Hudson River Trading: Algo Software Engineer (C++/Python) at Hudson River Trading (New York, NY) (New York, NY)

Posted: Sep 13, 2019

At HRT, we program computers to intelligently trade on the stock market. Because we don’t have any customers, the only problem we have to worry about is how to make the world’s markets more financially efficient using smart algorithms - which is as difficult as it sounds. Because this a non-trivial problem, we hire some of the smartest mathematicians and computer scientists in the world to develop new machine learning, statistical models, and, most importantly, very clever code. This last bit is where you come in.

We need more software engineers that specifically enjoy making other people more productive. Sure, we understand that you can spout off the complexity of any classical data structure operation in your sleep. We know you are going to regale us with a war story about the last terrible bug caused by an unexpected out of order execution in a multithreaded program (we are not a big fan of threads, either) or how the Python GIL killed your scalability. But in addition to those technical skills we need engineers that live to hear the word “thanks”. As in “thanks, your script saved me 50-60 hours of work this month." Or “thanks, that new system you put in place lets us easily try different mathematical models which we thought were too difficult to experiment with.”

Obviously finding this blend of serious technical skills and personality is not easy, but we are willing to work to find you, the perfect candidate.

We also added some perks to sweeten the deal:

  • Breakfast and lunch cooked in house every day by a team of chefs

  • Wear whatever you want to work (there are no customers, remember?)

  • Regular team events that are actually fun (for example: beer brewing, wine tasting lessons, ping pong tournaments, soccer teams, fancy dinners)

  • One of the best health insurance plans you can get in NYC

  • Very small company with a flat organizational structure

  • Tech-oriented leadership - all of our Partners are programmers

  • Almost no multithreaded programming

  • All of the biggest monitors

Let’s talk technical details. We are a linux/unix shop with a codebase written primarily in C++ and Python. If you are not a C++ or Python or Linux expert, that’s probably OK. We really care more about your technical fundamentals, practical experience and that intense desire to make things better for other people. That being said, we want someone who is familiar with a non-scripting language such as C++ or Java. In fact, our programming test requires either C, C++ or Java although it doesn’t focus on language features. We are also looking for someone with web/UI skills to join the team. 

Here are a few examples of programmers who are currently AEs at HRT:

  • Leo came to HRT immediately after graduating from the Cornell CS department. He enjoyed the low-level details of Operating Systems as well as the theory of Algorithms and was open to learning new technologies and languages on the fly. He had an affinity for building fast, efficient, and scalable systems and tinkered with C++ and Rust in his own time. In group projects, peers at school would single him out for his technical strength, work ethic, and positive attitude.

  • When he’s not solving riddles and dancing salsa, David’s writing distributed computing APIs. He regularly solves bugs like “one out of a million jobs are dying on only these machines and only on Tuesdays”. He likes bridging the gap between Algo Strategy Developers and Systems Engineers to explore how to use distributed computing to run research. He really enjoys coming up with ways to make millions of jobs more efficient.

  • Kai came to HRT after 3.5 years of programming C++ at a company that provides large amounts of data to the finance industry. He plays several musical instruments and has tasted thousands of wines, yet he finds his work to be an even more rewarding experience. He builds tools to discover opportunities and aid live trading. He is excited about automating strategies and implementing ideas from his teammates, in addition to applying his technical skills to the world of trading.

  • Aaron started programming at age 5 and previously ran the research team at a music software company, bringing over 7 years of experience to HRT. He cooks and practices partner acrobatics in his free time. He gets joy from his teammates’ happiness when their research runs twice as fast, from building them tools that help them visualize their strategies, and from keeping code organized and maintainable. He's gotten coworkers from other teams involved in latency improvements to his group's live trading. He enjoys the collaborative environment and learning from his coworkers.

For more information on what it’s like to work at HRT, see:

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