Quantitative Researcher: Model Markets & Trading Signals

Citadel Enterprise Americas LLC; Dublin; On-site; EUR 120,000 - 180,000; Full time

Job summary

Citadel Securities in Dublin seeks a highly qualified quantitative researcher to design and refine mathematical models for automated trading strategies. You will translate complex models into efficient code, backtest in a live environment, and leverage unconventional data sources to drive innovation.

PhD required and strong expertise in probability, statistics, ML, time-series analysis, NLP, and production-grade coding in Python/R/C++.

Qualifications

• PhD in mathematics, statistics, physics, computer science, or another highly quantitative field.
• Strong knowledge of probability and statistics (e.g., machine learning, time-series analysis, pattern recognition, NLP)
• Experience translating mathematical models and algorithms into code (Python, R or C++)

Responsibilities

• Conceptualize valuation strategies, develop, and continuously improve upon mathematical models and help translate algorithms into code
• Back test and implement trading models and signals in a live trading environment
• Use unconventional data sources to drive innovation
• Conduct research and statistical analysis to build and refine monetization systems for trading signals

Skills

Probability & statistics

Machine learning

Time-series analysis

NLP

Python

R

C++

Independent research

Communication skills

Analytical thinking

Multi-tasking

Education

PhD in quantitative field

Tools

Python

R

C++

Job description

Citadel Securities in Dublin seeks a highly qualified quantitative researcher to design and refine mathematical models for automated trading strategies. You will translate complex models into efficient code, backtest in a live environment, and leverage unconventional data sources to drive innovation.

PhD required and strong expertise in probability, statistics, ML, time-series analysis, NLP, and production-grade coding in Python/R/C++.