Hudson River Trading
HRT is seeking exceptional, full-time students across all degree levels to join our algo summer internship program. Algo developers at HRT focus on research and implementation of automated trading strategies. As an intern, you will have the opportunity to rotate with our high-frequency trading, multi-frequency trading, and/or machine learning teams. In close collaboration with your mentors, you will apply sophisticated quantitative modeling techniques to understand and predict market behavior and write software to improve our trading strategies.
We are looking for quantitatively-driven and practically-minded programmers, scientists, and mathematicians who want to work on the most challenging problems in our field, enjoy collaboration, and hate the idea of climbing corporate ladders.
WHAT TO EXPECT:
- A fast-paced summer training program to give you an introduction to the quantitative trading industry. You will have the opportunity to get exposure to our high-frequency trading, multi-frequency trading, and/or machine learning teams.
- Leverage our proprietary infrastructure (Python/C++) in conjunction with third-party tools to conduct quantitative research and data analysis.
- Use machine learning and time series techniques to derive novel insights regarding market behavior from large and complex datasets.
- Work on real projects in close collaboration with experienced researchers, traders, and developers.
- Use our world class compute cluster to run simulations and crunch data
- Build predictive models for financial markets using a combination of market and non-market data.
- Participate in seminars that will give you an overview of markets and HRT’s trading philosophy.
- Enjoy a curriculum of talks, trading games, mentorships, and social events throughout the summer.
- You are a full-time undergraduate, masters, or PhD student in a quantitative discipline (e.g. math, physics, computer science, statistics, or a related program)
- You will be graduating and looking for full-time roles in 2022.
- Experience programming in Python is a must; C++ is a plus for those interested in high-frequency trading.
- You have experience with statistical analysis, numerical programming, or machine learning in Python, R, or MATLAB.
- A passion for applying quantitative models and technology toward solving real-world problems.
- Strong communication skills.
Hudson River Trading (HRT) brings a scientific approach to trading financial products. We have built one of the world's most sophisticated computing environments for research and development. Our researchers are at the forefront of innovation in the world of algorithmic trading.
At HRT we come from all sorts of backgrounds: mathematics, computer science, statistics, physics, and engineering. We’re a community of self-starters who are motivated by the excitement of being at the cutting edge of automated trading. Our culture celebrates great ideas whether they come from HRT veterans or new hires. At HRT we’re friends and colleagues, whether we are sharing a meal, playing the latest board game, or writing elegant code. We embrace a culture of togetherness that extends far beyond the walls of our office.
Seem like something you might be interested in? Our goal is to find the best people and bring them together to do great work in a place where everyone is valued. HRT is proud of our diverse staff; we have offices all over the globe and benefit from our varied and unique perspectives. HRT is an equal opportunity employer; so whoever you are, we’d love to get to know you.