Citadel's Equity Quantitative Research (EQR) team needs to provide portfolio construction, risk management, and execution services for its Fundamental Equities businesses. The Engineering team within EQR is responsible for building and maintaining a robust platform with scaled services, environments, curated datasets, and libraries to enable efficient research, trading, and analytics for various Citadel businesses. The Portfolio Monetization team specifically focuses on central portfolios within EQR, aiming for enhanced alpha capture, portfolio construction, optimal order execution, and risk management for the equities business.
Requirements
- Strong coding skills required; Python preferred
- Strong interest in quantitative research (especially optimization techniques)
Responsibilities
- Building out and maintaining the end-to-end trading engines and back-testing platforms that drive these strategies: from data gathering to, portfolio construction, and order submission
- Work on post-trade analytics and pricing models
- Partnering with quantitative researchers to work on portfolio construction and trading research
- Partnering with traders to manage the portfolios on a day-to-day basis.
Other
- BS or MS in a relevant and highly technical field (computer science, math, or other quantitative field)
- 4-15 years professional experience (finance industry experience not required)
- Demonstrated interest in understanding business needs
- Ability to own end-to-end engineering processes in a highly collaborative environment
