Mid-Frequency Quant Researcher: Prototyping to Production

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

Job summary

Hudson River Trading is seeking quantitative researchers to develop mid-frequency systematic trading strategies. You will apply rigorous statistical methods to diverse datasets and build models predicting market behavior, leveraging HRT’s research infrastructure.

Successful candidates will contribute to alpha generation and portfolio construction, while writing production-ready code. Strong programming interest and Python proficiency are essential; C++ knowledge is a plus.

Qualifications

• 3+ years of stat-arb experience required.
• Degree in statistics, CS, physics, math, or econ required.
• Proven ability to work with large noisy real-world datasets.

Responsibilities

• Develop alpha generation, portfolio construction/optimization, and trade execution models.
• Prototype and productionalize research ideas in code.
• Collaborate with researchers to refine trading models.

Skills

Stat-arb experience

Quantitative background

Academic credentials

Large datasets research

Attention to detail

Work ethic

Python for data analysis

C++ familiarity

Education

Quantitative/technical degree

Tools

Python

C++

Job description

Hudson River Trading is seeking quantitative researchers to develop mid-frequency systematic trading strategies. You will apply rigorous statistical methods to diverse datasets and build models predicting market behavior, leveraging HRT’s research infrastructure.

Successful candidates will contribute to alpha generation and portfolio construction, while writing production-ready code. Strong programming interest and Python proficiency are essential; C++ knowledge is a plus.