Global Quantitative Strategies (GQS) | Quantitative Research Engineer

Citadel; City of Rochester (NY); On-site; USD 275,000 - 350,000; Full time

Benefits offered by this job

Discretionary incentive compensation

Medical insurance

Life insurance

Retirement plans

Job summary

Citadel's Global Quantitative Strategies (GQS) is seeking Quantitative Research Engineers to collaborate with Quantitative Researchers, analyze data, and build tools for our automated trading system.

You will apply advanced software engineering and quantitative techniques to develop scalable solutions in a fast-paced financial environment, communicating with partners across teams and contributing to key investment opportunities.

Qualifications

• Bachelor’s, Master’s or PhD in CS, Engineering, Math, Statistics, or equivalent field.
• Proven track record of solving problems by prioritizing business value.
• Strong programming skills in C++.
• Experience developing on a Linux stack.
• Strong stakeholder management and communication abilities.

Responsibilities

• Collaborate with Quantitative Researchers to analyze data and build tools.
• Develop software to enhance and maintain automated trading systems.
• Apply quantitative techniques to answer challenging questions in finance.
• Communicate effectively with stakeholders across teams.

Skills

C++

Linux

Communication

Problem solving

Education

Bachelor’s, Master’s or PhD in Computer Science, Engineering, Mathematics, Statistics, or equivalent field

Tools

Linux stack

Job description

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 Research Engineers (QREs) in GQS collaborate with Quantitative Researchers (QRs) to analyze data, develop research tools, and enhance and maintain our automated trading system and algorithms. QREs build software solutions that leverage sophisticated quantitative techniques and technologies to answer the most challenging questions in finance. Engineers with an exceptional record of achievement in their respective fields and a drive to apply advanced software engineering skills to systematic investing are encouraged to apply to GQS.

Learn more about us here.

Skills and Qualifications:

• Bachelor’s, Master’s or PhD degree in Computer Science, Engineering, Mathematics, Statistics, or equivalent field


• Proven track record of creatively solving problems by understanding and prioritizing business value and applying technology solutions


• Strong programming skills (C++ preferred)


• Prior experience in developing on a Linux stack


• Strong stakeholder management and communication skills

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In accordance with applicable law, the base salary range for this role is $275,000 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, and access to other healthcare programs.