Quantitative Research Engineer

Quantitative Research Engineer positions offered by Citadel Americas Services LLC (New York, NY). Collaborate with research teams to design and implement quantitative tools and strategies for trading innovations across asset classes. Develop and enhance financial risk models, alpha models, transaction cost models and other numerical algorithms. Design and optimize tools for strategy back-testing. Design and develop scalable data platforms for processing, storage and retrieval of large data sets. Perform large-scale data analysis to identify features used in the investment research process. Provide day-to-day support for applications and the underlying infrastructure. Requires a Bachelors or foreign equivalent degree in Computer Science, Statistics, Engineering, Mathematics, Physics or a related field. Must have demonstrated proficiency in the following:o End-to-end software development;o Distributed Computing, Machine Learning, Platform Development, Networking or System Design;o Big data analytics;o Programming with C, C++, C#, Java, Python, Perl, SQL or Kdb+/q;o Statistical packages including R, S-PLUS, Matlab, SAS, Pandas, NumPy, SciPy, SciKit-Learn, statsmodels, or similar;o Object-oriented programming; and,o Working with data structures, algorithms and computer architecture paradigms. Experience may be, but need not be, acquired concurrently. We are offering a salary range of $175,000 to $250,000 per year. Please submit resume to [email protected]. Reference Job ID: 10553767.