Market Structure Optimization Engineer

Job Description

Hudson River Trading is seeking a Market Structure Optimization Engineer to join their Market Structure Analytics team. This individual will employ data-driven techniques to minimize friction in real-time interactions with financial markets. The role is crucial for optimizing the way HRT connects with unique trading venues, offering a direct impact on the company's trading performance.Responsibilities include:

• Analyzing time series network and exchange protocol captures.
• Becoming familiar with specific markets and liaising with exchange counterparts.
• Researching exchange features, capabilities, and architecture.
• Automating collection and visualization of metrics.
• Formulating and conducting controlled experiments.
• Communicating ideas and requirements across teams.
• Improving fill rate of hardware-based trading strategy.
• Reducing cancel-reject responses.
• Investigating and reporting details of latency-sensitive exchanges.

Requirements include:

• Proficiency in data analytics, including statistics and data visualization.
• Experience working with large data sets.
• Basic understanding of TCP and UDP network protocols.
• Extensive experience with Python and relevant data libraries (Pandas, Numpy/Scipy).
• A degree in Data Analytics or a related field.
• Professional experience in latency reduction, preferably in finance.
• Basic understanding of proprietary trading and exchange technologies

HRT offers: