Role Summary
At Citadel Securities, a leading global market maker, our team of quantitative researchers models the markets and brings trading strategies to life every day. Specifically, this team develops and tests automated quant trading strategies using sophisticated statistical techniques. We’re looking for an extraordinary quantitative researcher who is committed to our core values that include winning, acting with integrity, continuously learning, and cultivating a meritocracy.
Objectives
Conduct research and statistical analyses to refine models to execute strategies
Work with large data sets, including unconventional data sources, to predict and test statistical market patterns
Conceptualize valuation strategies, develop and continuously improve mathematical models, and translate algorithms into code
Back test and implement trading models and signals in a live trading environment
Analyze market microstructure to improve trading algorithms
Monitor and analyze trading performance, identifying areas for improvement and optimization
Preferred Skills and Qualifications
Advanced training in mathematics, statistics, physics, computer science, or another highly quantitative field
Strong understanding of market microstructure, algorithmic trading, and execution strategies
Prior experience working in a data driven research environment
Hands on programming experience in C++
A background demonstrating strong analytical problem solving skills
An ability to communicate advanced concepts in a concise and logical way
Proficiency in creating and using algorithms to meticulously investigate and work through large data or error-checking problems
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