Senior Quantitative Developer

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 Securities
Citadel Securities is the next-generation capital markets firm and a leading global market maker. We provide institutional and retail investors with the liquidity they need to trade a broad array of equity and fixed income products in any market condition. The brightest minds in finance, science and technology use powerful, advanced analytics to solve the market's most critical challenges, turning big ideas into real-world outcomes.