Direct AI-based research & trading for market making strategies in US equity markets, including maintaining & improving these strategies by synthesizing & applying advanced computer engineering concepts, such as distributed computing & massive data algorithms.
Relying on sophisticated computer theories & principles, including Monte Carlo simulations, sublinear & inference algorithms & network coding theory, lead the exploration & experimentation of trading on alternative trading systems with the use of AI, coordinate effort across multiple teams.
Use deep learning techniques & knowledge of US equity market structure & regulations & computer-assisted statistical techniques to analyze market data & engineer & develop data-driven predictive financial algorithms, statistical models & trading strategies that forecast the performance of financial investment products.
Use C++ to implement & test trading strategies based on predictive financial models. Lead long-term research & development projects to incorporate advanced academic research on machine learning & computer engineering into the firm's research & trading infrastructure, & evaluate existing infrastructure using advanced concepts.
Use C++, Python & object-oriented design skills to conduct data analysis with large-scale datasets in a latency-sensitive production environment, & develop, improve & operational systems tools for live trading management & post-trade analysis.
Requirements:
- Master's degree (U.S. or foreign equivalent) in Electrical Engineering, Computer Science, Mathematics, Statistics, or a related quantitative field, + 1 year of experience in the position offered or as Algorithm Developer, HAIL or related experience
- Experience using Python & C++ to develop algorithms to analyze the co-movement of asset returns
- Experience resolving operational issues by testing optimization strategies, troubleshooting & modifying software applications & advanced statistical models using Python & C++
- Experience verifying mathematical accuracy of machine learning production models
- Experience conducting data analysis with large-scale datasets in a latency-sensitive production environment using C++ & Python
Employer will accept any amount of professional experience with the required skills.
Application Instructions:
Email your resume to HRTresumes@hudson-trading.com & reference code JM768837 in the subject line.
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