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Quantitative Developer

Citadel LLC


Location:
Chicago, Illinois 60603
Date:
05/16/2017
Job Type:
Employee
Job Status:
Full Time
Categories:
  • Software Engineering
Citadel LLC
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Job Details

Quantitative Developer (Citadel LLC – Chicago, IL) Conduct research and statistical analyses in the evaluation of securities to improve the investment process and existing models. Develop and enhance the platform for building financial risk models, alpha models, transaction cost models, and other numerical algorithms. Develop and enhance back-test infrastructure for quantitative credit and convertible arbitrage investment and execution strategies. Responsible for production implementation and support of quantitative trading strategies. Work closely with traders in interpreting valuations provided by the models developed by the group and in responding to intra-day requests to quickly price and evaluate transactions. Conceptualize valuation strategies, develop and continuously improve upon proprietary tools, and translate ideas into code with highest software design standards. Provide technical and product support to portfolio managers and traders. Maintain and update existing models, programs, and applications.

 

Requires a Bachelor's degree (or foreign equivalent) in Computer Science, Quantitative and Computational Finance, Mathematics, or related quantitative field and 2 years of experience in the job offered or with software development relating to financial services applications. Experience must include the following: performing Python development in a Linux or Windows environment; Python numerical packages, including NumPy, SCIPY, Pandas, or similar; statistical methods, including linear regressions, non-linear regressions, data analysis, or similar; equity volatility methods, including volatility surface modeling, option pricing, or similar; creating and using algorithms to investigate and work through large data or error-checking problems; and, programming experience with Python or C++.

 

Please submit resumes by mail to Employee Relations/SM, Attn: 8014-509, Citadel LLC, 131 S. Dearborn St, 32nd Fl, Chicago, IL 60603.

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