11-week quantitative research internship developing and implementing mathematical and trading models. Responsibilities include model conceptualization backtesting live implementation using unconventional data and conducting statistical research to refine trading signals and monetization systems.

Job Description
Our mission is to be the most successful investment team in the world. Quantitative Researcher Analysts play a key role in this mission by developing next-generation models and trading approaches for a range of investment strategies. You'll get to challenge the impossible in quantitative research by applying sophisticated and complex statistical techniques to financial markets some of the most complex data sets in the world.
As an intern you'll dive into research through an 11-week program that will allow you to collaborate and connect with senior team members. In addition you'll get the opportunity to network and socialize with peers throughout the internship.
Our signature internship program takes place June through August. Occasionally we can be flexible to other times of the year. You will be able to indicate your timing preference in the application.
Your Objectives

• Conceptualize valuation strategies develop and continuously improve upon mathematical models and help translate algorithms into code
• Back test and implement trading models and signals in a live trading environment
• Use unconventional data sources to drive innovation
• Conduct research and statistical analysis to build and refine monetization systems for trading signals

Your Skills & Talents

• Bachelor's or master's degree in mathematics statistics physics computer science or another highly quantitative field
• Strong knowledge of probability and statistics (e.g. machine learning time-series analysis pattern recognition NLP)
• Prior experience working in a data driven research environment

• Experience with translating mathematical models and algorithms into code (Python R or C++)
• Independent research experience
• Ability to manage multiple tasks and thrive in a fast-paced team environment
• Excellent analytical skills with strong attention to detail
• Strong written and verbal communication skills

Opportunities available in New York Greenwich and Miami.
In addition to weekly pay interns may be eligible for a highly competitive sign-on bonus housing stipend or covered living accommodations company-sponsored travel and a variety of on-site benefits including access to on-site fitness and wellness amenities catered meals and social and networking events.
In accordance with applicable law the base salary range for this role is $4500 to $5800 per week.
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.