Software Engineer (ETF Pricing Engineer)- New York, NY- Use C++/Python & stat methods to diagnose errors & mk imprvmts to distrib tools & pltfrms used for rsrching algo trading. Verify math accuracy of ML prod models. Diagnose & repair engg flaws in both C++ & Python code bases. Use knwldg of optmztn technqs to optmz hybrid C++/Python distrib systems for algo trading & ETF pricing. Trblsht our sw systems & intraday trading infrastructure to reslv engg & app probs & eval busi unit requests for new or mod ETF pricing sw progs & systems. Monitor RT Data streams to observe effective changes to fin models, supp trading strats, & utilize C++ & Python to refine existing sw & analytical tools for opt coverage & pricing of ETFs & risk limits. Reqs: Bach (U.S. or forgn equiv) in Comp Sci, Math, Ops Rsrch, Comp Engg, SW Engg, or a closely rel quant field, plus 2 yrs of exp in the pos offrd or rel exp. All req'd exp must have incldd: Exp using C++ & Python to diagnose errors & make imprvmnts to distrib tools & trading pltfrms. Exp testing, trblshting, & modifying sw systems to res op issues. Exp blding diagnostic tool that visualizes results & detects vlnrbilities & risk factors of the ML model. Exp in optmztn of C++/Python distrib systems. Expe dvlping ETF pricing & mkt data systems, using data engg, linear models & regression technqs, incldg weighted basket models, factor models & time series models. Employer will accpt any amt of prof exp w/ the reqd skills. Salary Rg: $185K-250K. To apply: email resume to
HRTresumes@hudson-trading.com
& ref code in subj line: BM818769.