Mid-Frequency Quant Researcher: Alpha Generation & Trading
Listed on 2026-10-07
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Finance & Banking
Data Scientist, Economics
Hudson River Trading seeks quantitative researchers to develop mid-frequency systematic trading strategies using rigorous statistical methods on large datasets. You will implement trading models based on novel predictions of market behavior and work with world-class research and trading infrastructure.
Successful candidates will contribute to alpha generation, portfolio construction/optimization and trade execution algorithms, while writing code to productionalize ideas.
This posting is for the Mid-Frequency Quant Researcher:
Alpha Generation & Trading role at Hudson River Trading, based in New York, NY, United States.
Full responsibilities and requirements are described in the listing above.
Learn more about the Mid-Frequency Quant Researcher:
Alpha Generation & Trading role in the description above.
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Join Hudson River Trading and contribute to our ongoing work.
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