Crypto Quant Researcher
Citadel SecuritiesAbout the Role
At Citadel Securities, a leading global market maker, our team of quantitative researchers models the markets and brings trading strategies to life every day. This team develops and tests automated quant trading strategies using sophisticated statistical techniques.
- Conduct research and statistical analyses in crypto markets
- Drive P&L growth in cryptocurrency trading by refining existing strategies and developing new trading strategies and algorithms
- 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
Responsibilities
- Conduct research and statistical analyses in crypto markets
- Drive P&L growth in cryptocurrency trading by refining existing strategies and developing new trading strategies and algorithms
- 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
Requirements
- Experience working with crypto markets, exchanges, or digital asset trading infrastructure (preferred)
- Advanced training in mathematics, statistics, physics, computer science, or another highly quantitative field
- Proficiency in probability & statistics (e.g. time-series analysis, machine learning, pattern recognition, NLP)
- Prior experience working in a data-driven research environment
- Hands-on programming experience in scripting (e.g. Python), analytical packages (e.g. R, Matlab), and/or compiled languages (e.g. C++)
- Strong analytical problem-solving skills
- Proficiency in creating and using algorithms to meticulously investigate and work through large data or error-checking problems
What You'll Get
- $250k–$350k base salary
- Medical and life insurance
- Retirement and tax-free savings plans
- Access to other healthcare programs
- Discretionary incentive compensation program