Quantitative Research Intern - Trading Models & Data

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

Job summary

Citadel offers an 11-week internship in New York for quantitative researchers. You will develop next-generation models, translate complex mathematics into code, and backtest trading signals in a live environment.

Collaborate with senior researchers and leverage unconventional data to drive innovation. The program runs June through August, with flexibility for other times; you will indicate timing preferences during the application.

Qualifications

• PhD in mathematics, statistics, physics, computer science, or another highly quantitative field.
• Strong knowledge of probability and statistics (e.g., ML, time-series, pattern recognition, NLP).
• Prior experience in a data driven research environment.
• Experience translating mathematical models into code (Python, R or C++).

Responsibilities

• Conceptualize valuation strategies, develop 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

PhD in quantitative field

Statistics & ML

Data-driven research

Python/R/C++

Strong communication

Analytical skills

Education

PhD in quantitative field

Tools

Python

R

C++

Job description

Citadel offers an 11-week internship in New York for quantitative researchers. You will develop next-generation models, translate complex mathematics into code, and backtest trading signals in a live environment.

Collaborate with senior researchers and leverage unconventional data to drive innovation. The program runs June through August, with flexibility for other times; you will indicate timing preferences during the application.