Hi, We're Hudson River Trading!

The hardware team at Hudson River Trading (HRT) creates ultra-low latency products to support our trading on global markets. High performance designs require even higher performance verification. Our ideal candidate is not only an ace tester, but a practicing toolsmith. You know the EDA landscape and want to be part of a team actively working to rethink, redesign, and surpass the status quo.

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We are looking for an experienced FPGA verification engineer who is skilled at writing testbenches and building verification environments to exercise complex hardware. FPGA verification is part of an innovative hardware team at HRT which is integral to the success of our trading. You can expect to always be challenged by the ever-changing financial markets as you work on critical hardware and software in an extremely fast-paced, real-time environment.

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Responsibilities

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• Creating testbenches and tests for our FPGA platform, leveraging an open source-based, highly flexible environment
• Writing detailed verification plans
• Quickly root-cause RTL bugs
• Collaborating directly with designers for rapid bringup of new projects and debugging of existing designs
• Managing regression and continuous integration infrastructure
• Developing and improving open-source and internal tools

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Qualifications

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• Excellent debug and analytical skills
• Strong background (4+ years) in RTL functional verification for FPGA or ASIC
• Experience with code and functional coverage collection/analysis
• Experience with Python
• Comfortable in a Linux environment
• Familiarity with Verilator and/or Cocotb preferred
• Experience with networking protocols preferred
• C++ experience is a plus
• A bachelor's degree in Computer or Electrical Engineering or a related field

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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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We are looking for engineers to power Hudson River Trading's continued expansion into global markets. As an engineer based out of our Singapore office, you will play a critical role in the process of establishing HRT's presence in Asia-Pacific markets and work closely with our algo and operations teams to ensure the continued success of our trading. You will also be deeply involved in the continuous, ongoing process of optimizing trading in markets HRT already has a presence in.

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In this role, you'll be expected to own the process of entering new markets and manage market changes over time. With this responsibility, you'll gain broad exposure to both the technical and business aspects of our trading operation. It is difficult to overstate the impact of this role - you will immediately contribute to the bottom line as HRT begins trading in markets it previously had no presence in and HRT’s trading in existing markets becomes more profitable.

​

Profile

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• In your spare time you: code, tinker, read, explore, break things, and have an insatiable curiosity for all things computer related... you'll find like-minded people here.
• You possess a bachelor's degree in Computer Science, Engineering or related field
• You are capable of working independently as well as part of a team
• You can analyze and fix problems quickly
• Can look at code, figure out how it works, and how to make it better
• Can describe software designs at a high level (the abstract interface), low level (step-by-step algorithm), or anywhere in between
• You really like to work with people who challenge you and make you better at what you do​

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Qualifications

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• C++ experience required
• Familiarity with UNIX operating systems and comfort at a command line
• Must be fluent (reading, writing and conversing) in English
• Adept at working independently and in self-management
• Experience developing market data and order entry systems a plus

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#LI-CP1

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We are looking for engineers to power Hudson River Trading's continued expansion into global markets. As an engineer based out of our Singapore office, you will play a critical role in the process of establishing HRT's presence in Asia-Pacific markets and work closely with our algo and operations teams to ensure the continued success of our trading. You will also be deeply involved in the continuous, ongoing process of optimizing trading in markets HRT already has a presence in.

​

In this role, you'll be expected to own the process of entering new markets and manage market changes over time. With this responsibility, you'll gain broad exposure to both the technical and business aspects of our trading operation. It is difficult to overstate the impact of this role - you will immediately contribute to the bottom line as HRT begins trading in markets it previously had no presence in and HRT’s trading in existing markets becomes more profitable.

​

Profile

​

• In your spare time you: code, tinker, read, explore, break things, and have an insatiable curiosity for all things computer related... you'll find like-minded people here.
• You possess a bachelor's degree in Computer Science, Engineering or related field
• You are capable of working independently as well as part of a team
• You can analyze and fix problems quickly
• Can look at code, figure out how it works, and how to make it better
• Can describe software designs at a high level (the abstract interface), low level (step-by-step algorithm), or anywhere in between
• You really like to work with people who challenge you and make you better at what you do​

​

Qualifications

​

• C++ experience required
• Familiarity with UNIX operating systems and comfort at a command line
• Must be fluent (reading, writing and conversing) in English
• Adept at working independently and in self-management
• Experience developing market data and order entry systems a plus

​

#LI-CP1

​

Hudson River Trading’s coders work on small, highly productive, and efficient teams that design, improve, and maintain the technology that powers worldwide trading —  at HRT, the code you write is our business. You’ll have an opportunity to work alongside a range of developers across the firm who write trading algorithms, monitor trading, build and maintain a world-class research environment, and more! 

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We are looking for highly skilled programmers who love to code and solve complex problems,  appreciate a culture of collaboration, and thrive in a performance-driven environment. You can always expect to be challenged by the ever-changing financial markets, and find yourself working on critical software in an extremely fast-paced, real-time environment.

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HRT's distributed system is on the Pareto frontier of latency and throughput, you’ll have limitless opportunity to continue to learn and develop deep knowledge of C++, OS internals, CPU architecture, and networking hardware and protocols.  

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Profile

​

• You’re one of the top devs in your current organization, as measured by productivity, technical capability, and helpfulness to other devs
• You are capable of working independently as well as part of a team
• You can analyze and fix problems quickly
• You can look at code, figure out how it works, and identify ways to make it better
• You can describe software designs at a high level (the abstract interface), low level (step-by-step algorithm), or anywhere in between
• You work well alongside people who challenge you and make you better at what you do​
• In your spare time you: code, tinker, read, explore, break things, and have an insatiable curiosity for all things computer related... you'll find like-minded people here.

​

Qualifications

​

• Bachelor's degree in Computer Science, Engineering, or related field
• Superior design, debugging, and problem solving skills
• Advanced C++ experience is required, daily use preferred
• Knowledge of UNIX operating systems (we use Linux), system/processor performance, and network communication

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Annual 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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Hudson River Trading (HRT) is looking for an IT Operations Engineer to join the Information Technology team. In this role, you will be responsible for the technical support of HRTers globally. You will partner with IT management to deliver on projects, meet SLAs, and improve internal processes.

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We’re looking for individuals who will be comfortable working in a fast-paced environment, and possess terrific communication and collaboration skills. The ideal candidate will bring a positive attitude with a customer service mindset to provide excellent support to our internal customers. The role is expected to be onsite up to 80% of the time.

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Responsibilities

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• Provide technical support to colleagues, on-site and remote, as it relates to end user hardware, software, and everything in between
• Escalate issues to the appropriate sub-teams as needed in a timely and efficient manner through various approved tools
• Assist with the administration of our tech stack with platforms such as Okta, Google Workspace, Jira, O365, Slack, Zoom, and much more
• Work with our Technical Procurement team to ensure assets are being tracked and maintained properly
• Share ownership of the user account and hardware onboarding process for your region
• Create and update documentation as needed to provide internal and external resources for teammates and colleagues
• Participate in an on-call IT support rotation, which can include weekends

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Qualifications

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• 5+ years experience of IT support in high-growth tech-centric companies
• Strong macOS, Linux, and Windows experience
• Experience with a variety of SaaS tools such as Okta, Google Workspace, Jira, Slack, and Zoom
• Experience using code revision control, including Git and others, with an understanding of supporting developers using CI/CD tooling
• A positive attitude and motivated by customer success
• A problem solver who thinks critically and independently about issues and can detect trends and patterns with ease

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.

​

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.

​

Hudson River Trading (HRT) is looking for a Database SRE to join our growing Research & Development team. This team builds and maintains an exceptionally large and growing distributed compute cluster, a petabyte-scale storage layer, operating systems, automation software, and development tools. Much of our hardware layer and operating system layer reflect the state-of-the-art at any given time.  

We are looking for an experienced Database SRE with solid Linux systems engineering skills. You’ll be at the forefront of designing, building, and maintaining HRT’s diverse production database infrastructure, focusing on performance, scalability, and reliability. This is a job for an engineer looking to make a real difference working with a small, focused team of like-minded database and systems engineers. 

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Responsibilities

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• Design, build, and maintain HRT’s SQL and NoSQL database infrastructure, supporting a globally distributed trading infrastructure and extending to large-scale research
• Configure and scale PostgreSQL and MySQL servers for trade-critical, real-time workflows
• Investigate and improve performance of PostgreSQL and MySQL queries and supporting infrastructure (Debian Linux)
• Transform the metrics and alerting landscape with Prometheus, VictoriaMetrics, and Grafana
• Architect and deploy Redis based key/value stores for current and future use-cases
• Engineer and apply infrastructure-as-code tools and services (Salt, Terraform, and others)
• Build and test proof of concept datastores to fit consumer use cases

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Qualifications

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• 5+ years of experience working in database management and infrastructure engineering
• Proven expertise in designing and implementing production database infrastructure, from security and replication to observability (monitoring, alerting, logging)
• Solid familiarity with state-of-the-art DB technologies and tradeoffs (distributed DBs, time-series DBs, relaxed consistency models, columnar storage)
• Experience with dynamic clustering solutions such as Patroni
• Strong knowledge and experience with Linux (especially Debian)
• Extensive experience with PostgreSQL or MySQL
• Solid programming with the ability to write Python with an understanding of data structures and the principles of software design
• Performance troubleshooting, and networking knowledge
• Experience with Redis, Prometheus, VictoriaMetrics and Grafana preferred
• Exceptional communication and project management skills - this role will require cross-collaboration with various stakeholders across HRT
• You are resourceful, have a sense of urgency, and are motivated to make things better

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Annual base salary range of $150,000 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.

​

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.

​

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.

​

Hudson River Trading (HRT) is looking for a Data Production Engineer to join our Data team. Data is at the core of everything we do at HRT; we excel at deriving deep insights from all types of data, allowing us to achieve consistent success in a dynamic market. 

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This role is an opportunity to work directly with live trading teams to support one of the largest automated trading systems in the world. You will write automation, explore data, work closely with our research and trading teams, and interact with a variety of external partners such as data providers, brokers, and exchanges. In addition to being a critical part of the trading process, you will have the opportunity to acquire, analyze, and prepare data for quantitative research. 

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Responsibilities

​

• Data Engineering: Write tools to classify, onboard, and reconcile data. Onboard datasets, explore data, and automate tasks using a modern Python data stack
• Data Analysis: Parse, analyze, and understand data sets. Perform data reconciliations, validations, and quality checks. Identify and develop new processes within the data request process to enrich data. Assist our researchers in cleaning and featurizing data
• Data Debugging: Find anomalies in derived datasets and trace the issues back to their source. This can include using a mix of deductive reasoning, technical analysis, and communicating with multiple stakeholders in a data pipeline
• Production Support: Provide proactive oversight of our data pipeline, handle inquiries from internal customers, and resolve issues under efficient turnaround times

​

Profile

​

• Track record of being detail-oriented and thorough
• You excel in problem solving and researching large datasets to resolve complex issues
• You have a collaborative attitude that lends itself to cross-team customers and projects
• You thrive in the fast-paced environment of a daily live trading operation

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Qualifications

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• 2+ years of experience in a data engineering/science role OR a degree in data science or a similar discipline
• Experience in Python strongly preferred
• Experience managing ETL pipelines is a plus
• Experience with financial datasets (e.g. Refinitiv, S&P, Bloomberg) is a big plus
• Comfortable with the Linux command line
• Experienced in at least one SQL dialect (PostgreSQL, MSSQL, MYSQL) and able to use others as needed
• Able to provide technical support in a production trading environment

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.

​

The Systems Development team at Hudson River Trading builds and maintains the platform that is shared by all Systems teams to provision, monitor, and manage our server and network infrastructure. As a Systems Software Engineer, you will develop tools in Python with a focus on improving development experience for users of our configuration management system, SaltStack. This role offers a unique opportunity to impact a critical part of our existing and growing infrastructure. You’ll improve and integrate our existing tools and libraries across the platform, as well as design and build new ones to make trading, research, installation, and monitoring systems easier to manage and more reliable. Strong Python skills, development experience, and some experience with Unix are required.

​

Responsibilities

​

• Building and maintaining tools and software features to automate systems engineering workflows related to machine provisioning, monitoring, metrics collection, maintenance, and network configuration
• Integrating and extending configuration management modules (SaltStack and Ansible) and tools
• Troubleshooting software bugs on a fleet of Linux machines, including application, network, operating system, and/or kernel issues
• Writing configuration management (SaltStack) code to build, deploy, and maintain new services
• Helping to set the general direction for the Systems Python platform, representing Salt users internally

​

Qualifications

​

Required:

​

• BS and/or MS in computer science or a related field
• 5+ years of relevant experience, including programming in Python
• Experience using automation to solve problems and improve processes efficiently
• Acts effectively as a team player but also works well independently
• Skilled at juggling multiple tasks while maintaining a high level of attention to detail
• Familiar with open-source software
• Strong Python programming skills
• Must be able to debug and analyze problems quickly
• Must be able to learn at a fast pace and apply new skills effectively
• Strong grasp of computer science fundamentals and software design patterns
• Solid understanding of Linux/UNIX operating systems

​

Preferred:

​

• Understanding of Debian operating system
• Proven experience with SaltStack internals or platform ownership
• Familiarity with systems configuration management and monitoring technologies
• Familiarity with continuous integration and continuous deployment tools and processes
• Understanding of networking protocols

​

Annual base salary range of $150,000 to $250,000. Pay (base and bonus) may vary depending on job-related skills and experience. A sign-on and discretionary performance bonus may also be provided as part of the total compensation package, in addition to company-paid medical and/or other benefits.

​

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.

​

Hudson River Trading’s coders work on small, highly productive, and efficient teams that design, improve, and maintain the technology that powers worldwide trading — at HRT, the code you write is our business. You’ll have an opportunity to work alongside a range of developers across the firm who write trading algorithms, monitor trading, build and maintain a world-class research environment, and more!

​

As a Treasury Infrastructure Software Engineer, you will be responsible for designing, developing, and maintaining software solutions that support our treasury functions. You will work closely with our Funding, Finance, and Optimization teams to ensure our treasury systems are efficient, secure, and scalable.

​

Responsibilities

​

• Software Development: Design, develop, and implement treasury software applications using C++, ensuring high performance and responsiveness
• System Integration: Collaborate with Treasury and Finance teams to integrate the software solutions with the existing platform
• Infrastructure Management: Maintain and optimize treasury infrastructure, including databases, cloud services, and network configuration
• Automation & Optimization: Identify opportunities for automation and process improvement within treasury operations
• Support & Troubleshooting: Provide technical support for treasury systems and resolve any issues promptly
• Compliance & Security: Ensure all treasury systems comply with regulatory requirements and security protocols

​

Qualifications

​

• Bachelor’s degree in Computer Science and/or a related field
• Proven experience building treasury infrastructure
• Strong proficiency in C++ programming and knowledge of object-oriented design principles
• Knowledge of treasury operations, cash management, and financial instruments is a plus
• Strong problem-solving skills and ability to work in a fast-paced environment
• Excellent communication skills and ability to collaborate with technical and non-technical teams
• Familiarity with database technologies (SQL, NoSQL) and data modeling are a plus

​

Annual base salary range of $150,000 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.

​

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.

​

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.

​

Hudson River Trading (HRT) is looking for a Data Production Engineer to join our Data team. Data is at the core of everything we do at HRT; we excel at deriving deep insights from all types of data, allowing us to achieve consistent success in a dynamic market. 

​

This role is an opportunity to work directly with live trading teams to support one of the largest automated trading systems in the world. You will write automation, explore data, work closely with our research and trading teams, and interact with a variety of external partners such as data providers, brokers, and exchanges. In addition to being a critical part of the trading process, you will have the opportunity to acquire, analyze, and prepare data for quantitative research. 

​

Responsibilities

​

• Data Engineering: Write tools to classify, onboard, and reconcile data. Onboard datasets, explore data, and automate tasks using a modern Python data stack
• Data Analysis: Parse, analyze, and understand data sets. Perform data reconciliations, validations, and quality checks. Identify and develop new processes within the data request process to enrich data. Assist our researchers in cleaning and featurizing data
• Data Debugging: Find anomalies in derived datasets and trace the issues back to their source. This can include using a mix of deductive reasoning, technical analysis, and communicating with multiple stakeholders in a data pipeline
• Production Support: Provide proactive oversight of our data pipeline, handle inquiries from internal customers, and resolve issues under efficient turnaround times

​

Profile

​

• Track record of being detail-oriented and thorough
• You excel in problem solving and researching large datasets to resolve complex issues
• You have a collaborative attitude that lends itself to cross-team customers and projects
• You thrive in the fast-paced environment of a daily live trading operation

​

Qualifications

​

• 2+ years of experience in a data engineering/science role OR a degree in data science or a similar discipline
• Experience in Python strongly preferred
• Experience managing ETL pipelines is a plus
• Experience with financial datasets (e.g. Refinitiv, S&P, Bloomberg) is a big plus
• Comfortable with the Linux command line
• Experienced in at least one SQL dialect (PostgreSQL, MSSQL, MYSQL) and able to use others as needed
• Able to provide technical support in a production trading environment

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.

​

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.

​

The Systems Development team at Hudson River Trading builds and maintains the platform that is shared by all Systems teams to provision, monitor, and manage our server and network infrastructure. As a Systems Software Engineer, you will develop tools in Python with a focus on improving development experience for users of our configuration management system, SaltStack. This role offers a unique opportunity to impact a critical part of our existing and growing infrastructure. You’ll improve and integrate our existing tools and libraries across the platform, as well as design and build new ones to make trading, research, installation, and monitoring systems easier to manage and more reliable. Strong Python skills, development experience, and some experience with Unix are required.

​

Responsibilities

​

• Building and maintaining tools and software features to automate systems engineering workflows related to machine provisioning, monitoring, metrics collection, maintenance, and network configuration
• Integrating and extending configuration management modules (SaltStack and Ansible) and tools
• Troubleshooting software bugs on a fleet of Linux machines, including application, network, operating system, and/or kernel issues
• Writing configuration management (SaltStack) code to build, deploy, and maintain new services
• Helping to set the general direction for the Systems Python platform, representing Salt users internally

​

Qualifications

​

Required:

​

• BS and/or MS in computer science or a related field
• 5+ years of relevant experience, including programming in Python
• Experience using automation to solve problems and improve processes efficiently
• Acts effectively as a team player but also works well independently
• Skilled at juggling multiple tasks while maintaining a high level of attention to detail
• Familiar with open-source software
• Strong Python programming skills
• Must be able to debug and analyze problems quickly
• Must be able to learn at a fast pace and apply new skills effectively
• Strong grasp of computer science fundamentals and software design patterns
• Solid understanding of Linux/UNIX operating systems

​

Preferred:

​

• Understanding of Debian operating system
• Proven experience with SaltStack internals or platform ownership
• Familiarity with systems configuration management and monitoring technologies
• Familiarity with continuous integration and continuous deployment tools and processes
• Understanding of networking protocols

​

Annual base salary range of $150,000 to $250,000. Pay (base and bonus) may vary depending on job-related skills and experience. A sign-on and discretionary performance bonus may also be provided as part of the total compensation package, in addition to company-paid medical and/or other benefits.

​

The Systems Development team at Hudson River Trading builds and maintains the platform that is shared by all Systems teams to provision, monitor, and manage our server and network infrastructure. As a Systems Software Engineer, you will develop tools in Python with a focus on improving development experience for users of our configuration management system, SaltStack. This role offers a unique opportunity to impact a critical part of our existing and growing infrastructure. You’ll improve and integrate our existing tools and libraries across the platform, as well as design and build new ones to make trading, research, installation, and monitoring systems easier to manage and more reliable. Strong Python skills, development experience, and some experience with Unix are required.

​

Responsibilities

​

• Building and maintaining tools and software features to automate systems engineering workflows related to machine provisioning, monitoring, metrics collection, maintenance, and network configuration
• Integrating and extending configuration management modules (SaltStack and Ansible) and tools
• Troubleshooting software bugs on a fleet of Linux machines, including application, network, operating system, and/or kernel issues
• Writing configuration management (SaltStack) code to build, deploy, and maintain new services
• Helping to set the general direction for the Systems Python platform, representing Salt users internally

​

Qualifications

​

Required:

​

• BS and/or MS in computer science or a related field
• 5+ years of relevant experience, including programming in Python
• Experience using automation to solve problems and improve processes efficiently
• Acts effectively as a team player but also works well independently
• Skilled at juggling multiple tasks while maintaining a high level of attention to detail
• Familiar with open-source software
• Strong Python programming skills
• Must be able to debug and analyze problems quickly
• Must be able to learn at a fast pace and apply new skills effectively
• Strong grasp of computer science fundamentals and software design patterns
• Solid understanding of Linux/UNIX operating systems

​

Preferred:

​

• Understanding of Debian operating system
• Proven experience with SaltStack internals or platform ownership
• Familiarity with systems configuration management and monitoring technologies
• Familiarity with continuous integration and continuous deployment tools and processes
• Understanding of networking protocols

​

Annual base salary range of $150,000 to $250,000. Pay (base and bonus) may vary depending on job-related skills and experience. A sign-on and discretionary performance bonus may also be provided as part of the total compensation package, in addition to company-paid medical and/or other benefits.

​

The Trade Operations (TradeOps) team is responsible for managing HRT’s live trading environment. The team creates and maintains one of the most robust and efficient trading platforms in the world. This includes configuring, monitoring, and optimizing the firm’s trading as well as handling risk, regulatory, and development tasks. The Trade Operations team focuses on automating manual tasks and preparing for the unexpected.

​

In a high performance environment, immediate detection and reaction to systems and trading issues is essential. That’s where HRT’s Trade Operations Engineers come in. You’ll be responsible for managing new initiatives and ensuring a smooth trading day. You will be tasked with understanding our market and broker relationships, technology requirements, and regulatory commitments. This person will also be the subject matter expert on recent changes to the production trading platform.

​

Responsibilities include handling order flow from HRT’s trading desks, responding to external market alerts and outages, and interfacing with exchanges and other external parties to support trading. The team’s scope covers everything from systems infrastructure, to compliance, risk management, overnight clearing, and performance improvement.   

Profile

​

• You have superior design, debugging, problem solving, and troubleshooting skills
• You can take difficult projects that involve coordination with multiple parties (internal and external), and bring them to fruition
• You can analyze and fix problems quickly
• You have excellent communication, collaboration, and prioritization skills in an environment where precision and nuance matters
• The ability to design and build creative solutions to complex problems
• You have a commitment to continuous improvement, including of yourself, your teammates, and our software

​

Qualifications

​

• Bachelor's degree in computer science, engineering, or related field
• 5-10+ years of experience
• Experience with a scripting language (Python, Perl, Bash)
• Knowledge of UNIX operating systems (we use Linux), system/processor performance, and network communication
• Extensive experience supporting electronic trading systems is preferred
• Understanding of market data/order entry systems is preferred
• Experience mentoring and coaching other engineers

Hudson River Trading is hiring an Equities Risk Manager for our NYC office. You will be responsible for designing, improving, managing, and communicating market and liquidity risk for intraday to long term relative value equity strategies. You will collaborate closely with the risk and trading teams to manage all aspects of equities trading risk, while gaining exposure to the fast-paced world of automated trading alongside exceptionally talented people. 

​

The Risk team is a dynamic, highly collaborative group. As an Equities Risk Manager, you will have an opportunity to impact a highly successful business within HRT that is continuing to innovate and expand. This will be a challenging role with a wide remit across trading styles and investment horizons. 

​

Responsibilities

​

• Design new risk controls for equity arbitrage strategies (intraday to long term) that appropriately control market, operational, funding and liquidity risk without disrupting trading activity
• Real-time monitoring of intraday risk limits
• Investigate the root cause of risk limit breaches and coordinate with operations and trading teams to resolve them
• Analyze historical measures in order to calibrate thresholds
• Identify gaps in the monitoring of both market and operational risk, and collaborate with Operations to develop and implement new risk monitoring tools
• Investigate and onboard proposed strategies; assess relevant risks to the firm and implement appropriate risk metrics
• Evaluate bespoke trading opportunities
• Work on tactical projects with Finance, Operations and Engineering teams

​

Qualifications

​

• B.S. in mathematics, physics, economics, computer science, electrical engineering or statistics
• 3+ years of experience as a risk manager focusing on equity arbitrage trading at an investment bank, hedge fund, proprietary trading firm or asset manager
• Solid understanding of equity risk models and equity portfolio risk
• Working knowledge of equity arbitrage strategies such as event-driven strategies, intraday arbitrage trading, and other equity hedge fund strategies
• Professional programming experience is required (Python preferred)
• Ability to communicate effectively with stakeholders across the firm including traders, operations, and other risk managers
• Excellent written and verbal communication skills

​

Annual base salary range of $150,000 - 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 other benefits.

​

Please only apply to one job posting. In the application questions below, you’ll have the opportunity to indicate if you’re interested in multiple offices and/or roles. Please do not submit multiple applications for different positions/offices!

​

This role is directed at graduates seeking a 2025 start date. For 2026 start dates please take a look at our internships.

​

Algorithm Developers are responsible for building and maintaining the models that drive our trading. A typical day involves applying rigorous statistical analysis to vast quantities of market and financial data to produce predictive trading models. 

​

In this role, you will work alongside fellow Algorithm Developers and Software Engineers to research, develop, and test novel order execution and model training methods to increase trading efficiency. This will involve running models live on our high-performance trading infrastructure and analyzing daily performance to maintain ongoing profitability.

​

 Qualifications

​

• You are a full-time undergraduate or masters student in a quantitative discipline (math, physics, computer science, statistics, or a related program) who is eligible for full-time roles in 2025
• Experience programming in Python and/or C++
• Experience with statistical analysis, numerical programming, or machine learning in Python, Pandas/Numpy, R, and/or MATLAB
• A passion for applying quantitative models and technology toward solving real-world problems
• Brilliant analytical and problem-solving skills
• Ability to work creatively and independently on long-term technical problems

​

Profile

​

• You are capable of working independently as well as part of a team
• You can analyze and fix problems efficiently
• You learn quickly and apply new skills effectively

​

Annual 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 will be provided as part of the total compensation package, in addition to company-paid medical and/or other benefits.

​

Please only apply to one job posting. In the application questions below, you’ll have the opportunity to indicate if you’re interested in multiple offices and/or roles. Please do not submit multiple applications for different positions/offices!

​

This role is directed at graduates seeking a 2025 start date. For 2026 start dates, please take a look at our internships.

​

As a Software Engineer at Hudson River Trading (HRT), the code you write is our business. Our engineers create and maintain critical technology and infrastructure that is integral to the success of our trading.. Software Engineers bring deep knowledge of C++, OS internals, CPU architecture, and networking hardware and protocols to our incredible live trading system and powerful research environment.  

​

In this role, you will work closely with other engineers across the firm who design trading algorithms and monitor trading in an extremely fast-paced, real-time environment! We are looking for smart programmers who love to code, enjoy being challenged, and can thrive in an open and collaborative company culture.

​

Qualifications

​

• You are a full-time undergraduate student studying computer science or a related field who is eligible for full-time roles in 2025
• Excellent design, debugging, and problem solving skills
• Working experience with C/C++ is required, as are good CS fundamentals
• Knowledge of UNIX operating systems (we use Linux), system/processor performance, and network communication
• Interest in low-level architecture, logic design, and/or verification is a plus

​

Profile

​

• In your spare time you: code, tinker, read, explore, break things, and have an insatiable curiosity for all things computer-related — you'll find like-minded people here
• You are capable of working both independently, as well as part of a team and can analyze and fix problems quickly
• You can look at code, figure out how it works, and identify how to make it better
• You can describe software designs at a high level (the abstract interface), low level (step-by-step algorithm), and anywhere in between
• You really like to work with people who push you to be better at what you do

​

Annual 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 will be provided as part of the total compensation package, in addition to company-paid medical and/or other benefits.

​

Please only apply to one job posting. In the application questions below, you’ll have the opportunity to indicate if you’re interested in multiple offices and/or roles. Please do not submit multiple applications for different positions/offices!

​

HRT is seeking exceptional full-time students to join our Algorithm Development summer internship program. Algorithm Developers at HRT focus on the research and implementation of automated trading strategies. As an intern, you will have the opportunity to rotate between our high-frequency trading, multi-frequency trading, and/or machine learning teams. In close collaboration with your mentors, you will apply sophisticated quantitative modeling techniques to understand and predict market behavior and write software to improve our trading strategies.

​

We are looking for quantitatively-driven and practically-minded programmers, scientists, and mathematicians who are excited to solve the most challenging problems in our field.

​

What to Expect

​

• Leverage our proprietary infrastructure (Python/C++) in conjunction with third-party tools to conduct quantitative research and data analysis
• Use machine learning and time series techniques to derive novel insights on market behavior from large and complex datasets
• Work on impactful projects in close collaboration with experienced researchers, traders, and developers
• Use our world-class compute cluster to run simulations and crunch data
• Build predictive models for financial markets using a combination of market and non-market data
• Attend and participate in Tech Talks that provide an overview of markets and HRT’s trading philosophy
• Enjoy a curriculum of speakers, trading games, mentorships, and social events throughout the summer

​

Requirements

​

• You are a full-time undergraduate, masters, or PhD student in a quantitative discipline (math, physics, computer science, statistics, or a related program) who is eligible for full-time roles in 2026
• Experience programming in Python is a must; C++ is a plus for those interested in high-frequency trading
• Experience with statistical analysis, numerical programming, or machine learning in Python, Pandas/Numpy, R, and/or MATLAB
• A passion for applying quantitative models and technology toward solving real-world problems
• Strong communication skills

​

Weekly base salary of $4,800 in addition to company-paid housing, meals, and other perks.

​

Please only apply to one job posting. In the application questions below, you’ll have the opportunity to indicate if you’re interested in multiple offices and/or roles. Please do not submit multiple applications for different positions/offices!

​

This role is directed at graduates seeking a 2025 start date. For 2026 start dates please take a look at our internships.

​

Algorithm Developers are responsible for building and maintaining the models that drive our trading. A typical day involves applying rigorous statistical analysis to vast quantities of market and financial data to produce predictive trading models. 

​

In this role, you will work alongside fellow Algorithm Developers and Software Engineers to research, develop, and test novel order execution and model training methods to increase trading efficiency. This will involve running models live on our high-performance trading infrastructure and analyzing daily performance to maintain ongoing profitability.

​

 Qualifications

​

• You are a full-time undergraduate or masters student in a quantitative discipline (math, physics, computer science, statistics, or a related program) who is eligible for full-time roles in 2025
• Experience programming in Python and/or C++
• Experience with statistical analysis, numerical programming, or machine learning in Python, Pandas/Numpy, R, and/or MATLAB
• A passion for applying quantitative models and technology toward solving real-world problems
• Brilliant analytical and problem-solving skills
• Ability to work creatively and independently on long-term technical problems

​

Profile

​

• You are capable of working independently as well as part of a team
• You can analyze and fix problems efficiently
• You learn quickly and apply new skills effectively

​

Annual 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 will be provided as part of the total compensation package, in addition to company-paid medical and/or other benefits.

​

Please only apply to one job posting. In the application questions below, you’ll have the opportunity to indicate if you’re interested in multiple offices and/or roles. Please do not submit multiple applications for different positions/offices!

​

HRT is seeking exceptional full-time students to join our Algorithm Development summer internship program. Algorithm Developers at HRT focus on the research and implementation of automated trading strategies. As an intern, you will have the opportunity to rotate between our high-frequency trading, multi-frequency trading, and/or machine learning teams. In close collaboration with your mentors, you will apply sophisticated quantitative modeling techniques to understand and predict market behavior and write software to improve our trading strategies.

​

We are looking for quantitatively-driven and practically-minded programmers, scientists, and mathematicians who are excited to solve the most challenging problems in our field.

​

What to Expect

​

• Leverage our proprietary infrastructure (Python/C++) in conjunction with third-party tools to conduct quantitative research and data analysis
• Use machine learning and time series techniques to derive novel insights on market behavior from large and complex datasets
• Work on impactful projects in close collaboration with experienced researchers, traders, and developers
• Use our world-class compute cluster to run simulations and crunch data
• Build predictive models for financial markets using a combination of market and non-market data
• Attend and participate in Tech Talks that provide an overview of markets and HRT’s trading philosophy
• Enjoy a curriculum of speakers, trading games, mentorships, and social events throughout the summer

​

Requirements

​

• You are a full-time undergraduate, masters, or PhD student in a quantitative discipline (math, physics, computer science, statistics, or a related program) who is eligible for full-time roles in 2026
• Experience programming in Python is a must; C++ is a plus for those interested in high-frequency trading
• Experience with statistical analysis, numerical programming, or machine learning in Python, Pandas/Numpy, R, and/or MATLAB
• A passion for applying quantitative models and technology toward solving real-world problems
• Strong communication skills

​

Weekly base salary of $4,800 in addition to company-paid housing, meals, and other perks.

​

Please only apply to one job posting. In the application questions below, you’ll have the opportunity to indicate if you’re interested in multiple offices and/or roles. Please do not submit multiple applications for different positions/offices!

​

This role is directed at graduates seeking a 2025 start date. For 2026 start dates please take a look at our internships.

​

Algorithm Developers are responsible for building and maintaining the models that drive our trading. A typical day involves applying rigorous statistical analysis to vast quantities of market and financial data to produce predictive trading models. 

​

In this role, you will work alongside fellow Algorithm Developers and Software Engineers to research, develop, and test novel order execution and model training methods to increase trading efficiency. This will involve running models live on our high-performance trading infrastructure and analyzing daily performance to maintain ongoing profitability.

​

 Qualifications

​

• You are a full-time undergraduate or masters student in a quantitative discipline (math, physics, computer science, statistics, or a related program) who is eligible for full-time roles in 2025
• Experience programming in Python and/or C++
• Experience with statistical analysis, numerical programming, or machine learning in Python, Pandas/Numpy, R, and/or MATLAB
• A passion for applying quantitative models and technology toward solving real-world problems
• Brilliant analytical and problem-solving skills
• Ability to work creatively and independently on long-term technical problems

​

Profile

​

• You are capable of working independently as well as part of a team
• You can analyze and fix problems efficiently
• You learn quickly and apply new skills effectively

​

Annual 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 will be provided as part of the total compensation package, in addition to company-paid medical and/or other benefits.

​

Hudson River Trading is looking for a Senior Windows Engineer to join the IT team. In this role, you will contribute to improving our Windows platform reliability by engineering automation to surface and address technical inefficiencies with on-premise and Azure infrastructure. You will design and operate monitoring and log aggregation systems to improve visibility into the performance of the Windows platform, implement configuration as code to reduce operational overhead, and develop PowerShell-based systems to improve reliability.

​

The ideal candidate is an eager problem solver who is comfortable working in a fast-paced environment. Terrific communication, collaboration skills, and a positive attitude towards team members and internal customers are crucial to success within the role. 

​

Responsibilities

​

• Develop PowerShell systems to automate operational tasks and improve the reliability of the Windows platform
• Implement configuration as code to reduce the operational overhead of managing Windows infrastructure
• Leverage automation to surface and address technical inefficiencies in Windows endpoints, Windows infrastructure, and Microsoft Azure resources
• Participate in ongoing engineering, maintenance, and support efforts to improve the Windows environment

​

Qualifications

​

• 10+ years of experience as a Microsoft-based technology engineer
• Experience implementing and configuring monitoring platforms for a Windows environment
• Configuration as code platform experience, such as with Salt, Ansible, or Microsoft DSC
• Prior experience configuring an orchestration platform, such as Jenkins, to automate PowerShell processes
• Experience aggregating Windows event logs and flat file logs into systems such as the ELK stack or Splunk
• Prior experience managing Veeam backups with code
• Experience developing PowerShell-based systems
• A general design approach that incorporates security best practices, business continuity, high availability, and scalability
• A self-motivated and driven work ethic

​

Annual base salary range of $150,000 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.-JL1

​

Hudson River Trading is looking for a Senior Windows Engineer to join the IT team. In this role, you will contribute to improving our Windows platform reliability by engineering automation to surface and address technical inefficiencies with on-premise and Azure infrastructure. You will design and operate monitoring and log aggregation systems to improve visibility into the performance of the Windows platform, implement configuration as code to reduce operational overhead, and develop PowerShell-based systems to improve reliability.

​

The ideal candidate is an eager problem solver who is comfortable working in a fast-paced environment. Terrific communication, collaboration skills, and a positive attitude towards team members and internal customers are crucial to success within the role. 

​

Responsibilities

​

• Develop PowerShell systems to automate operational tasks and improve the reliability of the Windows platform
• Implement configuration as code to reduce the operational overhead of managing Windows infrastructure
• Leverage automation to surface and address technical inefficiencies in Windows endpoints, Windows infrastructure, and Microsoft Azure resources
• Participate in ongoing engineering, maintenance, and support efforts to improve the Windows environment

​

Qualifications

​

• 10+ years of experience as a Microsoft-based technology engineer
• Experience implementing and configuring monitoring platforms for a Windows environment
• Configuration as code platform experience, such as with Salt, Ansible, or Microsoft DSC
• Prior experience configuring an orchestration platform, such as Jenkins, to automate PowerShell processes
• Experience aggregating Windows event logs and flat file logs into systems such as the ELK stack or Splunk
• Prior experience managing Veeam backups with code
• Experience developing PowerShell-based systems
• A general design approach that incorporates security best practices, business continuity, high availability, and scalability
• A self-motivated and driven work ethic

​

Annual base salary range of $150,000 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.-JL1

​