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.

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.

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

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.

12-week internship designing, implementing, and testing FPGA solutions for ultra-low latency trading systems. Work in small teams to improve trading system efficiency, perform RTL coding, simulation, synthesis, validation and integration, and collaborate with senior engineers.

The intern will develop trading strategies, back test models, analyze data, and collaborate with the research team to innovate and refine monetization systems.

11-week quantitative trading internship collaborating with traders to learn a financial market, apply advanced statistical techniques to trading, adapt trading approaches, and build/innovate using the firm's trading platform. Network with peers and senior team members while applying programming and quantitative skills to real-time market risk and execution problems.

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

11-week internship performing quantitative research to develop, backtest, and implement automated trading strategies. Translate mathematical models into code, analyze unconventional data sources, conduct statistical research (ML, time-series, NLP), and collaborate with senior researchers to refine trading signals and monetize models.

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.

The intern will work on developing high-performance research platforms, create tools for trading strategies, and collaborate with teams to innovate financial technology.

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

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 Software Engineer Intern, you'll develop high-performance platforms and technological tools for trading strategies while collaborating with senior team members at Citadel Securities.

Build high-performance, production-ready trading and research platforms in small teams. Design systems architectures, develop platforms and web frameworks, apply distributed computing, ML and NLP techniques, and collaborate on complex technical problems.

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.

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.