Quantitative Researcher

Citadel Securities; Singapore; On-site; SGD 254,000 - 446,000; Full time

Job summary

A leading global market maker in Singapore is seeking an extraordinary quantitative researcher to develop and test automated trading strategies. The ideal candidate will have advanced training in quantitative fields, proficient programming skills in Python and R, and be dedicated to continuous learning and integrity. You will conduct research, analyze data, and implement trading models in a dynamic environment. Offers competitive compensation ranging from $200,000 to $350,000 with additional benefits.

Qualifications

• Proficiency in probability & statistics including time-series analysis.
• Hands-on programming experience in scripting and compiled languages.
• Strong analytical problem solving skills.

Responsibilities

• Conduct research and statistical analyses for securities evaluation.
• Work with large data sets to predict and test statistical market patterns.
• Back test and implement trading models in a live trading environment.

Skills

Mathematics

Statistics

Machine Learning

Python

R

C++

Analytical Problem Solving

Education

Advanced training in mathematics, statistics, physics, computer science or another highly quantitative field

Tools

Statistical Packages (R, Matlab)

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

• 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++)
• A background demonstrating strong analytical problem solving skills
• 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.