Quant Research Intern: ML, Time-Series & Trading Models

Citadel; New York (NY); On-site; USD 205,000 - 264,000; Part time

Job summary

Citadel offers an 11-week internship in New York where you will work on next-generation models and trading approaches under the guidance of senior team members. You will apply sophisticated statistical techniques to financial markets and collaborate across disciplines.

You will back test and implement trading models, use unconventional data sources, and develop monetization insights for trading signals while developing coding skills in Python, R, or C++.

Qualifications

• Post-doctoral degree or equivalent in a quantitative field.
• Strong knowledge of probability and statistics (ML, time-series, pattern recognition, NLP).
• Experience in a data-driven research environment.
• Ability to translate mathematical models into code (Python, R or C++).
• Excellent analytical and communication skills.

Responsibilities

• Conceptualize valuation strategies, develop and improve mathematical models, and 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 monetization systems for trading signals.

Skills

Statistical analysis

Machine learning

Data-driven research

Coding (Python/R/C++)

Communication skills

Education

Post-doctoral degree in a highly quantitative field

Job description

Citadel offers an 11-week internship in New York where you will work on next-generation models and trading approaches under the guidance of senior team members. You will apply sophisticated statistical techniques to financial markets and collaborate across disciplines.

You will back test and implement trading models, use unconventional data sources, and develop monetization insights for trading signals while developing coding skills in Python, R, or C++.