Quantitative Trader: AI-Driven Market Strategies

Citadel Securities; New York (NY); On-site; USD 235,000 - 300,000; Full time

Benefits offered by this job

Discretionary incentive compensation

Medical and life insurance

Retirement plan

Tax-free savings plans

Job summary

Citadel Securities in New York City seeks a highly quantitative trader/analyst to develop and refine trading strategies across asset classes. You will build predictive models, test ideas, and monitor risk using advanced statistical techniques and machine learning.

You should hold a PhD/masters in a quantitative field, be proficient in Python/R/C++, and excel at communicating complex results to cross-functional teams. The role offers a competitive base salary and comprehensive benefits.

Qualifications

• Bachelor's, master's or PhD in applied math, engineering, statistical modeling, calculus, computer science, physics or related disciplines.
• Ability to think quantitatively and deal with uncertainty in a rigorous, statistical way.
• Experience with AI concepts such as LLMs and agentic systems is highly desirable.
• Expertise translating mathematical models and algorithms into code (Python, R or C++).
• Strong analytical and communication skills.

Responsibilities

• Develop in-depth knowledge of a financial market.
• Innovate by using one of the industry’s most powerful trading platform.
• Conceptualize valuation strategies, develop, and improve mathematical models.
• Design, build, and implement predictive models to generate trading signals.
• Use unconventional data sources to drive innovation.
• Conduct research and statistical analysis to build monetization systems for trading signals.

Skills

Quantitative modeling

Python / R / C++

LLMs / AI concepts

Analytical thinking

Communication skills

Multi-tasking

Statistical analysis

Education

Bachelor's/Master's/PhD in related field

Tools

Python

R

C++

Job description

Citadel Securities in New York City seeks a highly quantitative trader/analyst to develop and refine trading strategies across asset classes. You will build predictive models, test ideas, and monitor risk using advanced statistical techniques and machine learning.

You should hold a PhD/masters in a quantitative field, be proficient in Python/R/C++, and excel at communicating complex results to cross-functional teams. The role offers a competitive base salary and comprehensive benefits.