What are the responsibilities and job description for the EQR | Market Impact Quantitative Researcher position at CITADEL ENTERPRISE EUROPE LIMITED?
Quantitative Researcher (Market Impact), Global Trading, Paris and New York
Company Description: We’re Citadel, a worldwide leader in finance that uses next-generation technology and alpha-driven strategies to transform the global economy. We tackle some of the toughest problems in the industry by pushing ourselves to be the best. It’s demanding work for the brightest minds, but we wouldn’t have it any other way. Here, great ideas can come from anyone. Everyone. You.
Opportunity: You will perform rigorous research on market impact modeling, transaction cost analysis, quantitative/systematic trade execution, hedging and risk management strategies. To improve our market impact models you will leverage complex datasets and carefully back-test your insights. You will work closely with quantitative teams across Equity Quantitative Research and Global Trading, in particular with the portfolio construction and alpha research teams.
If you aspire to:
- Mix quantitative disciplines with creative problem solving
- Work in a team environment that closely integrates trading, quantitative research and technology
- Work on meaningful projects that directly impact global markets
If you have an interest in:
- Conducting Market Impact Research and Statistical Analyses to enhance and optimize Global Trading’s execution quality
- Applying principles in Statistics, Econometrics, Optimization, and Numerical Methods
- Working with large data sets
Requirements:
- Ideally, PhD in a highly-quantitative field with a strong academic record; strong mathematical and/or statistical modeling background
- Industry or academic experience researching market impact, portfolio construction, and trading execution strategies in equities markets
- Familiarity with equities market microstructure
- Proficiency using select programming languages: Python, C , R. KDB experience is a plus.
- Strong communication skills (ability to collaborate effectively with Developers and Traders)
- Ability to work in a fast-moving environment
About Citadel
Citadel is a global investment firm built around world-class talent, sound risk management, and innovative leading-edge technology. For thirty years, Citadel’s hedge funds have delivered meaningful and measurable results to top-tier investors around the world, including sovereign wealth funds, public institutions, corporate pensions, endowments and foundations.
With an unparalleled ability to identify and execute on great ideas, Citadel’s team of investment professionals, operating from offices including Chicago, New York, San Francisco, London, Hong Kong and Shanghai, deploy capital across all major asset classes, in all major financial markets.