[北京]Citadel招聘INTERN

We are one of the TOP global financial institutions established 25 years ago. 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, we are a leading global financial institution with a diverse business platform that is built on a foundation of world-class talent, technology and infrastructure. We operate in the world’s major financial centers including Chicago, New York, London, Hong Kong, San Francisco, etc. We seek the very top BS, MS & PhD level students with demonstrated top achievements including winners of top scholarships/awards, ACM/IOI & IMO/IPHO or equivalent competitions, who are entrepreneurial self-starters and enjoy being in a fast-paced & dynamic environment for exciting opportunities in our automated quantitative trading businesses.

And this is what you’ve got:

• Ability to think about the world systematically and quantitatively, as well as ability to deal with uncertainty in a rigorous and statistical way.

• Interest in applying technology to solve complex trading problems.

• Degree in Mathematics, Engineering, Computer Science, Physics or a related discipline

• Experience with Python, C, C , Java or comparable programming language

This is what Citadel can give you:

• Meaningful projects that directly impact world markets

• A culture that values dedication and rewards talent

• World-class training, tools and mentorship

• Collaboration with some of the foremost thinkers in the industry

About the Role

One of the industry’s premier technology platforms underpins our high-performance trading infrastructure. Our teams comprise the most capable and focused minds in quantitative trading. We are not satisfied with being the best – our goal is to extend our lead by continuously improving. We recruit ambitious candidates who desire to win. We enable their success with next-generation tools designed to trade and innovate. We trade in a relentlessly competitive, fast-paced environment and seek to seize opportunities from the competition.

Options Market-Making is a team led by algorithmic traders focused on the design, implementation and execution of Citadel’s automated options trading systems. This team works closely with colleagues in Quantitative Research and Information Technology. Together, they blend practical trading insight with leading-edge analytics and technology.

As a trader in our office, you will have a unique opportunity to be a part of a growing Global Market-Making business based on a proven US framework. You will get direct exposure to trading from an early stage and play a key role in aiding the development of strategies via quantitative analysis. You will receive training from long-tenured traders and learn how to apply the mathematical and computational skills from your background in an ever-changing market environment.

Are you passionate about modeling and the pursuit of truth to achieve alpha? Are you a scientist & engineer at heart, who prefers to dive right in, research and test your ideas to identify trends where others don’t in vast quantities of data? Can you spot dead ends early and pivot quickly to peg prime opportunities?

We seek the very top BS, MS & PhD level students with demonstrated top achievements including winners of top scholarships/awards, ACM/IOI & IMO/IPHO or equivalent competitions, who are entrepreneurial self-starters and enjoy being in a fast-paced & dynamic environment for exciting opportunities in our automated quantitative trading businesses.

At Citadel, Quantitative Research (“QR”) is responsible for developing and testing automated quant trading strategies using sophisticated statistical techniques. We offer excellent exposure to a quantitative trading career path in one of the world’s leading global financial institutions.

If this is what excites you:

• Conduct research and statistical analysis and build & refine monetization systems for trading signals

• 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 live trading environment

• Innovating new features from unconventional data sources

  
  

And this is what you’ve got:

• Advanced training from leading academic institutions in Computer Science (including Machine Learning, AI or related fields), Engineering, Mathematics, Statistics or related field

• Strong Statistical analysis (time series analysis, ANOVA, etc); Knowledge of probability theory (Bayesian theory, Markov chain, etc); Experience applying advanced mathematical & statistical techniques to complex data intensive problems

• Good programming skills (e.g. C/C ) with experience with one or more statistical packages (e.g. R/Matlab) and exposure to one or more scripting languages (e.g. Python)

• Demonstrated interest in or knowledge of investments instruments/financial markets a plus

• Comfortable in a complex, fast-paced and highly technical environment

Please send your resume to campusphdrecruiting@