Equity Quantitative Research| Equity Model Services – Software Engineer

London

Job Description

Business: Equity Quantitative Research (EQR)

Title: Software Engineer, Equity Models System (EMS)

Location: London

About Citadel

Citadel’s ambition is to be the most successful investment firm of all time. We manage capital on behalf of many of the world’s preeminent private, public and nonprofit institutions. We strive to identify the highest and best uses of capital to generate superior long-term returns for the world’s preeminent public and private institutions. 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.

About Equity Quantitative Research

Equity Quantitative Research (EQR) sits at the intersection of fundamental investment approach and quantitative rigor and discipline. Teams of quantitative researchers and developers work together to build and scale one of the largest equities portfolios in the market by optimizing various aspects of the investment, risk management, portfolio construction, and trade execution lifecycle. EQR’s teams are small and highly collaborative – each member makes meaningful contributions to the research agenda and direction and has visible impact in Citadel’s investments.

The Equity Quantitative Research (EQR) Engineering team is responsible for delivering a robust set of platforms and applications for research, trading, and risk management. This comprises a mix of real-time and historical problems across a wide variety of systems and data sources to play an important role in research, development, and trading. The team works with a wide breadth of open-source and proprietary tools to accomplish its goals, often breaking new ground in terms of features and technologies used.

Equity Models System (EMS)

The Equity Models System (EMS) engineering team is responsible for building and maintaining the platform that distributes in-house and vendor multi-factor models across Citadel’s equity businesses and related services/libraries. This platform is a critical system that feeds into live trading systems and requires a high level of resiliency with little to no manual interventions or manual processes.

Responsibilities

Design and implement the next generation of our platform that processes and distributes multi-factor models and related data across the firm.
Design, implement, and maintain various downstream processes and client libraries, for example, pricing infrastructure for factors or risk computation libraries.
Manage relationship with the various stakeholders

Requirements

Bachelor’s or master’s degree (or equivalent experience) in Computer Science, Software Engineering, Computer Engineering, or a related field
Strong experience in building production level software in Python and C++
Experience building out scaled data-intensive services, ideally in a cloud environment
Familiarity with Kubernetes and/or Google Cloud is a plus but not required.
Effective communication and collaboration skills: demonstrated ability to understand business needs and translate them into robust and intuitive software solutions

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.

Start Application