We are seeking experienced software engineers to join our effort in developing the next generation of trading strategies at Hudson River Trading. As a quantitative research engineer, you will be embedded within a trading team focused on building the technology that powers our medium-frequency systematic trading capabilities. Responsibilities
- Improve the performance and reliability of our signal research, historical simulation, portfolio construction, and optimization platforms
- Build new tools for conducting statistical analysis over large datasets
- Design infrastructure that effectively leverages our cutting-edge compute cluster
- Work with quantitative researchers to translate their needs into scalable, standardized solutions
- Develop and execute pipelines for onboarding new data sources for ingestion in research and production
- Establish an engineering culture within the trading team, advocating for coding best practices and guiding adoption decisions for open-source tools and packages Requirements
- Degree in computer science, engineering, or a similar technical discipline
- 3+ years of professional software engineering experience with Python as a primary language
- Significant experience working with Python scientific computing packages (numpy, scipy, pandas, matplotlib, sklearn, etc.)
- Commitment to building well-designed, reliable, and maintainable software
- Passion for building tools that empower researchers
- Outstanding work ethic and ability to thrive in a fast-paced environment
- Strong quantitative reasoning skills and an interest in working at the intersection of research and software engineering 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. #J-18808-Ljbffr