Job Description
Quantitative Researchers play a key role on the Quantitative Research ("QR") team, which is responsible for developing and testing automated quant trading strategies using sophisticated statistical techniques.
Key Responsibilities
- 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 a live trading environment
- Use unconventional data sources to drive innovation
- Conduct research and statistical analysis to build and refine monetization systems for trading signals
Skillset Requirements
- Advanced training in Mathematics, Statistics, Physics, Computer Science, or another highly quantitative field
- Strong knowledge of probability and statistics (e.g., machine learning, time-series analysis, pattern recognition, NLP)
- Prior experience working in a data driven research environment
- Experience with NoSQL databases (e.g., MongoDB)
- Experience with distributed computing using MapReduce
- Experience with analytical packages (e.g., R, Matlab)
- Independent research experience
- Ability to manage multiple tasks and thrive in a fast-paced team environment
- Excellent analytical skills, with strong attention to detail
- Strong written and verbal communications skills
Opportunities in Chicago, London, Hong Kong and New York
About Citadel Securities
Citadel Securities is the next-generation capital markets firm and a leading global market maker. We provide institutional and retail investors with the liquidity they need to trade a broad array of equity and fixed income products in any market condition. The brightest minds in finance, science and technology use powerful, advanced analytics to solve the market's most critical challenges, turning big ideas into real-world outcomes.
Top Skills
What We Do
Citadel Securities is the next-generation capital markets firm. Our work is powered by the deepest integration of financial, mathematical and engineering expertise. Combining deep trading acumen with cutting-edge analytics and technology, we at Citadel Securities deliver critical liquidity to the world’s most important financial institutions—while helping shape the global markets of tomorrow.
Why Work With Us
We do not accept the status quo and we are constantly looking to achieve what others think is impossible. That’s true not just in our careers, but also in our communities.
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