Collaborate with researchers to implement mathematical models into trading systems, optimize algorithms for performance, and improve trading infrastructure.
Job Description
Responsibilities
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
Preferred Experience
Specialties
Research-driven engineering in production environments
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.
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
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.
Top Skills
C++
Citadel New York, New York, USA Office
350 Park Avenue , New York, NY, United States, 10022
Citadel New York, New York, USA Office
425 Park Avenue, New York, NY, United States, 10022
Similar Jobs at Citadel
Information Technology • Software • Financial Services • Big Data Analytics
As a PhD intern, you will design and develop software solutions for automated trading systems, collaborating closely with the Quantitative Research team.
Top Skills:
C++PythonR
Information Technology • Software • Financial Services • Big Data Analytics
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.
Top Skills:
C++Distributed ComputingMachine LearningNatural Language ProcessingNetworkingPlatform DevelopmentPythonRSystem DesignWeb Development
What you need to know about the NYC Tech Scene
As the undisputed financial capital of the world, New York City is an epicenter of startup funding activity. The city has a thriving fintech scene and is a major player in verticals ranging from AI to biotech, cybersecurity and digital media. It also has universities like NYU, Columbia and Cornell Tech attracting students and researchers from across the globe, providing the ecosystem with a constant influx of world-class talent. And its East Coast location and three international airports make it a perfect spot for European companies establishing a foothold in the United States.
Key Facts About NYC Tech
- Number of Tech Workers: 549,200; 6% of overall workforce (2024 CompTIA survey)
- Major Tech Employers: Capgemini, Bloomberg, IBM, Spotify
- Key Industries: Artificial intelligence, Fintech
- Funding Landscape: $25.5 billion in venture capital funding in 2024 (Pitchbook)
- Notable Investors: Greycroft, Thrive Capital, Union Square Ventures, FirstMark Capital, Tiger Global Management, Tribeca Venture Partners, Insight Partners, Two Sigma Ventures
- Research Centers and Universities: Columbia University, New York University, Fordham University, CUNY, AI Now Institute, Flatiron Institute, C.N. Yang Institute for Theoretical Physics, NASA Space Radiation Laboratory
