Hudson River Trading (HRT) is seeking exceptional quantitative thinkers to join our Algorithm ... order execution and model training methods to increase trading efficiency. This will involve ...
Hudson River Trading (HRT) is seeking exceptional quantitative thinkers to join our Algorithm ... order execution and model training methods to increase trading efficiency. This will involve ...
Algorithm Developers at HRT are responsible for building and maintaining the models that drive our ... order execution and model training methods to increase trading efficiency. This will involve ...
Algorithm Developers at HRT are responsible for building and maintaining the models that drive our ... order execution and model training methods to increase trading efficiency. This will involve ...
Hudson River Trading (HRT) is a quantitative trading firm at the forefront of technological ... ideation and execution of some of the world's most sophisticated trading strategies. Research ...
Hudson River Trading (HRT) is a quantitative trading firm at the forefront of technological ... ideation and execution of some of the world's most sophisticated trading strategies. Research ...
Algorithmic Execution Quant information
See London, CA salary details
$52.6K - $65.7K
4% of jobs
$65.7K - $78.8K
17% of jobs
$80.7K is the 25th percentile. Wages below this are outliers.
$78.8K - $92K
29% of jobs
$92K - $105.1K
0% of jobs
$105.1K - $118.2K
2% of jobs
$118.2K - $131.3K
7% of jobs
$131.3K - $144.4K
7% of jobs
$151.4K is the 75th percentile. Wages above this are outliers.
$144.4K - $157.6K
16% of jobs
$157.6K - $170.7K
7% of jobs
$170.7K - $183.8K
5% of jobs
$183.8K - $196.9K
5% of jobs
$52.6K
$119.4K
$196.9K
How much do algorithmic execution quant jobs pay per year?
As of Aug 5, 2026, the average yearly pay for algorithmic execution quant in London, CA is $119,420.00, according to ZipRecruiter salary data. Most workers in this role earn between $78,700.00 and $152,800.00 per year, depending on experience, location, and employer.
What is the difference between Algorithmic Execution Quant vs Quantitative Trader?
| Aspect | Algorithmic Execution Quant | Quantitative Trader |
|---|---|---|
| Primary Focus | Developing and implementing algorithms for trade execution to minimize market impact | Creating trading strategies to generate alpha and profit from market movements |
| Work Environment | Quantitative research teams, trading desks, technology-driven | Trading floors, portfolio management teams, research departments |
| Required Skills | Programming, market microstructure, execution algorithms | Quantitative modeling, market analysis, strategy development |
While both roles involve quantitative skills, an Algorithmic Execution Quant specializes in optimizing trade execution processes, whereas a Quantitative Trader focuses on developing strategies to generate profits. The roles often collaborate but serve different functions within trading firms.
What are the key skills and qualifications needed to thrive as an algorithmic execution quant, and why are they important?
To thrive as an Algorithmic Execution Quant, you need a strong background in quantitative analysis, programming (often in Python or C++), and a solid understanding of financial markets, typically supported by an advanced degree in a quantitative discipline. Proficiency with statistical modeling tools, trading platforms, and market data systems, as well as familiarity with technologies like FIX protocol, is crucial. Strong problem-solving ability, attention to detail, and effective communication help you collaborate across trading, research, and technology teams. These skills are essential for designing, optimizing, and maintaining robust trading algorithms that achieve best execution and mitigate risk in fast-moving markets.
What are some common challenges faced by algorithmic execution quants when developing and deploying trading algorithms?
Algorithmic Execution Quants often encounter challenges such as adapting strategies to rapidly changing market conditions, managing latency and slippage, and ensuring compliance with regulatory requirements. They must also balance the need for innovation with the necessity for robust risk controls and system reliability. Collaboration with traders, developers, and risk managers is essential to refine algorithms and ensure they perform optimally in live trading environments.
What does an algorithmic execution quant do?
An Algorithmic Execution Quant is responsible for designing, developing, and optimizing algorithms that execute large financial trades efficiently and at minimal cost. They analyze market microstructure, create models to predict market impact, and work closely with traders and engineers to implement these strategies in real-time trading systems. Their work is essential in minimizing transaction costs and improving trade execution quality for their firm.
What job categories do people searching Algorithmic Execution Quant jobs in London, CA look for? The top searched job categories for Algorithmic Execution Quant jobs in London, CA are:
What cities near London, CA are hiring for Algorithmic Execution Quant jobs? Cities near London, CA with the most Algorithmic Execution Quant job openings:
$300K/yr
Other
Posted 21 days ago
Job description
We do not allow multiple applications. Please apply to the ONE role you are most interested in and we will consider you for all open positions when reviewing your application.
Hudson River Trading (HRT) is seeking exceptional quantitative thinkers to join our Algorithm Development teams in New York, London, and Singapore. Algorithm Developers at HRT are responsible for building and maintaining the models that drive our trading. A typical day involves applying rigorous statistical analysis to vast quantities of market and financial data to produce predictive trading models.
In this role, you will work alongside fellow Algorithm Developers and Software Engineers to research, develop, and test novel order execution and model training methods to increase trading efficiency. This will involve running models live on our high-performance trading infrastructure and analyzing daily performance to maintain ongoing profitability.
Ideal candidates are strong researchers eager to learn new skills, who can work both independently and collaboratively to solve problems efficiently.
Qualifications
- You are a full-time undergraduate or masters student in a quantitative discipline (math, physics, computer science, statistics, or a related program) who is eligible for full-time roles in 2027
- Experience programming in Python and/or C++
- Experience with statistical analysis, numerical programming, or machine learning in Python, Pandas/Numpy, R, and/or MATLAB
- A passion for applying quantitative models and technology toward solving real-world problems
- Brilliant analytical and problem-solving skills
- Ability to work creatively and independently on long-term technical problems
Base salary for US is $300,000. Other locations have similarly locally competitive base salaries. A sign-on and discretionary performance bonus will be provided as part of the total compensation package, in addition to company-paid medical and/or other benefits.