Quant Research Engineer - ML-Driven Trading Systems

Wehrtyou; Greater London; On-site; GBP 151,000 - 227,000; Full time

Job summary

Hudson River Trading (HRT) is a leading quantitative trading firm that builds cutting-edge systems to power global trading operations. We seek highly motivated Research Engineers to work with Algo Developer teams, designing scalable software and optimizing performance in a fast-paced setting.

Responsibilities include developing robust systems, debugging distributed architectures, and enhancing research workflows.

Qualifications

• Bachelor's or Master's in CS/Engineering or related field.
• Top-tier finance or technology firm experience with rapid advancement.
• Experience supporting internal users; ML/quant research exposure is a plus.
• Proficiency in Python or C++; interview will assess.
• Strong communication and knowledge of data structures and algorithms.

Responsibilities

• Design, develop, and maintain robust, scalable software systems.
• Optimize code for performance, reliability, and efficiency.
• Debug complex issues across distributed systems in a time-sensitive environment.
• Improve research workflows for Algo Developer research teams.
• Share technology across trading teams and collaborate across segments.

Skills

Programming fundamentals

User focus

Multitasking

Distributed systems

Python or C++

Education

Bachelor's or Master's in CS/Engineering

Tools

Python

C++

Pandas

PyTorch

Job description

Hudson River Trading (HRT) is a leading quantitative trading firm that builds cutting-edge systems to power global trading operations. We seek highly motivated Research Engineers to work with Algo Developer teams, designing scalable software and optimizing performance in a fast-paced setting.

Responsibilities include developing robust systems, debugging distributed architectures, and enhancing research workflows.