Job Description Help for Job Description. Opens a new window. Quantitative Researcher I positions offered by Citadel Securities Americas Services LLC ( Miami , Florida ). Formulate mathematical and simulation models of complex market problems, relating constants and variables, restrictions, alternatives, conflicting objectives, and their numerical parameters using technology, mathematical and statistical modeling, and computer systems. 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 Masters or foreign equivalent degree in Statistics, Mathematics, Physics, Computer Science, Engineering, or a related quantitative field. Must have demonstrated proficiency in the following: o Conducting time-series or cross-sectional analysis to develop trading strategies; o Qualitative data analysis methods and techniques (including Robust Regression, Statistical Machine Learning, or Natural Language Processing); o C++ or OOD programming; o Utilizing Python, R or C++ to translate mathematical models and algorithms into code; and o Analyzing gigabyte or terabyte sized large datasets. Experience may be, but need not be, acquired concurrently. Please submit resume to citadelrecruitment@citadel.com .

Reference Job ID:

10553775.