Quantitative Latency Engineer

Requirements

• 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
• 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

Perks and Benefits

• Annual base salary range of $200,000 to $300,000 USD per year
• Pay (base and bonus) may vary depending on job-related skills and experience
• Sign-on and discretionary performance bonus may be provided
• Company-paid medical and/or other benefits

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
• We value openness and transparency, and celebrate great ideas from HRT veterans and new hires alike
• We embrace a culture of togetherness that extends far beyond the walls of our office