Citadel Securities is looking to solve challenges in financial markets by developing and testing automated quantitative trading strategies using sophisticated statistical techniques.
Requirements
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
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
Other
Bachelor's or master's degree in mathematics, statistics, physics, computer science, or another highly quantitative field
Ability to manage multiple tasks and thrive in a fast-paced team environment
Excellent analytical skills, with strong attention to detail
