Junior Quant Latency Engineer: Data-Driven Focus

Aplaro Ltd; New York, Chicago (NY, IL); On-site; USD 200,000 - 300,000; Full time

Benefits offered by this job

Competitive benefits package

Job summary

Hudson River Trading is seeking curious, thoughtful engineers to join our Market Structure Analysis team as Quantitative Latency Engineers in New York. You’ll apply data-driven methods to understand and optimize trading technology and real-time interactions with global markets across traditional and crypto venues.

No prior finance experience is required. You will build Python-based tools, analyze large datasets, design experiments, and collaborate with Algorithm Development, Trading Technology,

Qualifications

• A technical degree or equivalent practical experience.
• Experience with Python and Pandas.
• Proficiency in data analytics including statistics, data visualization, and working with large data sets.
• Strong curiosity about how financial systems, networks, and cutting‑edge technology work, and a willingness to learn new concepts quickly.
• Ability to think analytically, ask insightful questions, and approach unfamiliar problems methodically.
• Strong cross‑functional communication skills and an interest in collaborating with others.

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, such as exchange technology and performance of HRT systems.
• Build Python-based tools and scripts to collect, clean, and visualize data in a clear and actionable way.
• Design and run experiments to measure the impact of changes and identify opportunities for improvement.
• Collaborate closely with HRT’s Algorithm Development, Trading Technology, and Business Development teams to discover, research, and implement improvements to HRT’s architecture.
• Liaise with exchanges globally to better understand their technology and stay up to date on changes and improvements.

Skills

Analytical thinking

Cross-functional communication

Curiosity

Education

Bachelor's degree in a technical field

Tools

Python

Pandas

Job description

Hudson River Trading is seeking curious, thoughtful engineers to join our Market Structure Analysis team as Quantitative Latency Engineers in New York. You’ll apply data-driven methods to understand and optimize trading technology and real-time interactions with global markets across traditional and crypto venues.

No prior finance experience is required. You will build Python-based tools, analyze large datasets, design experiments, and collaborate with Algorithm Development, Trading Technology,