Quantitative Research Engineer

Company:  Citadel Americas Services LLC
Location: New York
Closing Date: 07/11/2024
Hours: Full Time
Type: Permanent
Job Requirements / Description

Quantitative Research Engineer (Citadel Americas Services LLC - New York, NY); Multiple positions available: Collaborate with research teams to design and implement quantitative tools and strategies for trading innovations across asset classes. Develop and enhance financial risk models, alpha models, transaction cost models and other numerical algorithms. Design and optimize tools for strategy back-testing. Design and develop scalable data platforms for processing, storage and retrieval of large data sets. Perform large-scale data analysis to identify features used in the investment research process. Provide day-to-day support for applications and the underlying infrastructure.Requires a Bachelor’s degree (or foreign equivalent) in Computer Science, Statistics, Engineering, Mathematics, Physics or a related field. Education, training or experience must include the following: End-to-end software development; Distributed Computing, Machine Learning, Platform Development, Networking or System Design; Big data analytics; Programming with C, C++, C#, Java, Python, Perl, SQL or Kdb+/q; Statistical packages including R, S-PLUS, Matlab, SAS, Pandas, NumPy, SciPy, SciKit-Learn, statsmodels, or similar; Object-oriented programming; and Working with data structures, algorithms and computer architecture paradigms.We are offering a salary range of $150,000 to $225,000 per year. Please submit resumes to Reference JobID: 8528047.Minimum Salary: 150000 Maximum Salary: 225000 Salary Unit: Yearly

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Citadel Americas Services LLC
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