Market Structure Optimization Engineer

<p><span style="font-weight: 400;">Hudson River Trading is hiring a Market Structure Optimization Engineer for our brand new Market Structure Analytics team. In joining this team, you will be responsible for employing data-driven methodologies to minimize friction in our real-time interaction with financial markets. This role is crucial to helping HRT optimize the way we connect with unique trading venues.</span></p> <p><span style="font-weight: 400;">As a Market Structure Optimization Engineer you’ll have an incredible opportunity to make an immediate and direct impact through measurable improvements to the performance of HRT’s trading. </span></p> <p><strong>Responsibilities </strong></p> <ul> <li style="font-weight: 400;"><span style="font-weight: 400;">Analyze time series network and exchange protocol captures</span></li> <li style="font-weight: 400;"><span style="font-weight: 400;">Become familiar with the details of specific markets, attend presentations and liaise with exchange counterparts</span></li> <li style="font-weight: 400;"><span style="font-weight: 400;">Research exchange features, capabilities, and architecture</span></li> <li style="font-weight: 400;"><span style="font-weight: 400;">Automate collection and visualization of metrics that quantify efficacy of exchange communication</span></li> <li style="font-weight: 400;"><span style="font-weight: 400;">Formulate and conduct controlled experiments that measure impact of calculated changes to HRT’s trading infrastructure</span></li> <li style="font-weight: 400;"><span style="font-weight: 400;">Communicate ideas, requirements, and results across disparate teams</span></li> <li style="font-weight: 400;"><span style="font-weight: 400;">Improve fill rate of our hardware-based trading strategy</span></li> <li style="font-weight: 400;"><span style="font-weight: 400;">Reduce incidence of cancel-reject responses</span></li> <li style="font-weight: 400;"><span style="font-weight: 400;">Investigate and report details of various latency-sensitive exchanges</span></li> </ul> <p><strong>Profile </strong></p> <ul> <li style="font-weight: 400;"><span style="font-weight: 400;">You possess a degree in Data Analytics or a related field</span></li> <li style="font-weight: 400;"><span style="font-weight: 400;">You can collect and interpret network and/or financial market data</span></li> <li style="font-weight: 400;"><span style="font-weight: 400;">You have professional experience in latency reduction, preferably in finance</span></li> <li style="font-weight: 400;"><span style="font-weight: 400;">You have a basic understanding of proprietary trading and exchange technologies</span></li> </ul> <p><strong> Skills </strong></p> <ul> <li style="font-weight: 400;"><span style="font-weight: 400;">Proficiency in data analytics including statistics, data visualization, and working with large data sets</span></li> <li style="font-weight: 400;"><span style="font-weight: 400;">Basic understanding of TCP and UDP network protocols</span></li> <li style="font-weight: 400;"><span style="font-weight: 400;">Extensive experience with Python and relevant data libraries (Pandas, Numpy/Scipy)</span></li> <li style="font-weight: 400;"><span style="font-weight: 400;">Some familiarity with the details of modern computer systems and networks</span></li> <li style="font-weight: 400;"><span style="font-weight: 400;">Experience with real time exchange market data and order entry a plus</span></li> </ul> <p><span style="font-weight: 400;"><span data-sheets-value="{"1":2,"2":"Annual base salary range of $________ to $___________. Pay (base and bonus) may vary depending on job-related skills and experience. A sign-on and discretionary performance bonus may be provided as part of the total compensation package, in addition to company-paid medical and/or other benefits."}" data-sheets-userformat="{"2":15105,"3":{"1":0},"11":4,"12":0,"14":{"1":2,"2":0},"15":"Arial","16":12}">The estimated base salary range for this ... (truncated, view full listing at source)