Global Quantitative Strategies (GQS) | Post Doctorate | Quantitative Researcher

Citadel; City of Rochester (NY); Vor Ort; USD 300.000 - 350.000; Vollzeit

Benefits dieser Stelle

medical and life insurance

retirement and tax-free savings plans

access to other healthcare programs

Zusammenfassung

Citadel's Global Quantitative Strategies (GQS) in the United States seeks Quantitative Researchers to develop predictive models and multi-asset portfolio construction using large-scale data. You will collaborate with researchers, engineers and traders to apply advanced statistics and machine learning to price formation and risk, driving real-world investment decisions.

The position is based in Rochester, NY, offering a rigorous research environment, competitive base pay ($300k–$350k) plus

Qualifikationen

• Postdoctoral researcher in physics, computer science, machine learning, mathematics, statistics, engineering, or a related field.
• Strong mathematical and statistical modeling skills.
• Proficiency in coding (C++ or Python).
• Interest in conducting innovative and impactful research focused on solving real-world problems.
• Relentless focus on continuous learning and making an impact; ability to question the status quo.
• Passion for financial markets and driven to analyze and model drivers of price formation and risk.

Kenntnisse

Postdoc field

Mathematical modeling

Statistical modeling

C++

Python

Research mindset

Finance interest

Jobbeschreibung

About Global Quantitative Strategies (GQS)

GQS is the quantitative investment business of Citadel. Founded in 2012, GQS has rapidly grown to become one of Citadel’s core investment strategies and one of the top quantitative investment teams in the world. Agile teams of researchers, engineers, and traders develop robust systems that allow us to operate performant at scale and apply advanced statistical and quantitative modeling techniques to identify and act on investment opportunities.

Quantitative Researchers (QRs) specialize in a variety of areas, including but not limited to: using data analysis and machine learning skills to build predictive models, driving construction of a complex multi asset portfolio by utilizing large scale portfolio optimization techniques, and developing sophisticated optimization algorithms. Researchers with an exceptional record of achievement in their respective fields and a drive to apply quantitative techniques to investing are encouraged to apply to GQS.

Required Skills and Qualifications:

• Currently a postdoctoral researcher in physics, computer science, machine learning, mathematics, statistics, engineering, or a related field
• Strong mathematical and statistical modeling skills
• Proficiency in coding (C++ or Python)
• Interest in conducting innovative and impactful research focused on solving real-world problems
• Relentless focus on continuous learning and making an impact; ability to question the status quo
• Passion for financial markets and driven to analyze and model drivers of price formation and risk

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In accordance with applicable law, the base salary range for this role is $300,000 to $350,000.

In addition, the employee who fills this role will be eligible to participate in a discretionary incentive compensation program, as well as a wide array of benefit programs, such as

• medical and life insurance
• retirement and tax-free savings plans
• access to other healthcare programs