Quantitative Researcher – PhD Intern (Asia)
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. You'll challenge the impossible in quantitative research by applying sophisticated and complex statistical techniques to financial markets through an 11-week internship program (June through August, with some flexibility).
- 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 degree 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
- Strong written and verbal communication skills
What You'll Get
- 11 week internship program with the opportunity to collaborate and connect with senior team members
- Opportunity to network and socialize with peers throughout the internship