Market Structure Optimization Engineer
Confirmed live in the last 24 hours
Hudson River Trading

501-1,000 employees

Multi-asset class quantitative trading firm
Quantitative Finance
Company Overview
Hudson River Trading's mission is to bring a scientific and technological approach to financial trading.
Locations
Chicago, IL, USA
Experience Level
Entry
Junior
Mid
Senior
Expert
Desired Skills
Data Analysis
NumPy
Pandas
Python
TCP/IP
CategoriesNew
Quantitative Finance
Requirements
  • 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
  • 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
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