Mid-Frequency Quant Researcher: From Research to Production

Trading Interview; New York (NY); On-site; USD 175,000 - 300,000; Full time

Job summary

Hudson River Trading (HRT) seeks quantitative researchers to join our efforts in developing mid-frequency systematic trading strategies. Analysts will apply rigorous statistical methods on diverse datasets and implement trading models based on novel market predictions, leveraging HRT’s research and trading infrastructure.

Successful candidates will contribute to all aspects of strategy development, including alpha generation, portfolio construction/optimization and trade execution algorithms.

Qualifications

• 3+ years of experience in stat-arb research.
• Degree in a quantitative or technical discipline.
• Experience analyzing large noisy datasets.
• Strong attention to detail and rigorous approach.
• Programming experience required; Python proficiency essential; C++ a plus.
• Outstanding work ethic in a fast-paced environment.

Responsibilities

• Prototype and productionize trading models.
• Analyze datasets to generate novel market predictions.
• Contribute to alpha generation and portfolio construction.
• Collaborate with researchers on strategy development.

Skills

Python for data analysis

C++

Education

Degree in quantitative or technical discipline

Tools

NumPy/SciPy

Pandas

Job description

Hudson River Trading (HRT) seeks quantitative researchers to join our efforts in developing mid-frequency systematic trading strategies. Analysts will apply rigorous statistical methods on diverse datasets and implement trading models based on novel market predictions, leveraging HRT’s research and trading infrastructure.

Successful candidates will contribute to all aspects of strategy development, including alpha generation, portfolio construction/optimization and trade execution algorithms.