Quantitative Researcher – Full Time (US)

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Job Description

At Citadel and Citadel Securities, our mission is to be the most successful investment team in the world. Quantitative Researchers play a key role in this mission by developing next-generation models and trading approaches for a range of investment strategies. You’ll get to challenge the impossible in quantitative research by applying sophisticated and complex statistical techniques to financial markets, some of the most complex data sets in the world.
Your Objectives:
  • Conceptualize valuation strategies, develop and continuously improve upon mathematical models, and help translate algorithms into code
  • Back test and implement trading models and signals in an active, live trading environment
  • Use unconventional data sources to drive innovation
  • Conduct research and statistical analysis to build and refine monetization systems for trading signals
Your Skills & Talents:
  • Advanced training in Mathematics, Statistics, Physics, Computer Science, or another highly quantitative field (Bachelors, Masters, PhD degree)
  • Strong knowledge of probability and statistics (e.g. machine learning, time-series analysis, pattern recognition, NLP)
  • Background working in a data driven research environment
  • Experience with NoSQL databases (e.g. MongoDB), distributed computing (e.g. MapReduce), and analytical packages (e.g. R, Matlab)
  • Independent research experience
  • Excellent analytical skills, with strong attention to detail
  • Strong written and verbal communications skills
Opportunities available in Chicago, New York, London, Hong Kong

About Citadel Securities

Citadel Securities is a leading global market maker across a broad array of fixed income and equity securities. Our world-class capabilities position us to meet the liquidity demands of our diverse group of institutional clients in all market conditions. In partnering with us, our clients, including asset managers, banks, broker-dealers, hedge funds, government agencies and public pension programs are able to gain a powerful trading advantage and are better positioned to meet their investment goals.

The team makes its mark every day from our offices around the world: Chicago, New York, London, Hong Kong, Toronto, Shanghai, Sydney, Dublin.