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.
- Design and develop of high-performance C++ components used by trading applications. Propose new designs and modify existing ones to continuously improve performance, functionality, and stability of the system.
- Engineers will work closely with members of Front Office Quantitative Research and traders to unearth, analyze and comprehend business needs.
- Developing and implementing Fixed Income Market Making (FIMM) risk and trading management systems.
- Providing support for the overall risk and trading management infrastructure, notifying the traders and quants when problems occur and working to find timely solutions to problems.
- Tactical fixes and enhancements, check out of systems, build of ad-hoc reports, as well as diagnostic and resolution of all IT system linked with FIMM.
- “Rapid Application Development” for small-scale and localized development.
- Driving strategic and tactical projects; assisting in the sponsorship, planning and deployment of business processes and technology; assisting end-users with training and understanding of IT systems.
- Developing scripts and tools that will be used for monitoring, as well as post release testing and support.
- Collaborating with individuals across development, support, infrastructure, and trade desk teams.
- 5 years of development experience using C++/STL in a Unix/Linux environment.
- Experience supporting Fixed Income traders and quantitative researchers.
- Experience working with analytics or integration of analytical models.
- Architecture & Design skills.
- Experience in Market Making is a plus.
- Experience in Sybase and Shell and Python scripting is a plus.
- C# and .NET is a plus.
Education: BS degree in Computer Science, Mathematics, or related Computer Engineering or Science curriculum. MS Degree preferred.