Quantitative Researcher – Post-Doctoral Intern (US)
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, applying complex statistical methods to financial markets and some of the most complex data sets in the world.
As an intern, you'll dive into research through an 11-week program that will allow you to collaborate and connect with senior team members, and to network and socialize with peers throughout the internship.
- 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
- Post-Doctoral 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
- $4,500–$5,800/wk base salary
- 11-week internship program
- Collaboration and connection with senior team members
- Networking and socialization with peers throughout the internship
- Flexibility on internship timing during select periods of the year