Hudson River Trading (HRT) is seeking a Quantitative Researcher to develop mid-frequency systematic trading strategies. The role involves applying statistical methods to datasets and implementing trading models. This is a growing area, offering opportunities to contribute to strategy development.Responsibilities:
Prototyping and conducting research into various strategy components
Writing code to productionalize ideas
Collaborating with other researchers to develop new ideas and refine existing trading models
Requirements:
3+ years of prior work experience in stat-arb required
Degree in a quantitative or technical discipline
Exceptional academic credentials
Demonstrated ability to conduct research using large, noisy, real-world datasets
Exceptional attention to detail
Outstanding work ethic
Strong numerical programming skills, including proficiency in Python
Experience with C++ a plus
HRT offers:
Opportunity to work on cutting-edge algorithmic trading strategies
Hudson River Trading (HRT) is a global algorithmic trading firm that applies a scientific approach to trading financial products. The company has built a sophisticated computing environment for research and development, fostering innovation in algorithmic trading. HRT utilizes cutting-edge automation across its organization, and values collaboration, transparency, and diverse expertise. They operate large-scale distributed compute clusters and petabyte-scale storage layers, with a focus on state-of-the-art hardware and operating systems. The company has worldwide operations.