Quantitative Latency Engineer

Job description

Hudson River Trading (HRT) is seeking curious, thoughtful engineers who enjoy working with data and solving real-world technical problems to join our growing Market Structure Analysis team. In this role as a Quantitative Latency Engineer, you’ll apply data-driven methodologies to understand and optimize trading technology and real-time interactions with financial markets across the globe, spanning traditional and crypto exchanges. No prior finance experience is needed! Responsibilities: - 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 Pro...