Quantitative Software Engineer (Mid-Frequency)

We are seeking experienced software engineers to join our effort in developing the next generation of trading strategies at Hudson River Trading. As a quantitative research engineer, you will be embedded within a trading team focused on building the technology that powers our medium-frequency systematic trading capabilities.

Responsibilities

• Improve the performance and reliability of our signal research, historical simulation, portfolio construction, and optimization platforms
• Build new tools for conducting statistical analysis over large datasets
• Design infrastructure that effectively leverages our cutting-edge compute cluster
• Work with quantitative researchers to translate their needs into scalable, standardized solutions
• Develop and execute pipelines for onboarding new data sources for ingestion in research and production
• Establish an engineering culture within the trading team, advocating for coding best practices and guiding adoption decisions for open-source tools and packages

Requirements

• Degree in computer science, engineering, or a similar technical discipline
• 3+ years of professional software engineering experience with Python as a primary language
• Significant experience working with Python scientific computing packages (numpy, scipy, pandas, matplotlib, sklearn, etc.)
• Commitment to building well-designed, reliable, and maintainable software
• Passion for building tools that empower researchers
• Outstanding work ethic and ability to thrive in a fast-paced environment
• Strong quantitative reasoning skills and an interest in working at the intersection of research and software engineering

Annual base salary range of $175,000 to $250,000. Pay (base and bonus) may vary depending on job-related skills and experience. A sign-on and discretionary performance bonus may be provided as part of the total compensation package, in addition to company-paid medical and/or other benefits.