ALGORITHM DEVELOPER

Responsibilities

• Use Python, C++ and various computer-assisted tools to develop algorithms to analyze the co-movement of asset returns across global and US markets, and incorporate these algorithms into our trading strategies (25%).
• Verify mathematical accuracy of machine-learning produced models (10%).
• Use mathematical, computer-assisted, statistical and analytical techniques to develop computer-based predictive trading and advanced models that forecast the short and long-term performance of investment products (40%).
• Develop, improve, and operate the system for scalable back-testing of trading strategies on a distributed computing platform (15%).
• Use C++, Python and object-oriented design skills to conduct data analysis with large-scale datasets in a latency-sensitive production environment, and develop, improve and operate systems and tools for live trading management and post-trade analysis (10%).

Qualifications

• Master's degree (U.S. or foreign equivalent) in Operations Research, Statistics, Mathematics, or a related field, plus one (1) year of experience in the position offered, or as Quantitative Research Associate, or related experience.

All required experience must have included

• Experience using Python and C++ to develop algorithms to analyze the co-movement of asset returns.
• Experience resolving operational issues by testing optimization strategies, troubleshooting and modifying software applications and advanced statistical models using Python and C++.
• Experience verifying 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.

Pay and benefits

Employer will accept any amount of professional experience with the required skills. Salary Range: $200K-300K

Hudson River Trading (HRT) brings a scientific approach to trading financial products. We have built one of the world's most sophisticated computing environments for research and development. Our researchers are at the forefront of innovation in the world of algorithmic trading.

At HRT we welcome a variety of expertise: mathematics and computer science, physics and engineering, media and tech. We're a community of self-starters who are motivated by the excitement of being at the cutting edge of automation in every part of our organization-from trading, to business operations, to recruiting and beyond. We value openness and transparency, and celebrate great ideas from HRT veterans and new hires alike.

At HRT we're friends and colleagues - whether we are sharing a meal, playing the latest board game, or writing elegant code. We embrace a culture of togetherness that extends far beyond the walls of our office.

Feel like you belong at HRT? Our goal is to find the best people and bring them together to do great work in a place where everyone is valued. HRT is proud of our diverse staff; we have offices all over the globe and benefit from our varied and unique perspectives.

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