Algo Engineer (C++/Python)

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. 

To make it easy, here are a few examples of programmers that would be ready to hit the ground running in this job:

  • A java programmer who has been working on a web service for a few years that has an actively used SDK; this programmer understands the ins/outs of garbage collection, has architected large components of the service, and helped design the SDK; this programmer jumps on the forums occasionally and helps people sort out their technical (ab)uses of the SDK

  • A C#/C++ tools programmer at a games company who works with game designers or artists every day and translates their requests into intuitive and beautifully crafted features; nontechnical members talk about how easy this programmer is to explain their craft to; technical members envy this programmer’s code and speed

  • A python expert at a startup; this programmer has experience with lower-level languages, but loves the speed with which features can be deployed in Python; this programmer is the go-to expert on serious technical issues, like speeding up the distributed hash table implemented in Python on top of Redis; because of their expertise they spend a lot of their time making sure the other programmers are productive and making great design decisions; this programmer can even explain exactly how git works and the best git workflow for the startup’s environment.

 


See Inside the Office of Hudson River Trading

HRT brings a scientific approach to trading financial products. Having built one of the world's most sophisticated computing environments for research and development, HRT researchers are at the forefront of innovation in the world of algorithmic trading.


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