Data Software Engineer

Job Description

Data is at the core of everything we do here at HRT. We excel at deriving deep insights from all types of data, allowing us to achieve consistent success in a competitive market. As we think about exciting new avenues for growth, we look forward to expanding the scope of data at HRT to new frontiers.

Being a Data Software Engineer at HRT means being a pioneer. In this role, you’ll have the opportunity to work on problems that are pretty brand new to us. You will help onboard and study alternative datasets for use in our trading strategies. You will help design tools, processes, and an entirely new system for managing, storing, accessing, and exploring data at HRT. Your work will unlock new areas of research, enable new insights and signals, and help us expand the footprint of our trading. We’re looking for someone who loves data (maybe even dreams about data) and wants to be a critical part of bringing a world-class data warehouse to life. 

Responsibilities

  • Partner and support our business users in their interactions with the data platform and ensure smooth delivery of data - from across the landscape of alternative, reference, financial, and market data across all asset classes
  • Evaluate, clean, and normalize data; perform initial quantitative analysis to assess suitability of data and develop pipelines to automate processes 
  • Pair up with Algo Developers to onboard and study alternative datasets for use in our trading strategies; revisit and enhance the data workflows around existing datasets to make research more productive; normalize key metrics across multiple data vendors
  • Work closely with financial and alternative data vendors, including Bloomberg, Refinitiv and many others, and navigate their various delivery platforms (FTP, APIs, etc)
  • Build tools and automation capabilities for our data pipeline in order to ensure the overall quality of our data platform
  • Design and implement HRT’s data storage strategy to help drive successful delivery and access of data in our data centers around the world

Skills

  • Strong programming experience in Python
  • Experience in numpy/pandas is a plus, but not required
  • Experience in at least one of the following: 
    • Data infrastructure experience - you know how to really store data; and no, we don’t mean just knowing not to save an Excel file on your desktop (everyone knows that’s messy and it should be in a nicely named folder)
    • Experience managing ETL pipelines and working with financial data vendors and their various delivery methods
    • Experience in serving data in a large, distributed system
    • Experience working on financial datasets, such as fundamental, alternative, news or reference data (e.g. IBES, Refinitiv, Barra, Factset, Compustat) 
  • Track record of working successfully in a collaborative environment
  • Top-notch communication skills

Profile

  • You have a minimum of 2-3 years of experience working in data infrastructure and/or with financial datasets 
  • You possess a Bachelor’s degree in computer science, engineering, math or a related field
  • You may pride yourself about that dataset quirk nobody else understands (or knows about), and have automated or normalized a data processing pipeline or two 
  • You enjoy being part of an amazing team but don’t mind working alone on a difficult problem
  • You can investigate and fix problems quickly
  • You really like to work with people who motivate you and make you better

Culture

Hudson River Trading (HRT) brings a scientific approach to trading financial products. We have built one of the world's most sophisticated computing environments for research and development. Our researchers are at the forefront of innovation in the world of algorithmic trading.

At HRT we welcome a variety of expertise: mathematics and computer science, physics and engineering, media and tech. We’re a community of self-starters who are motivated by the excitement of being at the cutting edge of automation in every part of our organization—from trading, to business operations, to recruiting and beyond. We value openness and transparency, and celebrate great ideas from HRT veterans and new hires alike. At HRT we’re friends and colleagues – whether we are sharing a meal, playing the latest board game, or writing elegant code. We embrace a culture of togetherness that extends far beyond the walls of our office.

Feel like you belong at HRT? Our goal is to find the best people and bring them together to do great work in a place where everyone is valued. HRT is proud of our diverse staff; we have offices all over the globe and benefit from our varied and unique perspectives. HRT is an equal opportunity employer; so whoever you are we’d love to get to know you.