Quantitative Researcher / Quantitative Research Analyst

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Job Description

Role Summary
At Citadel Securities, a leading global market maker, our team of quantitative researchers models the markets and brings trading strategies to life every day. Specifically, this team develops and tests automated quant trading strategies using sophisticated statistical techniques. We’re looking for an extraordinary quantitative researcher who is committed to our core values that include winning, acting with integrity, continuously learning, and cultivating a meritocracy.
Depending on your background and expertise, opportunities are available in Chicago, New York, London, Dublin or Hong Kong
Objectives
  • Conduct research and statistical analyses in the evaluation of securities
  • Work with large data sets, including unconventional data sources, to predict and test statistical market patterns
  • Conceptualize valuation strategies, develop and continuously improve mathematical models, and translate algorithms into code
  • Back test and implement trading models and signals in a live trading environment
Skills and Preferred Qualifications
  • Advanced training in mathematics, statistics, physics, computer science, or another highly quantitative field
  • Proficiency in probability & statistics (e.g. time-series analysis, machine learning, pattern recognition, NLP)
  • Prior experience working in a data driven research environment
  • Hands on programming experience in scripting (e.g. Python), analytical packages (e.g. R, Matlab) and/or compiled languages (e.g. C++)
  • A background demonstrating strong analytical problem solving skills
  • An ability to communicate advanced concepts in a concise and logical way
  • Proficiency in creating and using algorithms to meticulously investigate and work through large data or error-checking problems

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.