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Role Summary 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.
Objectives
Design, develop, test, and deploy pricing & risk-management library for OTC trading
Code optimization
Partner with the Quantitative Research team to define priorities and deliver custom software solutions
Design and develop high-performance C++ components used by trading applications
Skills and Preferred Qualifications
A deep passion for technology, software development, and mathematics
Proficiency with C++ and Python
Experience with derivatives and knowledge of pricing library design
Exceptional quantitative and analytical skills
Bachelor’s or Master’s in Computer Science, Mathematics, Statistics, or equivalent experience
Strong written and verbal communications skills
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Role Summary 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.
Objectives
Design, develop, test, and deploy pricing & risk-management library for OTC trading
Code optimization
Partner with the Quantitative Research team to define priorities and deliver custom software solutions
Design and develop high-performance C++ components used by trading applications
Skills and Preferred Qualifications
A deep passion for technology, software development, and mathematics
Proficiency with C++ and Python
Experience with derivatives and knowledge of pricing library design
Exceptional quantitative and analytical skills
Bachelor’s or Master’s in Computer Science, Mathematics, Statistics, or equivalent experience
Strong written and verbal communications skills
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