Company: Hudson River Trading
Location: London
Job Description:
Overview
In this role you apply rigorous statistical analysis to large market datasets to build predictive trading models. You work with fellow researchers and engineers to research, develop, and test novel order execution and model training methods, and you run models on high-performance trading systems to monitor profitability. You will translate advanced academic research into real-world trading impact across multiple time horizons. This is a chance to shape data-driven trading strategies within a world-class research environment.
Pay / Benefits
- discretionary performance-based bonuses
- competitive benefits package
Responsibilities
- build and maintain predictive trading models using statistical analysis
- research, develop, and test new order execution and model training methods
- run models live on high-performance trading infrastructure
- analyze daily performance to sustain profitability
- collaborate with other Algorithm Developers and Software Engineers
Key requirements
- full-time PhD student in a quantitative discipline
- fluency in Python
- experience with statistical analysis, numerical programming, or machine learning in Python
- Pandas/Numpy, R, and/or MATLAB
- strong analytical and problem-solving abilities
- ability to work creatively and independently on long-term technical problems
- critical thinking
- self-guided research
- collaboration with cross-functional teams
- Python
- statistical analysis
- numerical programming
…
Posted: October 1st, 2026