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Senior Algorithm Researcher, ETF Research

companyHRT Research LLC
locationNew York, NY 10007, USA
PublishedPublished: 9/7/2024

Senior Algorithm Researcher, ETF Research- New York, NY- Direct rsrch & trading for all mkt making & ETF strats in US equity mkts, incl maint & improv these strates by synthesizing & applying adv comp eng'g concepts, such as dist comp & massive data algos. Relying on soph comp theories & princpls, incl Monte Carlo sims, sublinear & inf algos & net coding theory, lead the explor & expan of trading on alt trading sys, coord'ing the effort across mult teams. Use knwldg of US equity mrkt strctr & regs & comp-assisted stat techs to analyze mkt data & eng & dev data-driven pred fin models & trading strats that forecast the perf of fin inv prods. Use C++ to impl & test trading strats based on pred fin models. Lead long-term ETF R&D projects to incorp adv academic rsrch on ML & comp eng into the firm's rsrch & trading infra, & eval existing infra using these adv concepts. Use C++, Python & object-oriented des skills to cond data analysis with large-scale datasets in a latency-sens prod env, & dev, improve & op sys & tools for live trading mgmt & post-trade analysis. Req's: PhD degree (U.S. or foreign equiv) in Comp Sci, Math, Stats, or a rel quant field; OR Master's degree (U.S. or foreign equiv) in Comp Sci, Math, Stats, or a rel quant field, plus 2 yrs of exp in the position offered or as Algo Dev or rel exp. All req'd exp must have incl: Exp using Python & C++ to dev algos to analyze the co-mvmnt of asset returns. Exp resol op issues by test optim strats, trblshtng & mod SW apps & adv stat models using Python & C++. Exp ver math accuracy of ML produced models. Exp cond data analysis with large-scale datasets in a latency-sens prod env using C++ & Python. Employer will accept any amt of prof exp with req'd skills. Salary Range: $185k-250k. To apply for this position: email your resume to HRTresumes@hudson-trading.com & ref code in subject line: YX014401.

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