Data Modeling Specialist

3 days ago


Hong Kong, Central and Western District, Hong Kong SAR China Citadel Securities Full time
Overview
Citadel Securities, a leading global market maker, is seeking an extraordinary quantitative researcher to join our team of modelers. Our team develops and tests automated quant trading strategies using sophisticated statistical techniques.

About the Role
The successful candidate will be responsible for conducting research and statistical analyses in the evaluation of securities. This involves working with large data sets, including unconventional data sources, to predict and test statistical market patterns.

Duties and Responsibilities
- Conduct research and statistical analyses in the evaluation of securities
- Work with large data sets, including unconventional data sources, to predict and test statistical market patterns
- Conceptualize valuation strategies, develop and continuously improve mathematical models, and translate algorithms into code
- Back test and implement trading models and signals in a live trading environment

Requirements
- Advanced training in mathematics, statistics, physics, computer science, or another highly quantitative field
- Proficiency in probability & statistics (time-series analysis, machine learning, pattern recognition, NLP)
- Prior experience working in a data-driven research environment
- Hands-on programming experience in scripting (Python), analytical packages (R, Matlab) and/or compiled languages (C++)

What We Offer
In accordance with New York City's Pay Transparency Law, the estimated base salary for this role is $225,000. This figure takes into account the cost of living in major cities around the world where Citadel Securities operates, including Miami, Chicago, New York, London, Dublin, Zurich, Hong Kong, and Sydney.

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