Quantitative Research Professionals (Must have Ph.D.) recruitment

With over 1,200 employees globally, Citadel serves a diversified client base through its offices in the world’s major financial centers including Chicago, New York, London, Hong Kong and San Francisco. For more information, please visit www.citadelgroup.com. 

Position: Quantitative Research Professionals (Must have Ph.D.)

Citadel seeks top candidates who are entrepreneurial, self-starters and enjoys being in a fast-paced, dynamic and demanding environment to help continue building and growing one of the world’s leading global financial institutions. Citadel pursues path-breaking work and handsomely rewards excellence. Opportunities are available in a variety of teams including High Frequency Trading, Statistical Arbitrage, Global Portfolio Construction Risk and Fixed Income. For the right individual, this opportunity represents an exciting career path in investments research.

Duties and Responsibilities:

Develop core algorithms and models leading directly to trading decisions

Conduct research and statistical analyses about securities and commodities

Conceptualize valuation strategies, develop and continuously improve upon mathematical models, and help translate algorithms into code

Work closely with traders in interpreting valuations and developing next generation models and analytics

Evaluate vendors of financial information; evaluate and work with new data sources and analysis packages in developing investment strategies

Provide high level technical and investment analytic support to the trade desk

Qualifications:

Advanced training in Computer Science, Statistics, Mathematics, Physics, or related field

Experience in a quantitative role within an algorithmic trading environment or experience in a position applying advanced mathematical statistical techniques in solving highly complex data intensive problems highly preferred

Advanced mathematical and statistical modeling skills (i.e. time-series and cross-sectional skills and/or knowledge of Statistical Machine Learning and/or Natural Language Processing) are highly valued

Strong programming skills in C++/OOD with experience with one or more statistical packages (e.g. R and Matlab) and exposure to one or more scripting languages (e.g. bash, PERL, etc.)

Demonstrated interest in or knowledge of investments, equity markets, derivatives, asset pricing, empirical anomalies and market micro-structure; comfortable with analysis of large datasets

Comfortable in a complex, fast-paced and highly technical environment

**Unable to work with 3rd party candidates or agencies**

Please send resumes to itjobs0016@citadelgroup.com