Experienced Research Engineer

Hudson River Trading (HRT) is a quantitative trading firm at the forefront of technological innovation. We build and deploy cutting edge systems within one of the world's most advanced computing environments to power our global trading operations. Our non siloed, collaborative coding environment empowers talented engineers to make significant contributions and see their impact daily. At HRT, you'll be challenged to solve the most complex problems in trading alongside many of the brightest minds in the field.

We are seeking highly motivated and skilled Research Engineers who will work very closely with our Algo Developer (Quant Research) trading teams. These roles require exceptional programming fundamentals, a strong user focus, and the ability to thrive in a fast paced environment with constantly evolving requirements. Multitasking and context switching are inherent aspects of this role, through which you will gain insight into the ideation and execution of some of the world's most sophisticated trading strategies.

Research Engineers at HRT work on a wide variety of projects. Examples include:

• Designing highly customized quantitative systems that enable Algo Developers to easily express and backtest new predictive signals.
• Building world class research tooling to speed up Algo Developers' research iteration.
• Aiding the development and deployment of very large deep learning models for HRT's live trading.
• Improving HRT's monetization systems which turn our predictions into profitable trades.
• Evaluating sim vs. live differences to improve the fidelity of our simulations.
• Building systems to monitor and manage live trading.
• Specializing in specific time horizons, from high frequency trading to mid to low frequency hedge fund style strategies.
• Working across a very wide variety of asset classes (from equities to fixed income to options) and regions (from North America to Asia Pacific) - you'll interact with markets across the world!

Responsibilities

• Design, develop, and maintain robust, performant, and scalable software systems.
• Optimize existing codebases for performance, reliability, and efficiency.
• Debug complex issues across distributed systems in a time sensitive environment.
• Optimize both the mechanics and ergonomics of Algo Developer research workflows; this requires developing a deep intuition for research methodologies.
• Balance the short term goals of individual trading teams with the longer term goals of HRT's generalized trading platforms across trading teams. Because we don't work in a pod environment, REs on different trading teams are expected to share technology and ideas.

Qualifications

• Bachelor's or Master's degree in Computer Science, Engineering, or a related technical field. Challenging classes, programs, and projects are preferred.
• Previous experience at a top tier finance or technology company with an excellent track record of rapid advancement and superlative reviews.
• Experience with supporting internal users is preferred; bonus if you have real hands on experience with quant research and/or ML/Deep Learning platforms.
• Experience with python numerical, ML and data oriented libraries is a big plus (e.g. pandas, scikit, pytorch, etc.)
• Candidates should be prepared for technical interviews in either Python or C++. While there is no hard language requirement for RE roles, proficiency in one of these languages will be assessed during the interview process.
• Kindness and empathy is a real requirement. No "smart jerks" at HRT.
• Strong understanding of data structures, algorithms, and design principles.
• Excellent communication skills, both written and verbal.
• HRT ships every day. The ability to thoughtfully, methodically, and reliably deploy new software and features is a critical skill.
• If you have management experience, that's always a bonus - but even so, expect to code!

For more info about interviewing at HRT, see this blog !

Culture

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's 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. HRT is an equal opportunity employer; so whoever you are we'd love to get to know you.

Voluntary Self Identification

HRT is committed to providing equal employment opportunities for all groups. We care deeply about cultivating diversity and inclusion within our organization. For this reason, we invite you to voluntarily self identify by answering the questions below. We do not discriminate based on any of these factors and any information collected will be kept completely confidential during your recruitment process. This information is used solely to support our commitment to equal employment opportunity and to comply with applicable laws that require this information to be summarized and reported to State and Federal Governments for civil rights enforcement purposes.