Data-Driven Latency Engineer (Junior Quant)

Hudson River Trading; Chicago (IL); On-site; USD 200,000 - 300,000; Full time

Job summary

Hudson River Trading in Chicago is seeking curious, thoughtful engineers to join the Market Structure Analysis team as a Quantitative Latency Engineer. You will apply data-driven methods to optimize trading tech and real-time interactions with financial markets globally.

Responsibilities include analyzing large datasets, building Python-based tools, designing experiments, and collaborating with cross-functional teams to improve latency and understand exchange technology.

Qualifications

• Technical degree or equivalent practical experience.
• Experience with Python and Pandas.
• Statistical analysis and data visualization with large datasets.
• Curiosity about financial systems and ability to learn quickly.

Responsibilities

• Contribute directly to impactful improvements to HRT’s low-latency trading systems
• Analyze large datasets to understand how complex systems and networks behave in real-world conditions
• Build Python-based tools and scripts to collect, clean, and visualize data
• Design and run experiments to measure the impact of changes
• Collaborate with Algorithm Development, Trading Technology, and Business Development teams
• Liaise with exchanges globally to understand their technology and changes

Skills

Python

Data analytics

Statistical analysis

Analytical thinking

Cross-functional collaboration

Education

Technical degree or equivalent practical experience

Tools

Pandas

Job description

Hudson River Trading in Chicago is seeking curious, thoughtful engineers to join the Market Structure Analysis team as a Quantitative Latency Engineer. You will apply data-driven methods to optimize trading tech and real-time interactions with financial markets globally.

Responsibilities include analyzing large datasets, building Python-based tools, designing experiments, and collaborating with cross-functional teams to improve latency and understand exchange technology.