Tech Stack

Description

You'll independently conduct quantitative finance research to develop statistical and predictive models, evaluate new datasets, and implement trading strategies using C++/Python/Q. This role offers the opportunity to work at Citadel's systematic trading affiliate, managing the full research lifecycle from data analysis to production monitoring.

Requirements

• MSc/PhD in quantitative discipline (finance, CS, math, physics, engineering)
• 0-3 years of quantitative research experience
• Strong programming skills
• Strong analytical and quantitative skills
• Ability to conduct independent research using large datasets

Responsibilities

• Conduct quantitative finance research focusing on statistical and predictive models
• Manage all aspects of the research process including data collection, analysis, prototyping, backtesting, and performance monitoring
• Evaluate new datasets for alpha potential
• Implement models in C++/Python/Q
• Monitor daily trading process and enhance the trading system