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 capturesBecome familiar with the details of specific markets, attend presentations and liaise with exchange counterpartsResearch exchange features, capabilities, and architectureAutomate collection and visualization of metrics that quantify efficacy of exchange communicationFormulate and conduct controlled experiments that measure impact of calculated changes to HRT's trading infrastructureCommunicate ideas, requirements, and results across disparate teamsImprove fill rate of our hardware-based trading strategyReduce incidence of cancel-reject responsesInvestigate and report details of various latency-sensitive exchangesProfile
You possess a degree in Data Analytics or a related fieldYou can collect and interpret network and/or financial market dataYou have professional experience in latency reduction, preferably in financeYou have a basic understanding of proprietary trading and exchange technologiesSkills
Proficiency in data analytics including statistics, data visualization, and working with large data setsBasic understanding of TCP and UDP network protocolsExtensive experience with Python and relevant data libraries (Pandas, Numpy/Scipy)Some familiarity with the details of modern computer systems and networksExperience with real time exchange market data and order entry a plusAnnual 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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