Quant Research Intern: Build Next-Gen Trading Models

Citadel LLC; City of Rochester (NY); On-site; USD 205,000 - 264,000; Part time

Job summary

Citadel LLC seeks quantitative researchers for an 11-week internship to develop next-generation models and trading approaches. You'll apply advanced statistical techniques to financial markets and large datasets, collaborating with senior team members in a fast-paced research environment.

The program runs June through August with flexibility; you will conceptualize strategies, backtest signals, translate models into code (Python, R, C++), and contribute to monetization systems for trading

Qualifications

• Post-doctoral degree in mathematics, statistics, physics, computer science, or another highly quantitative field.
• Strong knowledge of probability and statistics (e.g., machine learning, time-series analysis, pattern recognition, NLP).
• Prior experience working in a data driven research environment
• Experience translating mathematical models and algorithms into code (Python, R or C++)
• Independent research experience
• Ability to manage multiple tasks and thrive in a fast-paced team environment
• Excellent analytical skills, with strong attention to detail
• Strong written and verbal communication skills

Responsibilities

• Conceptualize valuation strategies, develop and continuously improve upon mathematical models, and help translate algorithms into code
• Back test and implement trading models and signals in a live trading environment
• Use unconventional data sources to drive innovation
• Conduct research and statistical analysis to build and refine monetization systems for trading signals

Skills

Machine learning

Time-series analysis

NLP

Statistical analysis

Python

R

C++

Education

Post-doctoral degree in mathematics, statistics, physics, computer science, or another highly quantitative field

Tools

Python

R

C++

Job description

Citadel LLC seeks quantitative researchers for an 11-week internship to develop next-generation models and trading approaches. You'll apply advanced statistical techniques to financial markets and large datasets, collaborating with senior team members in a fast-paced research environment.

The program runs June through August with flexibility; you will conceptualize strategies, backtest signals, translate models into code (Python, R, C++), and contribute to monetization systems for trading