the effort across multiple teams
- Analyze market data and engineer and develop data-driven predictive financial models and trading strategies that forecast the performance of financial investment products
- Implement and test trading strategies based on predictive financial models using C++
- Lead long-term research and development projects to incorporate advanced academic research on machine learning and computer engineering into the firm's research and trading infrastructure
- Evaluate existing infrastructure using advanced concepts such as Monte Carlo simulations, sublinear and inference algorithms, and network coding theory
- Conduct data analysis with large-scale datasets in a latency-sensitive production environment using C++, Python, and object-oriented design skills
- Develop, improve, and operate systems and tools for live trading management and post-trade analysis
Other
- Master's degree (U.S. or foreign equivalent) in Computer Science, Computer Engineering, Math, Statistics, or a related quantitative field
- At least 1 year of experience in the position offered as an Algorithm Developer or related experience
- Ability to work in a team environment
- Email resume to HRTresumes@hudson-trading.com with reference code WG148652
- Travel requirements not specified
