Proprietary trading · Founded 2002 · New York
Engineering-first proprietary firm where the distinction between researcher and developer is deliberately blurred. Strong reputation for technical depth and for paying engineers at research levels.
How much does Hudson River Trading pay?
Modelled mid-level total compensation at Hudson River Trading runs to about $550k for a quant researcher, about 22% above the modelled market reference for the same role and seniority. These are modelled bands, not verified pay.
What is it like to work at Hudson River Trading?
Engineering-first proprietary firm where the distinction between researcher and developer is deliberately blurred. Strong reputation for technical depth and for paying engineers at research levels.
KnowQuant research deskUpdated 1 September 20265 offices trackedMethod 2026.1
Hudson River Trading does not publish vacancies on a source we currently read, so we show no live count rather than guess one. Everything below is editorial market context, clearly labelled as such.
Indicative mid-level total compensation, US dollars.
| Role | Total comp |
|---|---|
| Quant Researcher | $550k |
| Quant Developer | $460k |
| HFT / Low-Latency Engineer | $500k |
Algorithmic problems under time limit.
Two rounds of algorithms and systems reasoning.
Deep C++ or Python, systems design, and a research or statistics component.
Rehearse the reasoning these stages test in the practice bank: probability, expected value, market making and coding problems with worked solutions.
Sourced answers to the questions candidates ask about pay, the loop and where the firm hires.
Indicative mid-level total compensation at Hudson River Trading: Quant Researcher $550k, Quant Developer $460k, HFT / Low-Latency Engineer $500k. That sits roughly 22% above the modelled market reference estimate for the same role and seniority. Figures are annual base plus expected bonus, in US dollars.
3 stages: Online assessment (algorithmic problems under time limit); Technical phone screens (two rounds of algorithms and systems reasoning); On-site (deep c++ or python, systems design, and a research or statistics component).
Hudson River Trading is headquartered in New York and hires into New York, Chicago, London, Singapore, San Francisco.
Quant Researcher, Quant Developer, HFT / Low-Latency Engineer. The firm runs automated market making, statistical arbitrage, high-frequency trading and hires backgrounds such as competitive programming, computer science graduates, systems engineering.
Engineering-first proprietary firm where the distinction between researcher and developer is deliberately blurred. Strong reputation for technical depth and for paying engineers at research levels.
Vacancy counts are rebuilt from the firm's own career pages, classified and de-duplicated by the KnowQuant research desk. Pay figures are modelled market bands for the role and seniority, adjusted for the firm's observed premium, and labelled as modelled. Method 2026.1, last reviewed September 2026.
KnowQuant Quant Compensation Benchmark, Q3 2026 edition, method 2026.1. https://www.know-quant.com/firms/hrt
Free to quote and republish with attribution and a link to the source page, under our terms. Method 2026.1, last reviewed 1 September 2026. The methodology sets out how each band is built and what it excludes.
Candidates
Two minutes, no account, nothing public. When a role matches your profile, the desk reaches out directly and only with your permission.
Speak to the desk
Step 1 of 1Ask the research desk where this firm sits on pay, hiring pace and the candidate pool before you brief the market.
Request a slot in the next two weeks. The desk comes back to you to confirm it. No obligation.
Weekly market movements
The dated market call: which desks opened seats, where pay shifted, and which markets tightened. Written by the research desk, sent Monday, and nothing else.
Research desk
Ask what a firm really pays, how a desk hires, or where your profile sits. One reply from the research desk, in confidence, no obligation.
Side by side on modelled pay, interview stages, offices and the roles each firm hires for.
Figures are expressed as annual total compensation (base salary plus expected performance bonus) in the reference market's local currency, converted from a US dollar base. They describe typical market ranges rather than any individual offer, and exclude sign-on payments, deferred equity and carried interest. Portfolio-manager figures reflect formulaic profit-share arrangements and are therefore far more dispersed than any other role.
KnowQuantIndex 2026.1 · Updated September 2026
Modelled bands describe the market, not an individual offer. Where an employer states pay, the stated figure is used and labelled as such.
Hudson River Trading profile · KnowQuant 2026.1