Quantitative Researcher - Large-Scale Models & Portfolio

Citadel; City of Rochester (NY); On-site; USD 300,000 - 350,000; Full time

Benefits offered by this job

Discretionary incentive compensation

Medical insurance

Retirement plans

Tax-free savings plans

Job summary

Citadel's Global Quantitative Strategies (GQS) seeks top candidates to advance quantitative research for real-world trading. You will develop predictive models, work on portfolio construction, and implement advanced optimization algorithms in a fast-paced, data-rich environment.

The role offers a base salary range of $300,000 to $350,000 with a discretionary incentive program and comprehensive benefits, including medical and life insurance and retirement plans.

Qualifications

• Advanced degree in a quantitative field.
• Proven ability to conduct innovative and impactful research.
• Strong mathematical and statistical modeling skills including time-series analysis.

Responsibilities

• Develop predictive models for real-world investment opportunities.
• Build and optimize a multi-asset portfolio using large-scale optimization techniques.
• Develop and refine sophisticated optimization algorithms.

Skills

Research skills

Time-series analysis

Statistical modeling

Education

Physics degree

Computer Science degree

Mathematics degree

Statistics degree

Engineering degree

Tools

C++

Python

Job description

Citadel's Global Quantitative Strategies (GQS) seeks top candidates to advance quantitative research for real-world trading. You will develop predictive models, work on portfolio construction, and implement advanced optimization algorithms in a fast-paced, data-rich environment.

The role offers a base salary range of $300,000 to $350,000 with a discretionary incentive program and comprehensive benefits, including medical and life insurance and retirement plans.