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Job description
Citadel is seeking a PhD intern for a quantitative research role in Europe. The internship offers an opportunity to develop next-generation financial models and trading approaches, working with sophisticated statistical techniques in complex financial markets. Ideal candidates will have strong mathematical and computational skills and be passionate about translating complex research into practical trading strategies.
As an intern, you will conceptualize valuation strategies, develop mathematical models, and help translate algorithms into tradable code. Your primary focus will be on back testing and implementing trading models in a live environment, using unconventional data sources to drive innovation and develop monetization systems for trading signals.
Candidates must have a PhD in a highly quantitative field such as mathematics, statistics, physics, or computer science. Strong statistical knowledge, including machine learning, time-series analysis, and pattern recognition, is essential. You should have prior experience in data-driven research, independent research experience, and the ability to translate mathematical models into programming languages like Python, R, or C++.
Citadel offers an 11-week internship program that provides a collaborative environment for talented researchers. You'll have the opportunity to network with senior team members, develop cutting-edge research skills, and contribute to sophisticated financial modeling and trading strategies. The internship is designed to challenge your research capabilities and provide meaningful professional development in a world-leading alternative investment management firm.
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