Algorithm Developer (Quant Research & Trading) – 2027 PhDs
Hudson River Trading · London, England ·
Overview In this role you apply rigorous statistical analysis to large market datasets to build predictive trading models. You work with fellow researchers and engineers to research, develop, and test novel order execution and model training methods, and you run models on high-performance trading systems to monitor profitability.
You will translate advanced academic research into real-world trading impact across multiple time horizons. This is a chance to shape data-driven trading strategies within a world-class research environment. Pay / Benefits discretionary performance-based bonuses competitive benefits package Responsibilities build and maintain predictive trading models using statistical analysis research, develop, and test new order execution and model training methods run models live on high-performance trading infrastructure analyze daily performance to sustain profitability collaborate with other Algorithm Developers and Software Engineers Key requirements full-time PhD student in a quantitative discipline fluency in Python experience with statistical analysis, numerical programming, or machine learning in Python Pandas/Numpy, R, and/or MATLAB strong analytical and problem-solving abilities ability to work creatively and independently on long-term technical problems critical thinking self-guided research collaboration with cross-functional teams Python statistical analysis numerical programming