Global Quantitative Strategies | Quantitative Research Engineer

Key Skills

C++, Linux Operating system, Python Programming

Job Description

Quantitative Research Engineers (QREs) at Citadel partner with Quantitative Researchers (QRs) in an integrated fashion to analyze data, build models & signals for alpha generation, and manage risk. As part of achieving this aim, QREs build software solutions that leverage sophisticated statistical techniques and technologies to answer the most challenging questions in finance.

Skillset Requirements:

• Years of experience: 2 – 8
• Proven ability to take projects from design to delivery
• Strong C++ experience in a setting where performance matters
• Proficient coding in python
• Prior experience in developing on a Linux stack
• Bachelor’s, Master’s or PhD degree in Computer Science, Mathematics, Statistics, or equivalent field
• Hands-on experience with:
• trading systems and/or matching engines
• order routing
• execution algorithm development
• multi-threaded and low-latency systems
• kernel bypass methods
• Familiarity with trade post processing
• Exposure to execution algorithm research methodologies

Key Responsibilities:

• Partner closely with our Trading and Research teams and play a critical role in the research, development of investment strategies and other mission critical projects
• Creatively solve problems by understanding and prioritizing business value and applying technology solutions
• Own the end to end engineering process from discussing quantitative models with the Quantitative Researchers to working with them to implement, research, analyze and productionize the models on to the markets
• Transform petabytes of data into modern statistical models and/or operate close to hardware to execute the trades
• Dig into the details of how our strategies interact with the market and continually improve them

Opportunities available in Chicago and New York.

In accordance with New York City’s Pay Transparency Law, the base salary range for this role is $200,000 to $225,000. Base salary does not include other forms of compensation or benefits.