Global Quantitative Strategies | C++ Quantitative Research Engineer

New York, Singapore

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Job Description

About Citadel Global Quantitative Strategies (GQS)

GQS is the systematic investment business within Citadel. Founded in 2012, it is the youngest of Citadel's core investment strategies. Our team of researchers, engineers and traders develop quantitative models and scalable systems to autonomously identify and capture investment opportunities across global markets.

C++ at GQS

At GQS, C++ is central to our end-to-end systematic investing platform. We use modern C++ to build low-latency, performance-sensitive applications that serve proprietary research data, power the core analytics libraries used for quantitative research and real-time forecasting and execute GQS systematic trading. Across the entire investment workflow, C++ is critical to GQS production systems that directly translate to business results.

Key Responsibilities

C++ Quantitative Research Engineers at GQS work on a wide variety of challenges in collaboration with Quant Researchers. Examples include:

Real-Time Data Processing: Develop robust low-latency applications that ingest and normalize terabytes of data spanning a vast set of asset classes from hundreds of exchanges and vendors worldwide each day.
High-Frequency Trading Systems: Architect and evolve high-performance trading execution systems with uncompromising standards for latency, reliability, and correctness.
Low-Latency ML Inference: Build research tools on top of cutting edge statistical and machine-learning libraries to enable our researchers to ideate and productionize market forecasts with velocity and academic rigor.

Skills and Experience

C++ Engineers with an exceptional record of achievement in their respective fields and a drive to apply advanced software engineering skills, including a number of the below, to systematic investing are encouraged to apply to GQS.

Academic Foundation: Bachelor's, Master’s, or PhD in Computer Science, Computer Engineering, Mathematics, Physics, or a related highly quantitative discipline.
Engineering Rigor: Advanced software engineering expertise, primarily in C++, with a focus on writing robust, maintainable and performant code for critical production environments.
Architectural Agility: Proven ability to evaluate complex interconnected systems from first principles, balancing targeted enhancements on critical live platforms with transformative greenfield system designs.
Distributed Systems & Scalability: Deep understanding of designing, scaling, and monitoring resilient distributed systems and complex data processing pipelines.
Technical Autonomy: A high degree of agency over high-stakes trading systems with rigorous standards for software correctness, system reliability, and fail-safe design in live-market production environments.
Commercial Acumen: An impact-focused mindset; an ability to align technical projects and execution with what maximizes value to the business.

We collect and use personal data in accordance with our Privacy Policy. We retain data on prospective candidates and may consider suitability for alternative opportunities at Citadel. For more information, see our Privacy Policy.

In accordance with applicable law, the base salary range for this role is $275,000 to $350,000.

In addition, the employee who fills this role will be eligible to participate in a discretionary incentive compensation program, as well as a wide array of benefit programs, such as medical and life insurance, retirement and tax-free savings plans, and access to other healthcare programs.

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.

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