Here is an image: (image source)
From what i have read, the Romans never conquered Hatra yet the monuments are disinctly Hellenistic in design. Was it built by the Seleucids?
According to wiki, your hunch is essentially correct - the original influence is Seleucid indeed. But if I undertstand correctly, the actual buildings are in the Parthian style.
Hatra was probably built in the 3rd or 2nd century BC by the Seleucid Empire. After its capture by the Parthian Empire, it flourished during the 1st and 2nd centuries AD as a religious and trading center.
The region controlled from Hatra was the Kingdom of Araba, a semi-autonomous buffer kingdom on the western limits of the Parthian Empire, governed by Arabian princes.