About the job
Join Hudson River Trading (HRT), a leader in quantitative trading, where innovation meets technology. We design and implement state-of-the-art systems in one of the most sophisticated computing environments in the world, driving our global trading operations. In our collaborative and non-siloed coding culture, talented engineers can make meaningful contributions and witness their impact on a daily basis. At HRT, you will tackle complex trading challenges alongside some of the brightest minds in the industry.
We are on the lookout for highly motivated and skilled Research Engineers to collaborate closely with our Algorithm Development (Quant Research) teams. This role demands exceptional programming skills, a strong user-centric approach, and the ability to adapt in a dynamic environment with ever-changing requirements. You will engage in multitasking and context switching, gaining insights into the conception and execution of some of the most advanced trading strategies globally.
As a Research Engineer, you will contribute to diverse projects, including:
- Creating tailored quantitative systems that empower Algo Developers to easily articulate and backtest innovative predictive signals.
- Developing top-tier research tools to accelerate Algo Developers’ research cycles.
- Supporting the development and deployment of expansive deep learning models for HRT’s live trading operations.
- Enhancing HRT’s monetization systems that translate our predictions into profitable trades.
- Assessing simulation versus live performance discrepancies to refine the accuracy of our simulations.
- Designing systems for monitoring and managing live trading environments.
- Focusing on specific time horizons, ranging from high-frequency trading to mid-to-low frequency hedge fund strategies.
- Engaging with a wide array of asset classes across global markets, including equities, fixed income, and options.
