Research Engineer

Job Description Responsibilities Collaborate closely with quantitative researchers to translate mathematical models into production-grade, ultra-low latency implementations Maintain and improve trading algorithms by looking for both quantitative and performance-based opportunities Apply advanced mathematical and computational techniques to market microstructure problems Develop and optimize high performance C++ for real-time trading systems Profile, measure, and reason rigorously about system be

Job Description At Citadel Securities, Quantitative Research Engineers work closely with Quantitative Researchers to develop and implement automated trading system software solutions. These solutions utilize advanced statistical and quantitative techniques to tackle complex financial challenges. We seek candidates with a proven track record of excellence in their field and a strong desire to apply their advanced software engineering skills to systematic investing. As an intern, you'll get to cha

Job Description Role Overview Data Research Engineers in Citadel Securities are responsible for the curation of large-scale structure and unstructured data and for data assimilation across a multitude of sources. They focus on the translation of high-level conceptual queries to efficient back-end queries on extremely large-scale data collections. Our data science is supported by state-of-the-art cloud-based services that scale out. The advanced queries will be crucial in enriching alpha signals

Job Description Role Summary As a ML/Research Engineer at Citadel Securities, you will work closely with researchers to design and build the next generation library for deep learning within the firm. You will combine the best available open-source tools with deep internal expertise in modelling and predicting financial markets. Your work will empower 100+ researchers to iterate faster on their agenda and perform experiments that were not possible before. Opportunities may be available from time