Quantitative Research – PhD Intern (Australia)
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. As an intern, you'll participate in an 11-week program developing and testing automated quant trading strategies using sophisticated statistical techniques, collaborating with senior team members and networking with peers.
- 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
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
Requirements
- PhD 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
What You'll Get
- Opportunity to collaborate and connect with senior team members
- Opportunity to network and socialize with peers throughout the internship