Citadel Securities

Quantitative Research Engineer

Reposted 6 Hours Ago

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Miami FL USA

In-Office

Mid level

Information Technology • Software • Financial Services • Quantitative Trading

We embrace bold ideas and seize opportunities others don’t from the way we operate to the strategies we deploy.

The Role

Translate mathematical models into ultra-low latency implementations optimize trading algorithms and develop high-performance C++ systems for real-time trading.

Summary Generated by Built In

Job Description
Responsibilities

Collaborate closely with quantitative researchers to translate mathematical models into production-grade ultra-low latency implementations
Maintain and improve trading algorithms by looking for both quantitative and performance-based opportunities
Apply advanced mathematical and computational techniques to market microstructure problems
Develop and optimize high performance C++ for real-time trading systems

Profile measure and reason rigorously about system behavior under extreme performance constraints
Required Skills
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.
Required Qualifications

Strong mathematical and quantitative foundation
Strong background in systems programming and performance engineering
Expert-level proficiency in C++ with a demonstrated history of writing high performance low latency code
Understanding of modern CPU architectures: including pipelines caches memory models and parallel execution
Proven ability to optimize software across abstraction layers from algorithms to hardware

Preferred Experience

Prior experience in high frequency trading market making or electronic trading infrastructure
Experience with parallel programming models and heterogeneous computing
Track record of delivering production systems where performance was the primary constraint
HPC programming include accelerators such as GPUs TPUs etc.

Specialties

Financial technology and electronic trading systems
Low level CPU and GPU performance optimization

Research-driven engineering in production environments
About Citadel Securities
Citadel Securities is a technology-driven next-generation global market maker. We provide institutional and retail investors with world-class liquidity competitive pricing and seamless front-to-back execution in a broad array of financial products. Our teams of engineers traders and researchers harness leading-edge quantitative research and the accelerating power of compute machine learning and AI to power our analytics and tackle the market's and our clients' most critical challenges. Together we are forging the future of capital markets. For more information visit citadelsecurities.com .

Top Skills

C++

Gpus

Tpus

What the Team is Saying

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The Company

HQ: Miami FL

1900 Employees

Year Founded: 2002

What We Do

Citadel Securities is a technology-driven next-generation global market maker. We provide institutional and retail investors with world-class liquidity competitive pricing and seamless front-to-back execution in a broad array of financial products. Our teams of engineers traders and researchers harness leading-edge quantitative research and the accelerating power of compute machine learning and AI to power our analytics and tackle the market’s and our clients’ most critical challenges. Together we are forging the future of capital markets.

Why Work With Us

We do not accept the status quo and we are constantly looking to achieve what others think is impossible. That’s true not just in our careers but also in our communities.