Quantitative Research Engineer – PhD Intern (US)

Citadel Securities; New York (NY); On-site; USD 204,750 - 263,900; Full time

Job summary

Citadel Securities is offering an 11-week internship for Quantitative Research Engineers in New York or Miami. You will design, develop, test, and deploy software for automated trading systems and collaborate with the Quantitative Research team to define priorities.

The program runs June through August, with flexibility for other times; interns will network with senior team members and peers, gaining hands-on experience in distributed computing, ML, and platform development.

Qualifications

• PhD in a highly quantitative field such as computer science, math, stats or physics.
• Strong programming skills in C++, Python and R.
• Passion for technology, software development and mathematics.
• Strong CS fundamentals and software development experience in distributed computing, NLP, ML, platform development, networking, system design or web development.
• Proven ability to solve problems by prioritizing business value and communicating clearly.

Responsibilities

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

Skills

C++

Python

R

Education

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

Tools

Distributed Computing

NLP

Machine Learning

Platform Development

Networking

System Design

Web Development

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 experienceExperience 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.