Junior Treasury Quant Researcher

About the Role

Hudson River Trading (HRT) is seeking a Junior Treasury Quant Researcher to join our PostTrade team. This role focuses on Treasury Optimization and Research, working closely with Funding, Finance, and Treasury Engineering teams to develop HRT's Treasury optimization and enhance funding & capital efficiency. Researchers at HRT design, analyze, and maintain models and strategies driving business efficiency and profitability. As a member of the PostTrade team, you will contribute to critical optimization models in a fast-paced environment.

Key Responsibilities

• 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.
• Conduct research to expand funding & collateral modeling and analytical capabilities, and identify new opportunities to maximize returns.
• 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.

Requirements & Tech Stack

• Strong programming skills, with solid experience in Python.
• Proficiency with numerical computing or machine learning libraries (e.g., NumPy, Pandas, PyTorch, TensorFlow) is a significant advantage.
• Familiarity with optimization techniques, such as gradient descent and linear/convex programming, is highly desirable.
• Knowledge of portfolio financing, funding mechanics, prime brokerage, or risk management frameworks is a plus.
• Excellent cross-functional communication skills, with the ability to work effectively with engineers, researchers, and financial professionals.

Qualifications

• Bachelor’s, Master’s, or PhD in Computer Science, Engineering, Mathematics, Statistics, Physics, Operations Research, or a related quantitative field.
• Exceptional problem-solving skills, with a strong foundation in mathematical, statistical, or optimization fundamentals.