Quantitative Researcher – PhD Intern (Asia)

Overview

Citadel Securities is a technology-driven, next-generation global market maker. Our team of quantitative researchers models the markets and develops automated trading strategies using sophisticated statistical techniques. Interns will have the opportunity to challenge the impossible in research by applying advanced statistical methods to financial markets and complex data sets. The internship provides collaboration with senior team members and networking opportunities with peers.

Program Details

Our signature internship program runs for 11 weeks from June through August. We can be flexible to other times of the year on occasion. You will be able to indicate your timing preference in the application.

Responsibilities

• 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.
• Use unconventional data sources to drive innovation.
• Conduct research and statistical analysis to build and refine monetization systems for trading signals.

Qualifications & Skills

• PhD degree in mathematics, statistics, physics, computer science, or another highly quantitative field.
• Strong knowledge of probability and statistics (e.g., machine learning, time-series analysis, pattern recognition, NLP).
• Prior experience working in a data-driven research environment.
• Experience translating mathematical models and algorithms into code (Python, R, or C++).
• Independent research experience.
• Ability to manage multiple tasks and thrive in a fast-paced team environment.
• Excellent analytical skills with strong attention to detail.
• Strong written and verbal communication skills.
• Opportunities available in Hong Kong and Singapore.

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 across 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. We are forging the future of capital markets.

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