Quantitative Researcher (Postdoc) — ML, Math & Markets

Citadel; Hong Kong; On-site; HKD 2,355,000 - 2,747,000; Full time

Benefits offered by this job

Discretionary incentive

Medical insurance

Life insurance

Retirement plan

Job summary

Citadel's Global Quantitative Strategies (GQS) seeks exceptional quantitative researchers to advance predictive models and portfolio optimization. The QR role emphasizes data-driven research, methodological rigor, and industry-impactful work within a world-class team.

GQS combines researchers, engineers, and traders to build scalable systems that identify and act on investment opportunities, with a base salary and comprehensive benefits.

Qualifications

• Postdoctoral researcher in related fields.
• Strong mathematical and statistical modeling skills.
• Proficiency in coding (C++ or Python).
• Interest in innovative, impactful research solving real-world problems.
• Relentless drive to learn and make an impact; question the status quo.
• Passion for financial markets and modeling price formation and risk.

Responsibilities

• Develop predictive models using data analysis and ML techniques.
• Contribute to portfolio construction using large-scale optimization.
• Develop sophisticated optimization algorithms for multi-asset strategies.

Skills

Mathematical modeling

Statistical modeling

Quantitative research

C++

Python

Education

Postdoc in physics/computer science/ML/math/statistics/engineering

Tools

C++

Python

Job description

Citadel's Global Quantitative Strategies (GQS) seeks exceptional quantitative researchers to advance predictive models and portfolio optimization. The QR role emphasizes data-driven research, methodological rigor, and industry-impactful work within a world-class team.

GQS combines researchers, engineers, and traders to build scalable systems that identify and act on investment opportunities, with a base salary and comprehensive benefits.