Senior Quantitative Developer

Citadel Securities; City Of London; On-site; GBP 120,000 - 150,000; Full time

Job summary

Citadel Securities is seeking Research Engineers to design, build, and optimize our electronic trading platform in London. You will work with researchers, simulation, and live traders to develop core-trading infrastructure and high-throughput systems, taking ownership from inception to deployment.

You will apply low-level optimization, algorithmic trading concepts, data analysis, and risk-aware development in a fast-paced environment, contributing to pricing libraries and trading backends.

Qualifications

• Strong knowledge of C++ and Python.
• Experience with derivatives and pricing library design.
• Bachelor’s or Master’s in CS, Mathematics, Statistics or equivalent.
• Excellent quantitative and analytical abilities.
• Strong written and verbal communication skills.

Responsibilities

• Design, develop, test, and deploy pricing & risk-management libraries for OTC trading.
• Code optimization for high-throughput trading systems.
• Collaborate with the Quantitative Research team to define priorities and deliver custom software solutions.
• Design and develop high-performance C++ components used by trading applications.

Skills

C++

Python

Quantitative skills

Communication

Education

Bachelor’s or Master’s in CS/Math/Stats

Job description

Role Summary

Research Engineers at Citadel Securities are responsible for designing, building and optimizing our electronic trading platform. Research Engineers will 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 and working with the research team to identify and optimize critical bottlenecks in research and production trading.

We require a strong knowledge of low-level optimization, interest in algorithmic trading, data analysis/design, risk management and application development. Research Engineers will gain exposure to quantitative trading while working in our fast-paced, dynamic environment. Our Research Engineers work on projects from inception through to deployment and are expected to take real ownership of the assets they are building.

Objectives

• 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

Skills and Preferred Qualifications

• 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