Quantitative Researcher – Post-Doctoral Intern (US)

About the role

Join Citadel’s 11-week post-doctoral quantitative research internship in Greenwich, Houston, Miami, or New York. Develop mathematical models, trading signals, and valuation strategies for financial markets while applying advanced statistical techniques, coding algorithms, backtesting models, and collaborating with senior team members.

Responsibilities

• Conceptualize valuation strategies and develop, improve, and implement mathematical models.
• Translate algorithms into Python, R, or C++ code.
• Backtest and implement trading models and signals in live trading environments.
• Use unconventional data sources to drive innovation in quantitative research.
• Conduct statistical analysis to build and refine monetization systems for trading signals.

Program Details

• The internship runs for 11 weeks, typically from June through August.
• Timing may occasionally be flexible; applicants can indicate their preferred timing.
• Collaborate and connect with senior team members throughout the internship.
• Network and socialize with peers during the program.

Requirements

• Post-doctoral degree in mathematics, statistics, physics, computer science, or another highly quantitative field.
• Strong probability and statistics knowledge, including machine learning, time-series analysis, pattern recognition, or NLP.
• Prior experience in a data-driven research environment.
• Independent research experience and ability to translate mathematical models into code.
• Ability to manage multiple tasks in a fast-paced team environment.
• Excellent analytical, written, and verbal communication skills, with strong attention to detail.