Senior Quantitative Developer
Citadel SecuritiesAbout the Role
Research Engineers at Citadel Securities are responsible for designing, building and optimizing our electronic trading platform. They work closely with our researchers, simulation and live traders to perform various functions, including the development of our core-trading infrastructure and high-throughput trading systems.
- Design, develop, test, and deploy pricing & risk-management library for OTC trading
- Code optimization
- Partner with the Quantitative Research team to define priorities and deliver custom software solutions
- Design and develop of high-performance C++ components used by trading applications
- Work with the research team to identify and optimize critical bottlenecks in research and production trading
Research Engineers gain exposure to quantitative trading while working in our fast-paced, dynamic environment, and work on projects from inception through to deployment with real ownership of the assets they build.
Responsibilities
- Design, develop, test, and deploy pricing & risk-management library for OTC trading
- Code optimization
- Partner with the Quantitative Research team to define priorities and deliver custom software solutions
- Design and develop of high-performance C++ components used by trading applications
Requirements
- A deep passion for technology, software development, and mathematics
- Proficiency with C++ and Python
- Experience with derivatives and knowledge of pricing library design
- Exceptional quantitative and analytical skills
- Bachelor's or Master's in Computer Science, Mathematics, Statistics, or equivalent experience
- Strong written and verbal communications skills