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Market Structure Optimization Engineer

AT Hudson River Trading
Hudson River Trading

Market Structure Optimization Engineer

New York, NY

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

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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

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

Culture

Hudson River Trading (HRT) brings a scientific approach to trading financial products. We have built one of the world's most sophisticated computing environments for research and development. Our researchers are at the forefront of innovation in the world of algorithmic trading.

At HRT we welcome a variety of expertise: mathematics and computer science, physics and engineering, media and tech. We’re a community of self-starters who are motivated by the excitement of being at the cutting edge of automation in every part of our organization—from trading, to business operations, to recruiting and beyond. We value openness and transparency, and celebrate great ideas from HRT veterans and new hires alike. At HRT we’re friends and colleagues – whether we are sharing a meal, playing the latest board game, or writing elegant code. We embrace a culture of togetherness that extends far beyond the walls of our office.

Feel like you belong at HRT? Our goal is to find the best people and bring them together to do great work in a place where everyone is valued. HRT is proud of our diverse staff; we have offices all over the globe and benefit from our varied and unique perspectives. HRT is an equal opportunity employer; so whoever you are we’d love to get to know you.

Client-provided location(s): New York, NY, USA; Chicago, IL, USA
Job ID: 6335251
Employment Type: Other

Perks and Benefits

  • Health and Wellness

    • Health Insurance
    • Dental Insurance
    • Vision Insurance
    • Life Insurance
    • Short-Term Disability
    • HSA With Employer Contribution
    • Fitness Subsidies
    • On-Site Gym
    • Mental Health Benefits
    • Virtual Fitness Classes
    • FSA
    • FSA With Employer Contribution
    • HSA
  • Parental Benefits

    • Family Support Resources
    • Fertility Benefits
    • Birth Parent or Maternity Leave
    • Non-Birth Parent or Paternity Leave
  • Work Flexibility

    • Hybrid Work Opportunities
    • Remote Work Opportunities
    • Work-From-Home Stipend
  • Office Life and Perks

    • Commuter Benefits Program
    • Casual Dress
    • Happy Hours
    • Snacks
    • Some Meals Provided
    • Company Outings
    • On-Site Cafeteria
    • Holiday Events
  • Vacation and Time Off

    • Paid Vacation
    • Paid Holidays
    • Personal/Sick Days
    • Sabbatical
  • Financial and Retirement

    • 401(K)
    • Performance Bonus
    • Relocation Assistance
    • 401(K) With Company Matching
  • Professional Development

    • Work Visa Sponsorship
    • Leadership Training Program
    • Associate or Rotational Training Program
    • Learning and Development Stipend
    • Promote From Within
    • Lunch and Learns
    • Internship Program
  • Diversity and Inclusion

    • Employee Resource Groups (ERG)
    • Founder led
    • Diversity, Equity, and Inclusion Program