Hudson Trading is looking to solve the problem of optimizing and expanding their market-making strategies in US equity markets. This involves researching, developing, and implementing advanced algorithms and trading systems to improve performance, forecast investment product performance, and integrate cutting-edge academic research into their trading infrastructure.
Requirements
- Exp using Python & C++ to dev algos to analyze the co-mvmt of asset returns.
- Exp resolving op issues by testing opt strats, trblshting & mod sw apps & adv stat models using Python & C++.
- Exp verifying math accuracy of ML produced models.
- Exp conducting data analysis w/ large-scale datasets in a lat-sensitive production envrnmt using C++ & Python.
- Sophisticated comp theories & principles, incl Monte Carlo sims, sublinear & inference algos & ntwk coding theory.
- Knowledge of US equity mkt struc & regs & comp-assisted stat tchnqs.
- C++, Python & obj-oriented design skills.
Responsibilities
- Direct rsrch & trading for all mkt making strats in US eqty mkts, incl maintaining & improving these strats by synthesizing & applying adv comp eng concepts, such as distrib computing & massive data algos.
- Lead the explrtn & expansion of trading on alt trading sys, coordinating the effort across multi teams.
- Use knwldg of US equity mkt struc & regs & comp-assisted stat tchnqs to analyze mkt data & engr & dev data-driven pred financial models & trading strats that forecast the perf of fin invstmt prods.
- Use C++ to implmnt & test trading strats based on pred fin models.
- Lead long-term rsrch & dvlpmt projs to incorp adv academic rsrch on ML & comp eng into the firm's rsrch & trading infra, & eval existing infra using these adv concepts.
- Use C++, Python & obj-oriented design skills to conduct data analysis w/ lg-scale datasets in a lat-sensitive prod envrnmnt, & dev, imprv & op sys & tools for live trading mngmt & post-trade analysis.
Other
- PhD (U.S. or foreign equiv) in Biophysics, Math, Stats, or rel quant field; OR Master's (U.S. or foreign equiv) in Biophysics, Math, Stats, or rel quant field, plus 2 yrs of exp in the pos offered or as an Algo Dev, Quant Rsrchr, or rel exp.
- Employer will accept any amt of prof exp w/ the req'd skills.
