Market Structure Optimization Engineer
1 month ago
Market Structure Optimization Engineer Role
Hudson River Trading seeks an experienced Market Structure Optimization Engineer to join our team. In this position, you will employ data-driven methodologies to minimize friction in our real-time interaction with financial markets.
Responsibilities
- Analyze time series network and exchange protocol captures
- 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
Requirements
- 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)
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