Hudson River Trading is hiring a Market Structure Optimization Engineer for our brand new Market Structure Analytics team. In joining this team, you will be responsible for employing data-driven methodologies to minimize friction in our real-time interaction with financial markets. This role is crucial to helping HRT optimize the way we connect with unique trading venues.
As a Market Structure Optimization Engineer you ll have an incredible opportunity to make an immediate and direct impact through measurable improvements to the performance of HRT s trading.
Responsibilities
- Analyze time series network and exchange protocol captures
- Become familiar with the details of specific markets, attend presentations and liaise with exchange counterparts
- Research exchange features, capabilities, and architecture
- Automate collection and visualization of metrics that quantify efficacy of exchange communication
- Formulate and conduct controlled experiments that measure impact of calculated changes to HRT s trading infrastructure
- Communicate ideas, requirements, and results across disparate teams
- Improve fill rate of our hardware-based trading strategy
- Reduce incidence of cancel-reject responses
- Investigate and report details of various latency-sensitive exchanges
Profile
- You possess a degree in Data Analytics or a related field
- You can collect and interpret network and/or financial market data
- You have professional experience in latency reduction, preferably in finance
- You have a basic understanding of proprietary trading and exchange technologies
Skills
- Proficiency in data analytics including statistics, data visualization, and working with large data sets
- Basic understanding of TCP and UDP network protocols
- Extensive experience with Python and relevant data libraries (Pandas, Numpy/Scipy)
- Some familiarity with the details of modern computer systems and networks
- Experience with real time exchange market data and order entry a plus
Annual base salary range of $150,000 to $200,000. 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.
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