Junior Treasury Quant Researcher
Hudson River Trading · New York, United States · 3mo ago
Hudson River Trading (HRT) is seeking a Quantitative Researcher focused on Treasury Optimization and Research to join our PostTrade team. In this role, you’ll work closely with our Funding, Finance, and Treasury Engineering teams to develop HRT's Treasury optimization and enhance funding & capital efficiency. Researchers at HRT work on small, highly productive teams that design, analyze, and maintain the models and strategies that drive the efficiency and profitability of our business. As a member of our PostTrade team, you will be challenged by dynamic financial markets and contribute to critical optimization models in an extremely fast-paced setting. The ideal candidate is a brilliant quantitative mind who enjoys solving complex problems, values a highly collaborative culture, and thrives in a performance-driven environment.
Responsibilities
- Build and enhance the quantitative components of HRT’s Treasury Optimization Platform, including designing and developing optimization models to improve funding efficiency and collateral allocation across global markets
- Conduct research to expand funding & collateral modeling and analytical capabilities, and identify new opportunities to maximize returns
- Collaborate with partners across Funding, Finance, and Engineering teams to integrate research and analytics into production systems, streamline cash and collateral workflows, and develop comprehensive metrics for funding, margin, and counterparty management
Qualifications
- Bachelor’s, Master’s, or PhD in Computer Science, Engineering, Mathematics, Statistics, Physics, Operations Research, or a related quantitative field
- Exceptional problem-solving skills, with a strong foundation in mathematical, statistical, or optimization fundamentals
- Strong programming skills, with solid experience in Python
- Proficiency with numerical computing or machine learning libraries (e.g., NumPy, Pandas, PyTorch, TensorFlow) is a significant advantage
- Familiarity with optimization techniques, such as gradient descent and linear/convex programming, is highly desirable
- Knowledge of portfolio financing, funding mechanics, prime brokerage, or risk management frameworks is a plus
- Excellent cross-functional communication skills, with the ability to work effectively with engineers, researchers, and financial professionals
The estimated base salary range for this position is $150,000 - $200,000, based on job-related skills and experience. This role will also be eligible for discretionary performance-based bonuses and a competitive benefits package.
Culture
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 welcome a variety of expertise: mathematics and computer science, physics and engineering, media and tech. We’re a community of self-starters who are motivated by the excitement of being at the cutting edge of automation in every part of our organization—from trading, to business operations, to recruiting and beyond. We value openness and transparency, and celebrate great ideas from HRT veterans and new hires alike. 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.
Feel like you belong at HRT? 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.
Please be advised: Use of AI tools during interviews or assessments is strictly prohibited, unless otherwise instructed or agreed upon. We employ various methods to evaluate the authenticity of candidate responses. If we determine that AI assistance was used during any stage of the hiring process, we reserve the right to immediately disqualify your candidacy or rescind any job offers extended.