Opportunities · Research opportunity
Algorithm Development (Quant Research & Trading) PhD Internship
Hudson River Trading · See listing
Role overview
What you'll own
- Use advanced research experience and expertise to apply academic research to impactful real-world problems in trading across time horizons and machine learning strategies
- Leverage our proprietary infrastructure (Python/C++) in conjunction with third-party tools to conduct quantitative research and data analysis
- Use machine learning and time series techniques to derive novel insights on market behavior from large and complex datasets
- Utilize our industry-leading compute cluster to run simulations and crunch data
Requirements and eligibility
- Fluency in Python is a must
Preferred, not required
- Competitive signing bonus
Dates for this one
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Posted
Sep 6, 2026
Applications close
Oct 6, 2026
16 days left
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Read the full listing context
Hudson River Trading (HRT) is a financial technology company that applies scientific research and sophisticated computing to algorithmic trading. The Algorithm Development PhD Intern will conduct quantitative research, develop predictive models, analyze market data, and implement automated trading strategies using machine learning, time series techniques, and proprietary infrastructure.
Responsibilities • Use advanced research experience and expertise to apply academic research to impactful real-world problems in trading across time horizons and machine learning strategies • Leverage our proprietary infrastructure (Python/C++) in conjunction with third-party tools to conduct quantitative research and data analysis • Use machine learning and time series techniques to derive novel insights on market behavior from large and complex datasets • Utilize our industry-leading compute cluster to run simulations and crunch data • Build predictive models for financial markets using a combination of market and non-market data • Attend and participate in Tech Talks that provide an overview of markets and HRT’s trading philosophy • Enjoy a curriculum of speakers, trading games, mentorships, and social events throughout the summer Skills • You are a full-time PhD student in a quantitative discipline (math, physics, computer science, statistics, operations research, machine learning etc.
) • Fluency in Python is a must • Experience with statistical analysis, numerical programming, or machine learning in Python, Pandas/Numpy, R, and/or MATLAB • You're excited to apply your research expertise to identify new opportunities in worldwide markets • Strong communication skills Benefits • Competitive signing bonus • Company-paid housing • Meals • Other perks • Attend and participate in Tech Talks that provide an overview of markets and HRT’s trading philosophy • A curriculum of speakers, trading games, mentorships, and social events throughout the summer Company Overview • Hudson River Trading opertes as a multi-asset class quantitative trading firm.
It was founded in 2002, and is headquartered in New York, New York, USA, with a workforce of 1001-5000 employees. Its website is https://www.hudsonrivertrading.
com. Company H1B Sponsorship • Hudson River Trading has a track record of offering H1B sponsorships, with 13 in 2026, 27 in 2025, 23 in 2024, 30 in 2023, 19 in 2022, 13 in 2021, 16 in 2020.
Please note that this does not guarantee sponsorship for this specific role.
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