Quantitative Researcher - Post-Doctoral Intern (US)

Citadel Securities; City of Rochester (NY); Presencial; USD 205.000 - 264.000; Jornada completa

Ventajas ofrecidas por este puesto de trabajo

Networking opportunities

Collaborative team environment

Descripción de la vacante

Citadel Securities is offering an 11-week internship in quantitative research where you will develop and test automated trading models using statistical techniques in a fast-paced environment.

As an intern, you will collaborate with senior researchers, backtest strategies, and translate mathematical models into code (Python, R or C++), while honing analytical and communication skills in a data-driven setting.

Formación

• Post-Doctoral degree or equivalent in a highly quantitative field.
• Strong knowledge of probability and statistics, ML, time-series, pattern recognition, NLP.

Responsabilidades

• Conceptualize valuation strategies and develop mathematical models.
• Back test and implement trading models and signals in a live environment.
• Translate algorithms into code (Python, R or C++).
• Use unconventional data sources to drive innovation.
• Conduct research and statistical analysis to refine monetization systems for signals.

Conocimientos

Quantitative research

Statistics

Machine learning

Time-series analysis

NLP

Python

R

C++

Analytical skills

Communication

Educación

Post-Doctoral degree in mathematics/statistics/physics/computer science

Herramientas

Python

R

C++

Descripción del empleo

At Citadel Securities, a leading global market maker, our team of quantitative researchers models the markets and brings trading strategies to life every day. Specifically, this team develops and tests automated quant trading strategies using sophisticated statistical techniques. You'll get to challenge the impossible in quantitative research by applying sophisticated and complex statistical techniques to financial markets, some of the most complex data sets in the world.

As an intern, you’ll dive into 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

• Conceptualize valuation strategies, develop and continuously improve upon mathematical models, and help 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 and refine monetization systems for trading signals

Your Skills & Talents

• 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)
• Prior experience working in a data driven research environment

• Experience with translating mathematical models and algorithms into code (Python, R or C++)
• Independent research experience
• Ability to manage multiple tasks and thrive in a fast-paced team environment
• Excellent analytical skills, with strong attention to detail
• Strong written and verbal communication skills

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In accordance with applicable law, the base salary range for this role is $4,500 to $5,800 per week.