Wehrtyou

Junior Treasury Quant Researcher

New York, NY, United States · Junior

Sponsorship not specified$150k-$200kDetected 27 days ago

PythonMachine LearningTensorFlowPyTorchPandasNumPyStatisticsResearchCommunicationProblem Solving

About the role

Hudson River Trading (HRT) is seeking a Quantitative Researcher focused on Treasury Optimization and Research to join our PostTrade team.
As a member of our PostTrade team, you will be challenged by dynamic financial markets and contribute to critical optimization models in an extremely fast-paced setting.
The ideal candidate is a brilliant quantitative mind who enjoys solving complex problems, values a highly collaborative culture, and thrives in a performance-driven environment.

Build and enhance the quantitative components of HRT's Treasury Optimization Platform, including designing and developing optimization models to improve funding efficiency and collateral allocation across global markets
Collaborate with partners across Funding, Finance, and Engineering teams to integrate research and analytics into production systems, streamline cash and collateral workflows, and develop comprehensive metrics for funding, margin, and counterparty management
In this role, you'll work closely with our Funding, Finance, and Treasury Engineering teams to develop HRT's Treasury optimization and enhance funding & capital efficiency.
Researchers at HRT work on small, highly productive teams that design, analyze, and maintain the models and strategies that drive the efficiency and profitability of our business.

Bachelor's, Master's, or PhD in Computer Science, Engineering, Mathematics, Statistics, Physics, Operations Research, or a related quantitative field
Strong programming skills, with solid experience in Python
Familiarity with optimization techniques, such as gradient descent and linear/convex programming, is highly desirable
Excellent cross-functional communication skills, with the ability to work effectively with engineers, researchers, and financial professionals
Exceptional problem-solving skills, with a strong foundation in mathematical, statistical, or optimization fundamentals
Proficiency with numerical computing or machine learning libraries (e.g., NumPy, Pandas, PyTorch, TensorFlow) is a significant advantage

Knowledge of portfolio financing, funding mechanics, prime brokerage, or risk management frameworks is a plus

Use of AI tools during interviews or assessments is strictly prohibited, unless otherwise instructed or agreed upon.

The estimated base salary range for this position is $150,000 - $200,000, based on job-related skills and experience. This role will also be eligible for discretionary performance-based bonuses and a competitive benefits package.

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.
At HRT we welcome a variety of expertise: mathematics and computer science, physics and engineering, media and tech.

This listing is sourced directly from Wehrtyou's careers page and normalized into a canonical job model.