Senior Quantitative Developer

London

Job Description

Role Summary

Research Engineers at Citadel Securities are responsible for designing, building and optimizing our electronic trading platform. Research Engineers will work closely with our researchers, simulation and live traders to perform various functions, including the development of our core-trading infrastructure and high-throughput trading systems and working with the research team to identify and optimize critical bottlenecks in research and production trading.

We require a strong knowledge of low-level optimization, interest in algorithmic trading, data analysis/design, risk management and application development. Research Engineers will gain exposure to quantitative trading while working in our fast-paced, dynamic environment. Our Research Engineers work on projects from inception through to deployment and are expected to take real ownership of the assets they are building.

Objectives

• Design, develop, test, and deploy pricing & risk-management library for OTC trading

• Code optimization

• Partner with the Quantitative Research team to define priorities and deliver custom software solutions

• Design and develop of high-performance C++ components used by trading applications

Skills and Preferred Qualifications

•A deep passion for technology, software development, and mathematics

•Proficiency with C++ and Python

•Experience with derivatives and knowledge of pricing library design

•Exceptional quantitative and analytical skills

•Bachelor’s or Master’s in Computer Science, Mathematics, Statistics, or equivalent experience

•Strong written and verbal communications skills

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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