Quantitative Research Analyst - University Graduate (US)

Citadel Enterprise Americas LLC•Miami, NY

31d•$225,000 - $300,000

About The Position

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. 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.

Requirements

Bachelor's or master's degree in mathematics, statistics, physics, computer science, or another highly quantitative field
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
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

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