Quantitative Researcher - PhD Graduate (US)
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.Your ObjectivesConceptualize valuation strategies, develop, and continuously improve upon mathematical models and help translate algorithms into codeBack test and implement trading models and signals in a live trading environmentUse unconventional data sources to drive innovationConduct research and statistical analysis to build and refine monetization systems for trading signalsYour Skills & TalentsPhD degree in mathematics, statistics, physics, computer science, or another highly quantitative fieldStrong knowledge of probability and statistics (e.g., machine learning, time-series analysis, pattern recognition, NLP)Prior experience working in a data driven research environmentExperience with translating mathematical models and algorithms into code (Python, R or C++)Independent research experienceAbility to manage multiple tasks and thrive in a fast-paced team environmentExcellent analytical skills, with strong attention to detailStrong written and verbal communication skillsOpportunities available in Miami, New York.In accordance with applicable law, the base salary range for this role is $225,000 to $300,000.In addition, the employee who fills this role will be eligible to participate in a discretionary incentive compensation program, as well as a wide array of benefit programs, such as medical and life insurance, retirement and tax-free savings plans, and access to other healthcare programs.About Citadel SecuritiesCitadel Securities is a technology-driven, next-generation global market maker. We provide institutional and retail investors with world-class liquidity, competitive pricing and seamless front-to-back execution in a broad array of financial products. Our teams of engineers, traders and researchers harness leading-edge quantitative research and the accelerating power of compute, machine learning and AI to power our analytics and tackle the market's and our clients' most critical challenges. Together, we are forging the future of capital markets. For more information, visit citadelsecurities.com.