Citadel Securities

Global market maker delivering liquidity

Quantitative Research Engineer

Quantitative DevelopmentConfirmed live in the last 24 hours

Full-timeMiami, FL, USANo salary listedIn-person

About the Job

Requirements

A strong mathematical and quantitative foundation.
A strong background in systems programming and performance engineering.
Expert-level proficiency in C++ with a demonstrated history of writing high-performance, low-latency code.
Understanding of modern CPU architectures, including pipelines, caches, memory models, and parallel execution.
Proven ability to optimize software across abstraction layers, from algorithms to hardware.
Prior experience in high-frequency trading, market making, or electronic trading infrastructure.
Experience with parallel programming models and heterogeneous computing.
A track record of delivering production systems where performance was the primary constraint.
Experience with high-performance computing programming, including accelerators such as GPUs and TPUs.

Responsibilities

Collaborate closely with quantitative researchers to translate mathematical models into production-grade, ultra-low-latency implementations.
Maintain and improve trading algorithms by identifying quantitative and performance-based opportunities.
Apply advanced mathematical and computational techniques to market microstructure problems.
Develop and optimize high-performance C++ for real-time trading systems.
Profile, measure, and rigorously reason about system behavior under extreme performance constraints.
Design, build, and optimize the electronic trading platform.
Work with researchers, simulation and live traders on development of core trading infrastructure and high-throughput trading systems, and identify and optimize critical bottlenecks in research and production trading.
Take ownership of assets from project inception through deployment.

Job Description

Responsibilities

Collaborate closely with quantitative researchers to translate mathematical models into production-grade, ultra-low latency implementations
Maintain and improve trading algorithms by looking for both quantitative and performance-based opportunities
Apply advanced mathematical and computational techniques to market microstructure problems
Develop and optimize high performance C++ for real-time trading systems

Profile, measure, and reason rigorously about system behavior under extreme performance constraints

Required Skills

Research Engineers at Citadel Securities are responsible for designing, building and optimizing our electronic trading platform. Research Engineers will work closely with our researchers, simulation and live traders to perform various functions, including the development of our core-trading infrastructure and high-throughput trading systems and working with the research team to identify and optimize critical bottlenecks in research and production trading.

We require a strong knowledge of low-level optimization, interest in algorithmic trading, data analysis/design, risk management and application development. Research Engineers will gain exposure to quantitative trading while working in our fast-paced, dynamic environment. Our Research Engineers work on projects from inception through to deployment and are expected to take real ownership of the assets they are building.

Required Qualifications

Strong mathematical and quantitative foundation
Strong background in systems programming and performance engineering
Expert-level proficiency in C++ with a demonstrated history of writing high performance, low latency code
Understanding of modern CPU architectures: including pipelines, caches, memory models, and parallel execution
Proven ability to optimize software across abstraction layers, from algorithms to hardware

Preferred Experience

Prior experience in high frequency trading, market making, or electronic trading infrastructure
Experience with parallel programming models and heterogeneous computing
Track record of delivering production systems where performance was the primary constraint
HPC programming, include accelerators such as GPUs, TPUs, etc.

Specialties

Financial technology and electronic trading systems
Low level CPU and GPU performance optimization

Research-driven engineering in production environments

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.

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About the Company

Citadel Securities

Global market maker delivering liquidity

Citadel Securities is a global market maker that provides liquidity and trading services to institutional clients in equities, options, and FICC markets. It uses advanced technology and data analytics to place and manage bid-ask quotes, execute trades, and optimize order routing, earning a small margin on each trade and charging fees for services. Its products and services help clients meet liquidity needs with low-cost, efficient execution. The company distinguishes itself by aiming for the fairest, most transparent, and open markets, continually reinvesting in technology and expertise to improve market efficiency and transparency. The goal is to bridge the financial markets with the real economy by creating reliable liquidity and transparent trading environments.

Company size: 1,001-5,000
Company stage: Growth Equity (Venture Capital)
Total funding: $1.2B
Headquarters: Miami, FL
Founded: 2002

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