Design and optimize electronic trading platforms, develop pricing and risk-management libraries, and collaborate with research teams for custom software solutions.
Job Description
Role Summary
Research Engineers at Citadel Securities are responsible for designing, building and optimizing our electronic trading platform. Research Engineers will work closely with our researchers, simulation and live traders to perform various functions, including the development of our core-trading infrastructure and high-throughput trading systems and working with the research team to identify and optimize critical bottlenecks in research and production trading.
We require a strong knowledge of low-level optimization, interest in algorithmic trading, data analysis/design, risk management and application development. Research Engineers will gain exposure to quantitative trading while working in our fast-paced, dynamic environment. Our Research Engineers work on projects from inception through to deployment and are expected to take real ownership of the assets they are building.
Objectives
Skills and Preferred Qualifications
About Citadel Securities
Citadel Securities is a technology-driven, next-generation global market maker. We provide institutional and retail investors with world-class liquidity, competitive pricing and seamless front-to-back execution in a broad array of financial products. Our teams of engineers, traders and researchers harness leading-edge quantitative research and the accelerating power of compute, machine learning and AI to power our analytics and tackle the market's and our clients' most critical challenges. Together, we are forging the future of capital markets. For more information, visit citadelsecurities.com .
Role Summary
Research Engineers at Citadel Securities are responsible for designing, building and optimizing our electronic trading platform. Research Engineers will work closely with our researchers, simulation and live traders to perform various functions, including the development of our core-trading infrastructure and high-throughput trading systems and working with the research team to identify and optimize critical bottlenecks in research and production trading.
We require a strong knowledge of low-level optimization, interest in algorithmic trading, data analysis/design, risk management and application development. Research Engineers will gain exposure to quantitative trading while working in our fast-paced, dynamic environment. Our Research Engineers work on projects from inception through to deployment and are expected to take real ownership of the assets they are building.
Objectives
- Design, develop, test, and deploy pricing & risk-management library for OTC trading
- Code optimization
- Partner with the Quantitative Research team to define priorities and deliver custom software solutions
- Design and develop of high-performance C++ components used by trading applications
Skills and Preferred Qualifications
- A deep passion for technology, software development, and mathematics
- Proficiency with C++ and Python
- Experience with derivatives and knowledge of pricing library design
- Exceptional quantitative and analytical skills
- Bachelor's or Master's in Computer Science, Mathematics, Statistics, or equivalent experience
- Strong written and verbal communications skills
About Citadel Securities
Citadel Securities is a technology-driven, next-generation global market maker. We provide institutional and retail investors with world-class liquidity, competitive pricing and seamless front-to-back execution in a broad array of financial products. Our teams of engineers, traders and researchers harness leading-edge quantitative research and the accelerating power of compute, machine learning and AI to power our analytics and tackle the market's and our clients' most critical challenges. Together, we are forging the future of capital markets. For more information, visit citadelsecurities.com .
Top Skills
C++
Python
Citadel Securities London, England Office
120 London Wall, London, United Kingdom, EC2Y 5ET
Similar Jobs at Citadel Securities
Information Technology • Software • Financial Services
Design and optimize electronic trading platforms, develop pricing and risk-management libraries, and collaborate with research teams on software solutions.
Top Skills:
C++Python
Information Technology • Software • Financial Services
The Machine Learning Researcher will conduct research and development in machine learning for options trading, owning the full lifecycle from design to deployment, and leveraging large datasets to create impactful models.
Top Skills:
NumpyPythonPyTorch
Information Technology • Software • Financial Services
Interns will learn financial markets, develop trading strategies, analyze data, and collaborate with experienced traders to enhance trading tools and frameworks.
Top Skills:
AIComputersMachine Learning
What you need to know about the London Tech Scene
London isn't just a hub for established businesses; it's also a nursery for innovation. Boasting one of the most recognized fintech ecosystems in Europe, attracting billions in investments each year, London's success has made it a go-to destination for startups looking to make their mark. Top U.K. companies like Hoptin, Moneybox and Marshmallow have already made the city their base — yet fintech is just the beginning. From healthtech to renewable energy to cybersecurity and beyond, the city's startups are breaking new ground across a range of industries.
