Senior Algorithm Researcher-
HRT Research LLC - New York City, NY
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Senior Algorithm Researcher- New York, NY- Direct research & trading for all market making strategies in US equity markets, including maintaining & improving these strategies by synthesizing & applying adv comp engineering concepts, such as streaming & distributed computing & massive data algorithmics (25%). Relying on sophisticated comp theories & principles, including Monte Carlo simulations, sublinear & inference algorithms & network coding theory, lead exploration & expansion of trading on alternative trading systems, coordinating effort across multiple teams (20%). Use knowledge of US equity market structure & regulations & comp-assisted stats techniques to analyze market data & engineer & develop data-driven predictive financial models & trading strategies that forecast performance of financial investment products (20%). Use C++ to implement & test trading strategies based on predictive financial models (20%). Lead long-term research & development projects to incorporate adv academic research on machine learning & comp engineering into firm''s research & trading infrastructure & evaluate existing infrastructure using these adv concepts (10%). Use C++, Python & object-oriented design skills to conduct data analysis with large-scale datasets in latency-sensitive production environment, & develop, improve & operate systems & tools for live trading management & post-trade analysis (5%). Req''s: PhD degree (U.S. or foreign equiv) in Physics, Stats, Comp Eng''g, or related field; OR Master''s degree (U.S. or foreign equiv) in Physics, Stats, Comp Eng''g, or related field, plus 2 yrs of exp in position offered or as Algorithm Developer or related quant exp. All req''d exp must have included: Exp using Python & C++ to develop algorithms to analyze co-movement of asset returns. Exp verifying math accuracy of machine-learning produced models. Exp conducting data analysis with large-scale datasets in latency-sensitive production environment using C++ & Python. Exp resolving operational issues by testing optimization strategies, troubleshooting & modifying software apps & adv stats models using Python & C++. Employer will accept any amount of prof exp with required skills. To apply for this position: please email your resume to HRTresumes@ & reference following code in subject line: YZ068034. T Jobs. Algorithm Developer, Location: New York, NY - 10007
Created: 2024-05-04