Quantitative Researcher

Job Description

• 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

• PhD degree 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 translating mathematical models and algorithms into code (Python, R or C++)
• 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 communication skills

About Citadel Securities

Citadel Securities is a technology-driven, next-generation global market maker. We provide institutional and retail investors with world-class liquidity, competitive pricing and seamless front-to-back execution in a broad array of financial products. Our teams of engineers, traders and researchers harness leading-edge quantitative research and the accelerating power of compute, machine learning and AI to power our analytics and tackle the market’s and our clients’ most critical challenges. Together, we are forging the future of capital markets. For more information, visit citadelsecurities.com.