Quantitative Latency Engineer

Hudson River Trading • New York City, NY

10d

About The Position

Hudson River Trading (HRT) is seeking curious, thoughtful engineers who enjoy working with data and solving real-world technical problems to join our growing Market Structure Analysis team. In this role as a Quantitative Latency Engineer, you’ll apply data-driven methodologies to understand and optimize trading technology and real-time interactions with financial markets across the globe, spanning traditional and crypto exchanges. No prior finance experience is needed!

Requirements

• 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
• 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

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

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level