Quantitative Researcher - ML-Driven Market Modeling & Signals

Citadel Securities; Miami (FL); On-site; USD 235,000 - 300,000; Full time

Benefits offered by this job

Discretionary incentive

Medical insurance

Retirement plan

Tax-free savings plans

Job summary

Citadel Securities, a leading global market maker, seeks a quantitative researcher to develop and test automated trading strategies. You will model markets, backtest signals, and translate theories into production code in a fast-paced team.

Opportunities available in Miami and New York, with base salary ranging from $235,000 to $300,000 plus incentives and benefits such as medical/life insurance and retirement plans.

Qualifications

• PhD in mathematics, statistics, physics, CS, or another highly quantitative field.
• Strong knowledge of probability and statistics (machine learning, time-series, NLP).
• Experience in a data-driven research environment.
• Experience translating models/algorithms into code (Python, R or C++).
• Ability to manage multiple tasks in a fast-paced team.
• Excellent analytical and communication skills.

Responsibilities

• Conceptualize valuation strategies, develop, and improve 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 refine monetization systems for trading signals.

Skills

PhD in quantitative field

Probability & statistics

Data-driven research

Code translation (Python/R/C++)

multitasking

Analytical skills

Communication skills

Education

PhD degree

Tools

Python

R

C++

Job description

Citadel Securities, a leading global market maker, seeks a quantitative researcher to develop and test automated trading strategies. You will model markets, backtest signals, and translate theories into production code in a fast-paced team.

Opportunities available in Miami and New York, with base salary ranging from $235,000 to $300,000 plus incentives and benefits such as medical/life insurance and retirement plans.