Algorithmic trading firm operating across global multi-asset markets
Hudson River Trading is a quantitative trading firm built around algorithmic research and execution across equities, derivatives, and other asset classes on electronic markets worldwide. The tech stack—Python, C++, FPGA/ASIC, and Bloomberg/Refinitiv data feeds—reflects a hard-systems engineering approach: custom silicon for latency-critical order execution paired with mathematical modeling tooling (MATLAB, SciPy, NumPy, R). Active hiring skews heavily toward engineering and operations roles, with projects focused on novel execution methods, risk control automation, and market entry, signaling sustained investment in infrastructure and trading capability expansion.
Hudson River Trading operates as a proprietary trading firm staffed by mathematicians, computer scientists, statisticians, physicists, and engineers. Founded in 2002, HRT has grown to over 800 employees operating from headquarters in New York and regional offices in Singapore, London, Shanghai, and Mumbai. The firm trades on nearly all major electronic markets globally across multiple asset classes. Core focus areas include development of algorithmic trading systems, execution optimization, and entry into new markets and instruments. The organization manages high-volume order flow, hardware-based trading infrastructure, and complex risk management in options and other derivatives.
Python, C++, PostgreSQL, SQL Server, Pandas, NumPy, SciPy, MATLAB, R, FPGA, ASIC tools (Vivado), Bloomberg, Refinitiv, Linux/Ubuntu, and JavaScript/React for internal tools.
Novel order execution and model training methods, expansion into new markets, trading strategy rollouts, risk control design for options, and automation of operational toil and IT support tasks.
Other companies in the same industry, closest in size