Hudson River Trading
Algorithm Developer (Quant Research & Trading) – 2027 PhDs
$300K
London, United Kingdom +5 · Full-time · Posted Jul 13, 2026
- Location
- London, United Kingdom
New York, NY, United States
Singapore
London, United Kingdom
New York, NY, United States
Singapore - Experience
- No number of years specified; experience in statistical analysis, numerical programming, or machine learning is requested.
- Education
- Currently a full-time PhD student in a quantitative discipline (math, physics, computer science, statistics, or a related program).
About the job
Build, test, and maintain predictive trading models and order-execution methods using statistical analysis of market and financial data.
What you'll do
- Research, develop, and test order-execution and model-training methods.
- Run models on live trading infrastructure and analyze performance to maintain profitability.
- Use statistical analysis and machine-learning strategies to identify opportunities across worldwide markets.
What they ask for
- Full-time PhD student in a quantitative discipline, eligible for full-time roles in 2027.
- Fluency in Python.
- Experience with statistical analysis, numerical programming, or machine learning using Python, Pandas/Numpy, R, and/or MATLAB.
- Strong analytical and problem-solving skills; ability to work creatively and independently on long-term technical problems.
Pay
USD 300,000 base salary (US); other locations have locally competitive base salaries, with no amounts specified. Sign-on and discretionary performance bonus amounts are unspecified.
Tools
Python, Pandas/Numpy, R, MATLAB
AI focus
Develop and apply machine-learning strategies for predictive trading models and model training.
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