Quantitative Research Intern: Build & Test Trading Models

Citadel Enterprise Americas LLC

City of Rochester (NY)

On-site

USD 205,000 - 264,000

Full time

2 days ago

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Job summary

Citadel Securities, a leading global market maker, invites you to an 11-week quantitative internship where you’ll collaborate with senior researchers to develop and test automated trading strategies using sophisticated statistical techniques.

You’ll backtest and implement models in a live trading environment, conceptually valuation strategies, and use unconventional data sources to drive innovation; the program runs June through August, with some flexibility and timing preferences noted in the

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).
Experience translating mathematical models and algorithms into code.
Independent research experience.

Responsibilities

Conceptualize valuation strategies and improve mathematical models.
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.