JOE - December 2012

 
Citadel LLC
Quantitative Research Professionals
 
Position Title/Short Description
Title: Quantitative Research Professionals
Section: 5 -- Full-Time Nonacademic
Location: Chicago, IL, USA
JEL Classification: 00 -- Default: Any Field
Keywords: quantitative research, Finance PhD, Accounting PhD, Economics PhD, Statistics PhD, Computer Science PhD, Mathematics PhD
Deadline Date: 12/21/2012
Salary Range: Competitive

JOE ID Number: 201212_398298

Print This Page Back to Listings

Full Text of JOE Listing:
Citadel seeks Ph.D. job market candidates and junior faculty who are entrepreneurial, self-starters and enjoys being in a fast-paced, dynamic and demanding environment to help continue building and growing one of the world's leading global financial institutions. Citadel pursues path-breaking work and handsomely rewards excellence. For the right individual, this opportunity represents an exciting career path in investments research.

Exciting opportunities are available in a variety of Investment Strategies teams including Statistical Arbitrage, Quantitative Long/Short, Fixed Income and Credit.

Duties and Responsibilities
--Develop core algorithms and models leading directly to trading decisions
--Conduct research and statistical analyses about securities and commodities
--Conceptualize valuation strategies, develop and continuously improve upon mathematical models, and help translate algorithms into code
--Work closely with traders in interpreting valuations and developing next generation models and analytics
--Evaluate vendors of financial information; evaluate and work with new data sources and analysis packages in developing investment strategies
--Provide high level technical and investment analytic support to the trade desk

Qualifications
--Ph.D. in Finance, Accounting, Economics, Statistics, Mathematics, Computer Science or related fields with demonstrated ability to complete high-level, investments related research
--Experience in a quantitative role within a trading environment or experience in a position applying advanced quantitative techniques in solving highly complex data intensive problems highly preferred
--Strong mathematical and statistical modeling skills (i.e. time-series and cross-sectional skills) are highly valued
--Demonstrated empirical skill; comfortable with analysis of large datasets
--Demonstrated interest in or knowledge of investments, derivatives, asset pricing, empirical anomalies and market micro-structure. Expertise with Equities, fixed income and commodities.
--Proficient coding skills (C/C++ a plus); familiar with statistical packages (e.g. R, Matlab) and exposure to scripting (e.g. Python, Perl)

About Citadel:
Since its founding over two decades ago, Citadel has grown into a global financial institution. The firm's culture of identifying and seizing opportunities can be traced back to CEO and firm founder, Kenneth Griffin's passion for the markets. While a student at Harvard, Griffin developed his first convertible bond arbitrage model and traded from his dorm room. Today, Citadel is a leading global financial institution with a diverse business platform that is built on a foundation of world-class talent, technology and infrastructure.

Citadel effectively deploys capital to convert opportunity into results across a highly diversified set of proprietary investment strategies in all major asset classes. With more than 1,100 team members, Citadel operates in the world's major financial centers, including Chicago, New York, London, Hong Kong, Boston, Dallas and San Francisco.
Application Instructions:

We invite you to apply via email by submitting your resume and indicate your location preferences to:

Citadel LLC
Attn: Job Code ASSA35874
campusphdrecruiting@citadelgroup.com

We plan to conduct candidate interviews during the ASSA/AFA Meeting in San Diego on January 4-6, 2013. Please indicate in your email if you will be attending the conference and interest in participating in our interview sessions.



Email for Applications: campusphdrecruiting@citadelgroup.com
Informational URL: http://www.citadelgroup.com


For more information, email: rachel.ward@citadelgroup.com

Print This Page Back to Listings


Job Openings for Economists (JOE)

About JOE

Submit a Listing (Employer Access)

JOE Email notification alert

Follow JOE on Twitter!

Contact Us