Quantitative Researcher – Post-Doctoral Intern (US)

Citadel is an alternative investment manager seeking a Quantitative Researcher – Post-Doctoral Intern to support quantitative research for investment strategies. The role involves developing and improving mathematical models, translating algorithms into code, backtesting and implementing trading models, and conducting statistical research on trading signals.

What you'll do:

• Conceptualize valuation strategies, develop and continuously improve upon mathematical models, and help translate algorithms into code
• Back test and implement trading models and signals in a live trading environment
• Use unconventional data sources to drive innovation
• Conduct research and statistical analysis to build and refine monetization systems for trading signals

What they're looking for:

• Post-doctoral degree in mathematics, statistics, physics, computer science, or another highly quantitative field
• Strong knowledge of probability and statistics (e.g., machine learning, time-series analysis, pattern recognition, NLP)
• Prior experience working in a data driven research environment
• Experience with translating mathematical models and algorithms into code (Python, R or C++)
• Independent research experience
• Ability to manage multiple tasks and thrive in a fast-paced team environment
• Excellent analytical skills, with strong attention to detail
• Strong written and verbal communication skills

Benefits:

• An 11-week program that will allow you to collaborate and connect with senior team members.
• The opportunity to network and socialize with peers throughout the internship.