Jobs at Citadel Securities

Software Engineers at Citadel develop software solutions for trading platforms, optimizing performance and functionality, and support trading activities.

Design, build, test, and maintain scalable regulatory reporting applications and data pipelines. Translate regulatory requirements into technical solutions, investigate reporting exceptions, reconcile data, optimize processing frameworks, and support the full software development lifecycle with monitoring and automation.

Translate mathematical models into ultra-low latency implementations, optimize trading algorithms, and develop high-performance C++ systems for real-time trading.

Conduct research and develop machine learning models for finance, focusing on deep learning and large language models, optimizing them for performance, and collaborating with teams to integrate ML solutions.

Design, prototype, and build high-performance, real-time web applications and visualizations for investment professionals. Gather requirements, partner with traders and researchers, deliver scalable UIs, and improve platform workflows and performance.

Quantitative Researchers at Citadel Securities develop automated trading strategies using statistical techniques and implement them in live environments.

As a PhD intern, you'll develop trading strategies, conduct statistical analysis, backtest models, and collaborate with experienced team members in quantitative research.

Conduct ML/AI research to extract patterns from diverse datasets (including unstructured data), implement algorithms in high-quality code, back-test models, and document findings for quantitative trading applications.

Conduct original research applying machine learning, deep learning, and NLP to extract patterns from large and unstructured datasets; implement and back-test algorithms in high-quality code; document findings and collaborate with trading teams to deploy research-driven models.

As a Quantitative Researcher Intern, you'll develop trading strategies, conduct statistical analysis, and implement models using quantitative methods.

PhD internship conducting research applying statistics, machine learning and AI (e.g., deep learning, NLP) to market data. Implement and test algorithms in production-quality code, work with large and unstructured datasets, back-test models, and document findings while collaborating with senior researchers.

As a Quantitative Researcher, you will develop trading strategies, implement mathematical models, analyze data, and contribute to high-level research in a trading environment.

Design, build, and operate high-performance Kdb+/Q platforms for real-time and historical market data, partnering with traders and researchers to deliver scalable time-series analytics, streaming, and trading solutions while driving architecture, automation, and operational excellence.

Design, build, and operate cloud-native platform services and distributed systems to support research, AI, and data-intensive workloads. Create abstractions, APIs, and automation for cloud resource management; manage large-scale compute, storage, and networking; improve observability, performance, and resiliency; collaborate with researchers to deliver scalable production systems.

Design, build, and operate distributed platforms, backend services, APIs, and data systems to support quantitative research, large-scale simulations, AI applications, and analytics. Improve performance, reliability, and scalability while collaborating with researchers to productionize research workflows.

The Senior Options Software Engineer will design, develop, and support a high-performance trading platform, collaborating with business leaders to create innovative software solutions and handle complex systems support for trading activities.

The Client Execution Trading role involves managing trade order lifecycle, enhancing trading workflows, and using data analysis to improve profitability.

Conduct quantitative research and statistical analysis on crypto markets to develop, backtest, and implement automated trading strategies. Work with large and unconventional data sets to build valuation models, refine algorithms, and deploy signals in live trading to drive P&L growth.

As a PhD intern, you will develop and test trading strategies, perform statistical analysis, and collaborate with senior researchers.

Conduct research and develop automated trading strategies using advanced statistical techniques and programming skills. Collaborate in a fast-paced team to innovate and implement quantitative models.