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Quantitative Researchers work closely with other members of the Global Quantitative Strategies team to develop and test highly automated quantitative trading strategies using sophisticated quantitative/statistical techniques for strategies ranging from Equity/Non-Equity Statistical Arbitrage, Systematic Fundamental Equity L/S, Systematic CTA/Managed Futures and Fundamental FICC.
Assist in developing core algorithms and models leading directly to trading decisions
Work closely with traders to interpret valuations and develop next generation models and analytics
Evaluate financial data vendors; evaluate and work with new data sources and analytics packages in developing investment strategies
Provide high level technical and investment analytics support to trading desks
Support research and statistical analyses about securities and commodities
Work closely with other researchers to develop and continuously improve upon mathematical models, and help translate algorithms into code
Bachelor's degree, or equivalent experience, preferably in Statistics, Computer Science, Mathematics, IEOR, Finance, Accounting, Economics, or a related field
Demonstrated ability to complete high-level, investment-related research
Prior experience in a quantitative role within a trading environment or experience in a position applying advanced quantitative techniques to solving highly complex data intensive problems
Strong analytical skills; experience working with and analyzing large datasets
Strong mathematical and statistical modeling skills (i.e. time-series and cross-sectional skills) preferred
Proficiency in coding, with experience using statistical packages (e.g. R, Matlab)
Exposure to scripting (e.g. Python, Perl); C/C++ a plus but not required
Depending on the role, additional qualifications may include:
Demonstrated interest in or knowledge of investments, derivatives, asset pricing, empirical anomalies, macroeconomic analysis and market micro-structure
Prior experience with equities, convertible arbitrage, fixed income and/or commodities
Understanding of the modeling of risk and dynamics of linear and non-linear financial products
Strong understanding of international accounting rules and familiarity with global market structure
Familiarity with portfolio construction analytics and some exposure to quantitative portfolio management
Opportunities in Chicago, London, Hong Kong and New York
About Citadel Citadel is a global investment firm built around world-class talent, sound risk management, and innovative leading-edge technology. For a quarter of a century, Citadel's hedge funds have delivered meaningful and measurable results to top-tier investors around the world, including sovereign wealth funds, public institutions, corporate pensions, endowments and foundations. With an unparalleled ability to identify and execute on great ideas, Citadel's team of more than 675 investment professionals, operating from offices including Chicago, New York, San Francisco, London, Hong Kong and Shanghai, deploy capital across all major asset classes, in all major financial markets.