Machine Learning Researcher - Quantitative Finance at Scale

Citadel; City of Rochester (NY); Hybrid; USD 300,000 - 350,000; Full time

Job summary

Citadel's Global Quantitative Strategies (GQS) seeks a Machine Learning Researcher to join its team working across New York and Singapore. You will develop and deploy models for multiple asset classes, applying deep learning, sequence modeling, large language models, and reinforcement learning to capture price formation and market dynamics.

You will collaborate with researchers, engineers, and traders to scale robust systems and advance quantitative strategies within a world-class environment.

Qualifications

• Advanced degree in CS, ML, math, statistics, engineering, physics, or related quantitative field.
• Proven ability to conduct innovative and impactful research solving real-world problems.
• Deep expertise in ML and DL, such as sequence modeling, LLMs, or RL.
• Experience with pre-training, fine-tuning, RL, or related optimization methods.
• Strong Python and ML frameworks like PyTorch or JAX.
• Strong mathematical and statistical foundations.
• Ability to design, implement, and optimize ML models for performance, scalability, and robustness.
• Interest in financial markets and applying ML to model price formation, market behavior, and risk.

Responsibilities

• Develop and deploy ML models for multiple asset classes.
• Explore advanced ML techniques to improve robustness and performance.

Skills

ML research

Deep learning

Sequence modeling

Large language models

Reinforcement learning

Pre-training

Fine-tuning

Python

PyTorch

JAX

Mathematics

Statistics

Finance interest

Model optimization

Education

Advanced degree in quantitative field

Tools

PyTorch

JAX

Python

Job description

Citadel's Global Quantitative Strategies (GQS) seeks a Machine Learning Researcher to join its team working across New York and Singapore. You will develop and deploy models for multiple asset classes, applying deep learning, sequence modeling, large language models, and reinforcement learning to capture price formation and market dynamics.

You will collaborate with researchers, engineers, and traders to scale robust systems and advance quantitative strategies within a world-class environment.