Quant Research Post-Doc Intern: Live Trading & Data

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

Benefits offered by this job

Networking opportunities

Collaborative team environment

Job summary

Citadel Securities is offering an 11-week internship in quantitative research where you will develop and test automated trading models using statistical techniques in a fast-paced environment.

As an intern, you will collaborate with senior researchers, backtest strategies, and translate mathematical models into code (Python, R or C++), while honing analytical and communication skills in a data-driven setting.

Qualifications

• Post-Doctoral degree or equivalent in a highly quantitative field.
• Strong knowledge of probability and statistics, ML, time-series, pattern recognition, NLP.

Responsibilities

• Conceptualize valuation strategies and develop mathematical models.
• Back test and implement trading models and signals in a live environment.
• Translate algorithms into code (Python, R or C++).
• Use unconventional data sources to drive innovation.
• Conduct research and statistical analysis to refine monetization systems for signals.

Skills

Quantitative research

Statistics

Machine learning

Time-series analysis

NLP

Python

R

C++

Analytical skills

Communication

Education

Post-Doctoral degree in mathematics/statistics/physics/computer science

Tools

Python

R

C++

Job description

Citadel Securities is offering an 11-week internship in quantitative research where you will develop and test automated trading models using statistical techniques in a fast-paced environment.

As an intern, you will collaborate with senior researchers, backtest strategies, and translate mathematical models into code (Python, R or C++), while honing analytical and communication skills in a data-driven setting.