Hudson River Trading
Market Structure Optimization Engineer
Hudson River Trading, New York, New York, us, 10261
Hudson River Trading is hiring a Market Structure Optimization Engineer for our brand new Market Structure Analytics team. In joining this team, you will be responsible for employing data-driven methodologies to minimize friction in our real-time interaction with financial markets. This role is crucial to helping HRT optimize the way we connect with unique trading venues.
As a Market Structure Optimization Engineer you’ll have an incredible opportunity to make an immediate and direct impact through measurable improvements to the performance of HRT’s trading.
Responsibilities
Analyze time series network and exchange protocol captures
Become familiar with the details of specific markets, attend presentations and liaise with exchange counterparts
Research exchange features, capabilities, and architecture
Automate collection and visualization of metrics that quantify efficacy of exchange communication
Formulate and conduct controlled experiments that measure impact of calculated changes to HRT’s trading infrastructure
Communicate ideas, requirements, and results across disparate teams
Improve fill rate of our hardware-based trading strategy
Reduce incidence of cancel-reject responses
Investigate and report details of various latency-sensitive exchanges
Profile
You possess a degree in Data Analytics or a related field
You can collect and interpret network and/or financial market data
You have professional experience in latency reduction, preferably in finance
You have a basic understanding of proprietary trading and exchange technologies
Skills
Proficiency in data analytics including statistics, data visualization, and working with large data sets
Basic understanding of TCP and UDP network protocols
Extensive experience with Python and relevant data libraries (Pandas, Numpy/Scipy)
Some familiarity with the details of modern computer systems and networks
Experience with real time exchange market data and order entry a plus
Annual base salary range of $150,000 to $200,000. 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.
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As a Market Structure Optimization Engineer you’ll have an incredible opportunity to make an immediate and direct impact through measurable improvements to the performance of HRT’s trading.
Responsibilities
Analyze time series network and exchange protocol captures
Become familiar with the details of specific markets, attend presentations and liaise with exchange counterparts
Research exchange features, capabilities, and architecture
Automate collection and visualization of metrics that quantify efficacy of exchange communication
Formulate and conduct controlled experiments that measure impact of calculated changes to HRT’s trading infrastructure
Communicate ideas, requirements, and results across disparate teams
Improve fill rate of our hardware-based trading strategy
Reduce incidence of cancel-reject responses
Investigate and report details of various latency-sensitive exchanges
Profile
You possess a degree in Data Analytics or a related field
You can collect and interpret network and/or financial market data
You have professional experience in latency reduction, preferably in finance
You have a basic understanding of proprietary trading and exchange technologies
Skills
Proficiency in data analytics including statistics, data visualization, and working with large data sets
Basic understanding of TCP and UDP network protocols
Extensive experience with Python and relevant data libraries (Pandas, Numpy/Scipy)
Some familiarity with the details of modern computer systems and networks
Experience with real time exchange market data and order entry a plus
Annual base salary range of $150,000 to $200,000. 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.
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