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 platformsBuild new tools for conducting statistical analysis over large datasetsDesign infrastructure that effectively leverages our cutting-edge compute clusterWork with quantitative researchers to translate their needs into scalable, standardized solutionsDevelop and execute pipelines for onboarding new data sources for ingestion in research and productionEstablish an engineering culture within the trading team, advocating for coding best practices and guiding adoption decisions for open-source tools and packagesRequirements

Degree in computer science, engineering, or a similar technical discipline3+ years of professional software engineering experience with Python as a primary languageSignificant experience working with Python scientific computing packages (numpy, scipy, pandas, matplotlib, sklearn, etc.)Commitment to building well-designed, reliable, and maintainable softwarePassion for building tools that empower researchersOutstanding work ethic and ability to thrive in a fast-paced environmentStrong quantitative reasoning skills and an interest in working at the intersection of research and software engineeringAnnual 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.

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