Job Description
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 Securities
Citadel Securities is a technology-driven, next-generation global market maker. We provide institutional and retail investors with world-class liquidity, competitive pricing and seamless front-to-back execution in a broad array of financial products. Our teams of engineers, traders and researchers harness leading-edge quantitative research and the accelerating power of compute, machine learning and AI to power our analytics and tackle the market’s and our clients’ most critical challenges. Together, we are forging the future of capital markets. For more information, visit citadelsecurities.com.