Global Quantitative Strategies | Quantitative Researcher

Chicago, London, Miami, New York

Attach A Resume

(.docx, .doc, .pdf, .txt - max 10MB file size)

For information on how we process your data, please read our privacy policy.

Job Description

About Global Quantitative Strategies (GQS)
GQS is the quantitative investment business of Citadel. Founded in 2012, GQS has rapidly grown to become one of Citadel’s core investment strategies and one of the top quantitative investment teams in the world. Agile teams of researchers, engineers, and traders develop robust systems that allow us to operate performant at scale and apply advanced statistical and quantitative modeling techniques to identify and act on investment opportunities.   
Quantitative Researchers (QRs) specialize in a variety of areas, including but not limited to: using sophisticated data analysis skills to build predictive models, driving construction of a complex multi asset portfolio by utilizing large scale portfolio optimization techniques, and developing sophisticated optimization algorithms. Researchers with an exceptional record of achievement in their respective fields and a drive to apply quantitative techniques to investing are encouraged to apply to GQS. 
Learn more about us here
Required Skills and Qualifications:
  • Advanced degree in Physics, Computer Science, Mathematics, Statistics, Engineering or a related field 
  • Proven ability to conduct innovative and impactful research focused on solving real-world problems 
  • Relentless focus on continuous learning and making an impact; ability to question the status quo  
  • Strong mathematical and statistical modeling skills (e.g., time-series and cross-sectional analysis) 
  • Proficiency in coding (C++ or Python preferred) 
  • Demonstrated passion for financial markets and driven to analyze and model drivers of price formation and risk 

In accordance with New York City’s Pay Transparency Law, the base salary range for this role is $175,000 to $275,000. 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.