Quantitative Researcher – PhD Graduate (Europe)

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

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. You'll get to challenge the impossible in quantitative research by applying sophisticated and complex statistical techniques to financial markets, some of the most complex data sets in the world.

Your Objectives

• 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

Your Skills & Talents

• PhD degree 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)
• Prior experience working in a data driven research environment
• Experience with translating mathematical models and algorithms into code (Python, R or C++)
• Independent research experience
• Ability to manage multiple tasks and thrive in a fast-paced team environment
• Excellent analytical skills, with strong attention to detail
• Strong written and verbal communication skills

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