Senior Algorithm Researcher

Senior Algorithm Researcher- New York, NY- Direct rsrch & trading for all mkt making strats in US equity mkts, incl maintaining & improv these strats by synthesizing & applying adv comp eng concepts, such as distrib comp & mass data algos. Relying on soph comp theories & principles, incl Monte Carlo sims, sublinear & inference algos & ntwk coding theory, lead the explorn & expansn of trading on alt trading sys, coord the effort across multi teams. Use knwldg of US equity mkt struct & regs & comp-assisted stat technqs to analyze mkt data & engr & dev data-driven pred fin models & trading strats that forecast the perf of fin invstmt prods. Use C++ to implmnt & test trading strats based on pred fin models. Lead long-term rsrch & dvlpmt projs 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 & obj-oriented design skills to conduct data analysis w/ largescale datasets in a lat-sensitive prod envrnmnt, & dev, improve & op sys & tools for live trading mgmnt & post-trade analysis. Req's: PhD degree (U.S. or foreign equiv) in Comp & App Math, Math, Stats, or a rel quant field; OR Master's degree (U.S. or foreign equiv) in Comp & App Math, Math, Stats, or a rel quant field, plus 2 yrs of exp in the position offered or rel exp . All req exp must have incl: Exp using Python & C++ to dev algos to analyze the co-movement of asset returns. Exp resolving op issues by testing opt strats, trblshting & mod sw apps & adv stat models using Python & C++. Exp verifying math accuracy of ML prod models. Exp conducting data analysis w/ large-scale datasets in a lat-sensitive prod envrnmt using C++ & Python. Employer will accept any amt of prof exp w/ the req'd skills. Salary Range: $185k-250k. To apply: email your resume to HRTresumes@hudson-trading.com & ref code in subject line: YC635138.