Central Risk Services | Quantitative Developer

London, New York

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Job Description

Title: Quantitative Developer
Business: Central Risk Services
Location: New York or London
Citadel is focused on continuously advancing its technology platform to maintain and expand its competitive advantage. Central Risk is a key initiative for the firm to build a unified risk platform across businesses and asset classes, enabling greater flexibility for risk takers and creating a more efficient development pipeline for engineers with common components.
Risk across asset classes is very nuanced and requires engineers with a unique quantitative skillset and familiarity with financial markets. Further, computational efficiency at scale is of utmost importance to provide complex metrics in real-time. The risk components we are tasked with building are essential for the firm’s risk takers to effectively do their job and maintain our firm’s competitive edge.
Roles and Responsibilities
  • Build central libraries for the risk platform to be used across Citadel, these include: Markets, Task distribution, Portfolios, Instrumentation, Stability, and Performance.  
  • Use creative problem solving to build scalable, robust systems that work seamlessly across all asset classes. 
  • Work in a team environment that closely integrates trading, quantitative research, and technology. 
  • Design and develop a world-class next-generation risk analytics platform. 
  • Work on large-scale financial data problems, in a fast-paced, entrepreneurial, and highly collaborative team. 
  • Evaluate and select technology solutions that will directly impact Traders, Portfolio Managers, and Leadership. 
  • Expertise in engineering platform solutions using C++ and Python on systems of considerable scale and complexity. 
  • Strong computer science fundamentals and deep software development experience in C++ and Python. 
  • Exposure to real-time financial data management and analytics systems. 
  • Demonstrated ability to collaborate effectively with quantitative researchers or traders to understand their needs and design and engineer scalable, robust solutions. 

In accordance with New York City’s Pay Transparency Law, the base salary range for this role is $150,000 to $300,000. Base salary does not include other forms of compensation or benefits.

About Citadel

Citadel is one of the world’s leading alternative investment managers. We manage capital on behalf of many of the world’s preeminent private, public and nonprofit institutions. We seek the highest and best use of investor capital in order to deliver market leading results and contribute to broader economic growth. For over 30 years, Citadel has cultivated a culture of learning and collaboration among some of the most talented and accomplished investment professionals, researchers and engineers in the world. Our colleagues are empowered to test their ideas and develop commercial solutions that accelerate their growth and drive real impact.