Algorithm Engineer, Quant Fund

Algorithm Engineer, Quant Fund- New York, NY- Using Python, C++ & var comp-assisted tools to dev algos to analyze the co-mvmnt of asset returns across global & US mkts, & incorp these algos into our trading strats. Verifying math accuracy of ML prod models. Using math, comp-assisted, & stat & analytical technqs to dev comp-based pred trading & adv models that frcst short & long-term perf of var invstmnt prods. Utilizing deep learning technqs for sys trading by integrating & translating complex ML technqs from other domains & dvlping prop exts for firm's unique fin trading needs. Dvlpg, imprvg, & op the sys for scalable back-testing of trad strats on a distrib computing pltfrm. Using C++, Python & OO design skills to conduct data analysis w/ lg-scale datasets in lat-sensitive prod envrnmt, & dvlpg, imprvng & op sys & tools for live trad mgmnt & post-trade analysis. Req's: Master's degree (U.S. or foreign equiv) in Fin Engg, Comp Engg, Comp Sci, or a rel field, plus 1 yr of exp in the pos offered or as a Quant Developer or rel exp. All req'd exp must have included: Exp using C# & Python to diagnose errors & make imprvmnts to distrib tools & pltfrms. Exp testing, trblshting, & modifying SW apps to resolve op issues. Exp bldg diagnostic tool that visualizes results & detects potential probs of the ML model. Exp in optmztn of C#/Python distrib systems. Employer will accept any amt of prof exp w/ the req'd skills. Salary Range: $185k-250k.To apply: email your resume to HRTresumes@hudson-trading.com & ref code in subject line: SX145173.