Experienced Algo Engineer
At Hudson River Trading (HRT) we are mathematicians, computer scientists, statisticians, physicists and engineers. We research and develop automated trading algorithms using advanced mathematical techniques. We have built one of the world's most sophisticated computing environments, and our researchers are at the forefront of innovation in the world of algorithmic trading.
Job Description
At Hudson River Trading (HRT), we program computers to intelligently trade on the stock market, and make the world’s markets more financially efficient using smart algorithms. Algo Engineers (AEs) are programmers who develop the software that powers our trading and research. They are the type of engineers that thrive on constant interaction and discussion, and they don’t mind juggling a few projects at once – from long-term new system roll-outs to fire-fighting live issues.
We’re looking for an Algo Engineer to join our high frequency trading team here in New York. In this role, you will join a team that's embedded in our HFT business and will be tasked with building and maintaining critical trading infrastructure and research tooling to optimize our high frequency effort across major global exchanges.
Our environment is particularly well-suited to driven, self-motivated programmers. We apply a bottom-up approach that encourages everyone on the team to generate ideas and dictate the direction of projects together. We pride ourselves on writing clean code and building thoughtfully-designed systems.
Responsibilities
- Partner with researchers and traders to build and expand our high frequency trading platform and research environment
- Lead the implementation and optimization of our research tools
- Participate in projects to accelerate our trading strategy implementation and deployment, improve our backtesting infrastructure, and automate and improve our trade management
- Manage codebase quality and build out and maintain critical data pipelines
Qualifications
- Bachelor's degree in Computer Science, Engineering, or a related field
- Advanced C++ experience is required (daily use preferred)
- Experience collaborating closely with quantitative researchers & traders required
- Experience working on a HFT system required
- Phenomenal design, debugging, and problem solving skills
- Knowledge of UNIX operating systems (we use Linux), system/processor performance, and network communication preferred
- Familiarity with Python preferred
Annual base salary range of $175,000 to $250,000. Pay (base and bonus) may vary depending on job-related skills and experience. A sign-on and discretionary performance bonus may be provided as part of the total compensation package, in addition to company-paid medical and/or other benefits.
At Hudson River Trading (HRT), we program computers to intelligently trade on the stock market, and make the world’s markets more financially efficient using smart algorithms. Algo Engineers (AEs) are programmers who develop the software that powers our trading and research. They are the type of engineers that thrive on constant interaction and discussion, and they don’t mind juggling a few projects at once – from long-term new system roll-outs to fire-fighting live issues.
We’re looking for an Algo Engineer to join our high frequency trading team here in New York. In this role, you will join a team that's embedded in our HFT business and will be tasked with building and maintaining critical trading infrastructure and research tooling to optimize our high frequency effort across major global exchanges.
Our environment is particularly well-suited to driven, self-motivated programmers. We apply a bottom-up approach that encourages everyone on the team to generate ideas and dictate the direction of projects together. We pride ourselves on writing clean code and building thoughtfully-designed systems.
Responsibilities
- Partner with researchers and traders to build and expand our high frequency trading platform and research environment
- Lead the implementation and optimization of our research tools
- Participate in projects to accelerate our trading strategy implementation and deployment, improve our backtesting infrastructure, and automate and improve our trade management
- Manage codebase quality and build out and maintain critical data pipelines
Qualifications
- Bachelor's degree in Computer Science, Engineering, or a related field
- Advanced C++ experience is required (daily use preferred)
- Experience collaborating closely with quantitative researchers & traders required
- Experience working on a HFT system required
- Phenomenal design, debugging, and problem solving skills
- Knowledge of UNIX operating systems (we use Linux), system/processor performance, and network communication preferred
- Familiarity with Python preferred
Annual base salary range of $175,000 to $250,000. Pay (base and bonus) may vary depending on job-related skills and experience. A sign-on and discretionary performance bonus may be provided as part of the total compensation package, in addition to company-paid medical and/or other benefits.
