Senior Quantitative Developer

Role Summary

Research Engineers at Citadel Securities are responsible for designing, building and optimizing our electronic trading platform. Research Engineers will work closely with our researchers, simulation and live traders to perform various functions, including the development of our core-trading infrastructure and high-throughput trading systems and working with the research team to identify and optimize critical bottlenecks in research and production trading.

We require a strong knowledge of low-level optimization, interest in algorithmic trading, data analysis/design, risk management and application development. Research Engineers will gain exposure to quantitative trading while working in our fast-paced, dynamic environment. Our Research Engineers work on projects from inception through to deployment and are expected to take real ownership of the assets they are building.

Objectives

Design, develop, test, and deploy pricing & risk-management library for OTC trading

Code optimization

Partner with the Quantitative Research team to define priorities and deliver custom software solutions

Design and develop of high-performance C++ components used by trading applications

Skills and Preferred Qualifications

A deep passion for technology, software development, and mathematics

Proficiency with C++ and Python

Experience with derivatives and knowledge of pricing library design

Exceptional quantitative and analytical skills

Bachelor’s or Master’s in Computer Science, Mathematics, Statistics, or equivalent experience

Strong written and verbal communications skills