Jobs at Citadel

Participate in a structured fixed income and macro trading rotation. Develop expertise in financial markets, apply statistical techniques to trading, adapt investment approaches, and use advanced trading technology. Collaborate with traders, quantitative researchers, and technologists while identifying opportunities and managing risk. The internship also includes networking with senior team members and peers.

Develop and evolve investor-facing equity products from discovery through launch and iteration. Build high-performance, data-intensive interfaces using React and TypeScript for research, risk, portfolio, and investment workflows. Collaborate with investors, product managers, UX designers, and engineers to identify opportunities, shape product strategy, prototype solutions, and deliver maintainable, well-tested software with strong commercial impact.

As a Quantitative Developer, you'll innovate and enhance quantitative methods, develop custom tools, maintain data pipelines, and collaborate with researchers for advancing investment strategies.

Quantitative Research Engineers at Citadel's GQS develop software solutions, enhance trading systems, and collaborate with researchers to apply quantitative techniques.

Develop modern C++ systems for systematic investing, including low-latency data processing, high-frequency trading execution, quantitative analytics libraries, and machine-learning inference tools. Collaborate with quantitative researchers to build scalable, reliable, and performant production platforms, design distributed data pipelines, evaluate system architectures, and maintain fail-safe live-market trading infrastructure.

Partner with quantitative researchers to design, build, optimize, and scale deep learning models and tooling for research and production. Work includes model architecture, distributed training, inference optimization, ML libraries, and high-performance computing to improve training speed, scalability, reliability, and cost-efficiency in systematic investing workflows.

This role entails using statistics and machine learning to analyze complex datasets, implementing algorithms, and back-testing models. A PhD is required for this position.

Develop and improve mathematical models and trading approaches. Conduct statistical analysis and back test trading strategies in a fast-paced environment.

Conduct quantitative research for financial markets by developing valuation strategies, mathematical models, trading signals, and monetization systems. Responsibilities include translating algorithms into code, backtesting and implementing trading models, analyzing unconventional data sources, and applying statistical techniques. The 11-week post-doctoral internship involves collaboration with senior researchers in a fast-paced investment environment.

Global Quantitative Researchers at Citadel leverage advanced statistical and quantitative techniques to drive investment strategies and optimize portfolios.

Quantitative Researchers at GQS leverage advanced statistical techniques and machine learning for investment strategies, portfolio optimization, and innovative research.

Develop and deploy advanced machine learning models across asset classes, focusing on deep learning, sequence/time-series modeling, NLP/LLMs, pre-training, fine-tuning, and reinforcement learning. Design and optimize models for performance, scalability, and robustness to model price formation, market behavior, and risk while collaborating with researchers, engineers, and traders.

As a Quantitative Researcher Intern, you'll develop models and strategies, conduct statistical analysis, and implement algorithms in a trading context.

As a PhD intern, you will design and develop software solutions for automated trading systems, collaborating closely with the Quantitative Research team.

The Recruiting Coordinator collaborates with recruiters to manage the hiring process, schedule interviews, and maintain candidate pipelines, requiring strong communication and organizational skills.

Develop high-performance research platforms and tools that bring trading strategies to life. Work in small teams to design, build, and deploy resilient systems using distributed computing, NLP, and machine learning to solve large-data problems in finance.

As a Quantitative Research Engineer, design, develop, and implement software for automated trading systems using advanced statistical techniques. Collaborate with researchers and prioritize business needs.

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.

Intern will help turn quantitative research into production equities trading strategies, optimize portfolio allocation and risk, minimize trading costs and market impact, monitor performance, and perform statistical research to improve risk-adjusted returns while making real-time allocation decisions under supervision.

The intern will utilize machine learning and statistics to extract patterns from data, implement algorithms, back-test models, and communicate findings effectively.