JOE Listings (Job Openings for Economists)

August 1, 2020 - January 31, 2021

Citadel & Citadel Securities

This listing is inactive.
Quantitative Research
Quantitative Researcher

JOE ID Number: 2020-02_111466127
Date Posted: 11/25/2020
Date Inactive: 01/31/2021
Position Title/Short Description
Title: Quantitative Researcher
Section: Full-Time Nonacademic
Locations: Chicago, Illinois, UNITED STATES
New York, New York, UNITED STATES
London, England, UNITED KINGDOM
JEL Classifications:
C -- Mathematical and Quantitative Methods
C1 -- Econometric and Statistical Methods and Methodology: General
D -- Microeconomics
G -- Financial Economics
Salary Range: Highly competitive
Full Text of JOE Listing:

Citadel and Citadel Securities seek Ph.D. job market candidates, faculty and industry professionals who are entrepreneurial, self-starters and enjoy being in a fast-paced, dynamic and demanding environment to help continue building and growing two of the world's leading global financial institutions. Citadel and Citadel Securities pursue path-breaking work and handsomely rewards excellence. For the right individual, this opportunity represents an exciting career path in investments research.

Duties And Responsibilities:
- Play a key role in research in development of quantitative investment strategies based on unique proprietary data sets
- 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

Minimum Qualifications:
- Ph.D. in Finance, Accounting, Economics, Statistics, Mathematics, IEOR 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
- Demonstrated solid empirical skill; comfortable working with and analyzing large datasets
- Strong mathematical and statistical modeling skills (i.e. time-series and cross-sectional skills) are highly valued
- Proficient coding skills with experience using statistical packages (e.g. R, Matlab); exposure to scripting (e.g. Python, Perl); C/C++ a plus but not required

Additional Qualifications may include:
- Demonstrated interest in or knowledge of investments, derivatives, asset pricing, empirical anomalies, macroeconomic analysis and market micro-structure; Experience with equities, convertible arbitrage, fixed income and/or commodities
- Understanding of the modeling of risk and dynamics of linear and non-linear financial products
- Good understanding of international accounting rules and familiarity with global market structure
- Familiarity with portfolio construction analytics and some exposure to quantitative portfolio management

Application Requirements:
• CV
• Job Market Paper
• Letters of Reference

Application Requirements:
  • CV
  • Job Market Paper
  • Letters of Reference
Application deadline: 12/27/2020
  • Application Deadline Has Passed