Job Description
At Citadel Securities, our mission is to be the most successful investment team in the world. Quantitative Researchers play a key role in this mission by developing next-generation models and trading approaches for a range of investment strategies.
You’ll get to challenge the impossible in quantitative research by applying sophisticated and complex statistical techniques to financial markets, some of the most complex data sets in the world.
As an intern, you’ll get to challenge the impossible in research through an 11 week program that will allow you to collaborate and connect with senior team members.
In addition, you’ll get the opportunity to network and socialize with peers throughout the internship. Your Objectives
- 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
Your Skills & Talents
- PhD degree in Mathematics, Statistics, Physics, Computer Science, or another highly quantitative field
- Strong knowledge of probability and statistics (, machine learning, time-series analysis, pattern recognition, NLP)
- Prior experience working in a data driven research environment
- Experience with NoSQL databases (, MongoDB)
- Experience with distributed computing using MapReduce
- Experience with translating mathematical models and algorithms into code (Python, R or C++)
- Independent research experience
- Ability to manage multiple tasks and thrive in a fast-paced team environment
- Excellent analytical skills, with strong attention to detail
- Strong written and verbal communication skills
Opportunities available in Chicago, New York, Miami. In accordance with New York City’s Pay Transparency Law, the base salary range for this role is $4,325 to $5,300 per week.
Base salary does not include other forms of compensation or benefits.