Quantitative Researcher / Quantitative Research Analyst

Citadel Securities; Greater London; On-site; GBP 149,000 - 263,000; Full time

Job summary

A global market maker is seeking a quantitative researcher to model markets and develop trading strategies. Responsibilities include conducting statistical analyses, working with large datasets, and improving algorithms. Ideal candidates have advanced training in mathematics or related fields, proficiency in Python, R, or Matlab, and experience in data-driven environments. This role offers competitive compensation and opportunities across various locations including London.

Qualifications

• Advanced training in mathematics, statistics, physics, or a highly quantitative field is essential.
• Hands-on programming experience in Python and analytical packages like R or Matlab is required.
• Experience in data-driven research environments preferred.

Responsibilities

• Conduct research and statistical analyses for securities evaluation.
• Work with large data sets to predict market patterns.
• Develop and improve mathematical models and algorithms.

Skills

Mathematics

Statistics

Physics

Computer Science

Python

R

Matlab

C++

Machine Learning

Pattern Recognition

Natural Language Processing

Education

Advanced training in a quantitative field

Job description

Job Description

Role Summary At Citadel Securities, a leading global market maker, our team of quantitative researchers models the markets and brings trading strategies to life every day. Specifically, this team develops and tests automated quant trading strategies using sophisticated statistical techniques. We’re looking for an extraordinary quantitative researcher who is committed to our core values that include winning, acting with integrity, continuously learning, and cultivating a meritocracy. Depending on your background and expertise, opportunities are available in Miami, Chicago, New York, London, Dublin, Zurich, Hong Kong or Sydney Objectives

Objectives

• Conduct research and statistical analyses in the evaluation of securities
• Work with large data sets, including unconventional data sources, to predict and test statistical market patterns
• Conceptualize valuation strategies, develop and continuously improve mathematical models, and translate algorithms into code
• Back test and implement trading models and signals in a live trading environment

Skills and Preferred Qualifications

• Advanced training in mathematics, statistics, physics, computer science, or another highly quantitative field
• Proficiency in probability & statistics ( time-series analysis, machine learning, pattern recognition, NLP)
• Prior experience working in a data driven research environment
• Hands on programming experience in scripting ( Python), analytical packages ( R, Matlab) and / or compiled languages ( C++)
• An ability to communicate advanced concepts in a concise and logical way
• Proficiency in creating and using algorithms to meticulously investigate and work through large data or error-checking problems

In accordance with New York City’s Pay Transparency Law, the base salary range for this role is $200,000 to $350,000. Base salary does not include other forms of compensation or benefits.