Click the Facebook, Google+ or LinkedIn icons to share this job with your friends or contacts. Click the Twitter icon to tweet this job to your followers. Click the link button to view the URL of the job, which then can be copied and pasted into an e-mail or other document.
Chicago, IL 60603
Quantitative Researcher (Citadel Securities Americas LLC – Chicago, IL) Analyze and solve complex market problems through the use of technology, mathematical and statistical modeling, and computer systems. Conceptualize valuation strategies, develop and enhance mathematical models and research tools, and translate algorithms into code. Perform and analyze market micro-structure trading simulations to develop trading strategies. Perform statistical and data analysis of historical market information to develop predictive signals. Develop tools that support and optimize automated trading strategies. Back test and implement trading models and signals in a live trading environment.
Requires a Ph.D. (or foreign equivalent) in Statistics, Economics, Finance, Computer Science, Engineering, Mathematics, Physics or a related quantitative field. In lieu of a Ph.D. in stated field, will accept a Master’s degree (or foreign equivalent) in stated field plus 3 years of quantitative research experience. Experience or graduate-level research experience must include the following: utilizing time-series or cross-sectional analysis; solving complex data intensive problems utilizing advanced mathematical and statistical modeling techniques including Robust Regression, Statistical Machine Learning, Natural Language Processing, or similar; C++ or OOD programming; high-level interpreted languages including R, Matlab, Python or similar; and, analyzing gigabyte or terabyte sized large datasets.
Please submit resumes by mail to Citadel Securities Americas LLC, Attn: Employee Relations/LE, 131 S. Dearborn St, 32nd Floor, Chicago, IL 60603. Reference JobID: 4513713.