Citadel Securities is the world’s premier securities dealer. We transform financial markets around the world through modern predictive analytics and high performance computing. Enabled by our leading edge trading and execution technology, we are on a mission to create the fairest, most cost effective, transparent and democratized markets in history.
We stand among the most trusted and impactful financial firms of our time, and the best and brightest are drawn to Citadel’s culture of meritocracy that prizes insightful research and analytical rigor.
The team makes its mark every day from our offices around the world:
Chicago * New York * London * Hong Kong * Toronto * Shanghai * Shenzhen
For more information visit www.citadelsecurities.com
Citadel Institutional Solutions (CIS) brings together a team of experienced professionals focused on providing cross-asset market-making and innovative liquidity solutions across fixed income cash and derivative products. As one of the largest fixed income market makers, we combine our leading technology and quantitative risk management prowess with our unmatched efficiency in hedging, operations and cost structure to deliver deep, consistent liquidity and tight pricing to our clients.
This uniquely positions us as a top player in key markets via electronic trading venues, and voice-based block trading.
The Fixed Income Market Making technology team is committed to building high-performance and innovative technology that allows our business to compete using innovative tools. While we often take practical paths to achieving short-term goals, we believe in the technology being the dominant business driver and are always pushing the bounds of the state of the art.
You will be part of the Fixed Income Market Making Development team, which is responsible for development of our pricing, trading and risk system (valuation, risk, PnL predict, PnL explain, scenario analysis platform) and the integration of our models/analytics, market data, scenarios and trades / positions into this system. Working closely with colleagues across trading, Quantitative Research and Quantitative Development, you will primarily develop real time trading and risk management systems for market making rates and credit products.
- Design and develop of high-performance C++ components used by trading applications.
- Responsible for the development and deployment of new risk analytics and pricing models.
- Provide application and analytics support to Quantitative Researchers and Traders.
- Develop new financial analytics functions using advanced mathematical skills and business knowledge to support QR’s need to analyze new products, enhance risk management, and pricing functionality.
- Integrating analytics into real time electronic trading infrastructure.
- Developing Ad-hoc and end of day risk, pnl reports.
- Developing scripts and tools that will be used for monitoring, as well as post release testing and support.
- Demonstrated analytical and problem solving skills required.
- Experience with Fixed Income risk systems and interest rate curve building techniques is a big plus.
- Experience with Fixed Income products (vanilla and custom products)
- Exposure to electronic market making systems is a plus.
- 5 years of programming experience with strong object oriented design skills and fluency in C, C++.
- Scripting languages (e.g., Linux shell, Python)
- Multi-threaded programming.
- Exposure to developing user interface components (C#, Java script etc.).
Education: BS degree in Computer Science, Mathematics, or related Computer Engineering or Science curriculum. MS Degree preferred.