Machine Learning Researcher - PhD Graduate (US)

Citadel Securities; City of Rochester (NY); On-site; USD 235,000 - 300,000; Full time

Job summary

Citadel Securities is hiring a highly motivated quantitative researcher to advance ML/AI methods for modeling markets and guiding trading strategies. You will work with large datasets, including unstructured sources, and back-test models while documenting findings.

The role requires a PhD in a quantitative field, strong research credentials, and hands-on Python/C++ programming. A results-driven, detail-oriented mindset and the ability to communicate complex ideas succinctly are essential.

Qualifications

• PhD degree in mathematics, statistics, physics, computer science, or another highly quantitative field.
• Advanced training and strong research track record in statistics, machine learning, AI, or another highly quantitative field.
• Prior experience working in a data driven research environment. Detail oriented and can deep dive into the data.
• Hands on programming experience in scripting (e.g. Python) and/or compiled languages (e.g. C++)
• A background demonstrating strong 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

Responsibilities

• Use statistics, machine learning or AI (e.g. deep learning, NLP) to extract patterns from various kinds of datasets through innovative and rigorous research
• Implement algorithms in high-quality code
• Work with large data sets, including unconventional and unstructured data sources
• Back-test models and document research findings

Skills

Statistics

Machine Learning

AI

Problem Solving

Communication

Algorithms

Education

PhD in quantitative field

Tools

Python

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, the goal of this team is to leverage and tailor the state-of-the-art machine learning and AI algorithms to modernize the quantitative trading industry. We’re looking for extraordinary and highly motivated researchers who are excited about solving challenging problems and iterating in a fast-paced environment.

Your Objectives

• Use statistics, machine learning or AI (e.g. deep learning, NLP) to extract patterns from various kinds of datasets through innovative and rigorous research
• Implement algorithms in high-quality code
• Work with large data sets, including unconventional and unstructured data sources
• Back-test models and document research findings

Your Skills & Talents

• PhD degree in mathematics, statistics, physics, computer science, or another highly quantitative field
• Advanced training and strong research track record in statistics, machine learning, AI, or another highly quantitative field
• Prior experience working in a data driven research environment. Detail oriented and can deep dive into the data.
• Hands on programming experience in scripting (e.g. Python) and/or compiled languages (e.g. C++)
• A background demonstrating strong 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

Opportunities may be available from time to time in any location in which the business is based for suitable candidates.

In accordance with applicable law, the base salary range for this role is $235,000 to $300,000.

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.