Quant jobs / Hudson River Trading

Algorithm Developer (Quant Research & Trading) – 2027 PhDs

A full-time role for finishing PhD students to build the models that drive HRT's trading. Researchers apply advanced research skills across time horizons and ML strategies.

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.

Build predictive models from large market and financial datasets
Test new execution and model training methods
Run models live and monitor daily performance
Apply research methods from your PhD to new trading opportunities

What they ask for

Required

Full-time PhD student in a quantitative subject
Fluent Python
Statistics, numerical programming or ML
Strong analytical and problem-solving
Ability to work independently on long problems

Education: PhD student in maths, physics, computer science, statistics or similar.
Experience: PhD students eligible for full-time roles in 2027
Languages and tools: Python
R
MATLAB
Markets: multi-asset

How to prepare

Translate a research method from your field into a testable trading signal
Build a clean backtest with realistic costs
Revise statistical inference and time series methods
Practise fast, vectorised data analysis in Python

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.