Hudson River Trading is hiring an Exchange Connectivity Analyst for our brand new Market Structure Analytics team. In joining this team, you will be responsible for employing data-driven methodologies to minimize friction in our real-time interaction with financial markets. This role is crucial to helping HRT optimize the way we connect with unique trading venues.

As an Exchange Connectivity Analyst you’ll have an incredible opportunity to make an immediate and direct impact through measurable improvements to the performance of HRT’s trading.

Responsibilities

Analyze time series network and exchange protocol captures
Become familiar with the details of specific markets, attend presentations and liaise with exchange counterparts
Research exchange features, capabilities, and architecture
Automate collection and visualization of metrics that quantify efficacy of exchange communication
Formulate and conduct controlled experiments that measure impact of calculated changes to HRT’s trading infrastructure
Communicate ideas, requirements, and results across disparate teams
Improve fill rate of our hardware-based trading strategy
Reduce incidence of cancel-reject responses
Investigate and report details of various latency-sensitive exchanges

Skills

Proficiency in data analytics including statistics, data visualization, and working with large data sets
Basic understanding of TCP and UDP network protocols
Extensive experience with Python and relevant data libraries (Pandas, Numpy/Scipy)
Some familiarity with the details of modern computer systems and networks
Experience with real time exchange market data and order entry a plus

Profile

You possess a degree in Data Analytics or a related field
You can collect and interpret network and/or financial market data
You have professional experience in latency reduction, preferably in finance
You have a basic understanding of proprietary trading and exchange technologies

Jobs in Hong Kong

Exchange Connectivity Analyst