Algorithm Developer (Quant Research & Trading) – 2027 Grads

About the role

Hudson River Trading seeks quantitative thinkers for Algorithm Development teams in New York, London, and Singapore. You will build trading models, research order-execution and model-training methods, run models on high-performance infrastructure, and analyze performance. The role is for full-time 2027 graduates with quantitative and programming backgrounds.

Responsibilities

• Build and maintain predictive models that drive trading activities.
• Apply statistical analysis to extensive market and financial datasets.
• Research, develop, and test novel order-execution and model-training methods.
• Collaborate with Algorithm Developers and Software Engineers to improve trading efficiency.
• Run models on high-performance trading infrastructure and analyze daily performance.
• Maintain ongoing trading profitability through model monitoring and analysis.

Requirements

• Be a full-time undergraduate or master's student in a quantitative discipline.
• Be eligible for full-time roles in 2027.
• Have programming experience in Python and/or C++.
• Have experience with statistical analysis, numerical programming, or machine learning.
• Be familiar with Python, Pandas, NumPy, R, and/or MATLAB.
• Demonstrate strong analytical, problem-solving, creative, independent, and collaborative abilities.

Compensation and Application

• United States base salary is $300,000.
• Other locations offer similarly locally competitive base salaries.
• Total compensation includes a sign-on bonus and discretionary performance bonus.
• Company-paid medical and/or other benefits are provided.
• Submit one application; candidates are considered for all open positions during review.
• AI tools are prohibited during interviews or assessments unless authorized or agreed otherwise.