Algo Software Engineer (C++/Python)

At HRT, we program computers to intelligently trade on the stock market. We make the world’s markets more financially efficient using smart algorithms. To get the job done, we hire some of the smartest computer scientists in the world to develop both our low latency trading platform and our massive distributed research platform.

Algo Software Engineers (AE) are programmers that are embedded in HRT’s trading teams and work hand-in-hand with Algo Strategy Developers (AD). Whereas ADs tend to use their math skills to make smarter strategies, AEs focus on the software that powers trading and research. Because of this close collaboration, AEs tend to be the type of engineers that thrive on constant interaction and discussion. Hearing how their most recently deployed system allowed for whole new types of research would make their week. AEs are the type of engineers that don’t mind juggling a few projects at once and have a varied portfolio of project types, from long-term ambitious new systems to fire-fighting live issues.

Our environment is particularly well suited to driven, self-motivated programmers. For one, the company’s Partners are all programmers. Team Leads spend a majority of their time doing technical work. Algo teams run on a very bottom-up approach that encourages everyone on the teams to come up with ideas and dictate the direction of each team together. Finally, there is very little emphasis placed on project management process (almost no meetings and no project managers) and there is a lot of emphasis placed on engineering process such as automated testing, design/code reviews, and technical training.

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.

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: https://www.quora.com/What-is-it-like-to-work-at-Hudson-River-Trading.


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