Algorithm Development (Quant Research) PhD Internship

Responsibilities

• Apply academic research to impactful real-world trading problems using machine learning strategies
• Conduct quantitative research and data analysis using Python/C++ and third-party tools
• Use machine learning and time series techniques to derive insights from complex datasets
• Build predictive models for financial markets using market and non-market data
• Run simulations and data processing on industry-leading compute clusters

Requirements

• Full-time PhD student in a quantitative discipline (Math, Physics, CS, Stats, OR, ML, etc.)
• Planned graduation timeline of 2028 or 2029
• Fluency in Python
• Experience with statistical analysis, numerical programming, or machine learning
• Proficiency in Pandas, Numpy, R, or MATLAB
• Strong communication skills

Benefits

• Weekly base salary
• Competitive signing bonus
• Company-paid housing
• Meals and other perks

About the Company

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, where researchers are at the forefront of innovation in algorithmic trading.