Quantitative Researcher

London

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Job Description

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.
Opportunities may be available from time to time in any location in which the business is based for suitable candidates. If you are interested in a career with Citadel, please share your details and we will contact you if there is a vacancy available.
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

About Citadel Securities

Citadel Securities is the next-generation capital markets firm and a leading global market maker. We provide institutional and retail investors with the liquidity they need to trade a broad array of equity and fixed income products in any market condition. The brightest minds in finance, science and technology use powerful, advanced analytics to solve the market’s most critical challenges, turning big ideas into real-world outcomes.