Quant jobs / Hudson River Trading

Algorithm Developer (Quant Research & Trading) – 2027 Grads

A graduate role building the models that drive HRT's trading, working with other algorithm developers and software engineers. Work covers predictive models, execution methods and live performance monitoring.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Analyse large market datasets to build predictive models
Test new order execution and model training methods
Run models live and review daily performance
Work with engineers on high-performance trading infrastructure

What they ask for

Required

Full-time undergraduate or master's student in a quantitative subject
Python and/or C++
Statistics, numerical programming or ML
Strong analytical and problem-solving
Ability to work independently on long problems

Education: Undergraduate or master's student in maths, physics, computer science, statistics or similar.
Experience: Students eligible for full-time roles in 2027
Languages and tools: Python
C++
R
MATLAB
Markets: multi-asset

How to prepare

Build and test a predictive model on public price data with honest out-of-sample validation
Practise statistics and probability problems
Become fluent in pandas and NumPy
Learn the basics of C++ for performance-sensitive code

What to study

The Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Hudson River Trading’s site before applying: requirements, location and pay can change after we check them.

View the posting on Hudson River Trading’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Hudson River Trading and doesn’t handle applications.