Quantitative Research Engineer – PhD Intern (US)

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

Job summary

Citadel Securities in New York and Miami is offering a 11-week Quantitative Research Engineer internship where you design, develop, test, and deploy software for automated trading systems. You will collaborate with the Quantitative Research team to define priorities and deliver custom software solutions.

The program runs June through August, with flexibility for other times, and you will indicate your timing preference during the application process.

Qualifications

• PhD in a highly quantitative field with strong programming skills.
• Proficiency in C++, Python and R.
• Strong CS fundamentals and software development experience.
• Experience in Distributed Computing, NLP, ML, Platform Development, Networking, System Design and/or Web Development.
• Proven track record of solving problems by prioritizing business value through technology.
• Strong written and verbal communication skills.

Responsibilities

• Design, develop, test, and deploy software for automated trading systems.
• Partner with Quantitative Research to define priorities and deliver custom software solutions.

Skills

C++

Python

R

Programming

CS fundamentals

Distributed Computing

NLP

Machine Learning

Platform Development

Networking

System Design

Web Development

Problem solving

Communication

Education

PhD degree in computer science, mathematics, statistics, physics, or another highly quantitative field

Job description

At Citadel Securities, Quantitative Research Engineers work closely with Quantitative Researchers to develop and implement automated trading system software solutions. These solutions utilize advanced statistical and quantitative techniques to tackle complex financial challenges. We seek candidates with a proven track record of excellence in their field and a strong desire to apply their advanced software engineering skills to systematic investing.

As an intern, you’ll get to challenge the impossible in research through an 11 week program that will allow you to collaborate and connect with senior team members. In addition, you’ll get the opportunity to network and socialize with peers throughout the internship.

Our signature internship program takes place June through August. Occasionally, we can be flexible to other times of the year. You will be able to indicate your timing preference in the application.

Your Objectives

• Design, develop, test, and deploy elegant software solutions for automated trading systems
• Partner with the Quantitative Research team to define priorities and deliver custom software solutions

Your Skills & Talents

• PhD degree in computer science, mathematics, statistics, physics, or another highly quantitative field
• Strong programming skills with proficiency in one or more programming languages, including C++, Python, and R
• A deep passion for technology, software development, and mathematics
• Strong computer science fundamentals and software development experience
• Experience with some of the following areas: Distributed Computing, Natural Language Processing, Machine Learning, Platform Development, Networking, System Design, and/or Web Development
• Proven track record of creatively solving problems by understanding and prioritizing business value and applying technology solutions
• Strong written and verbal communication skills

Opportunities available in Miami and New York.

In accordance with applicable law, the base salary range for this role is $4,500 to $5,800 per week.