Machine Learning Researcher, Options

Overview At Citadel Securities, we are at a once-in-a-generation opportunity in the financial markets. Machine Learning Researchers on our Options team turn cutting-edge ideas and petabyte-scale data into bleeding edge models with direct trading impact. Our team of researchers iterate quickly, own decisions end-to-end, and operate with substantial autonomy, resources, and scope in a flat, no-bureaucracy environment. Opportunities may be available from time to time in any location in which the business is based for suitable candidates. If you are interested in a career with Citadel, please share your details and we will contact you if there is a vacancy available. Responsibilities Own the full research lifecycle, from hypothesis, experiment design, model validation, risk/overfit controls, to deployment Ship models to production that move P large budgets) to run ambitious experiments and push the frontier Skills and Preferred Qualifications Masters or PhD degree in mathematics, statistics, physics, computer science, or another highly quantitative field Advanced training and strong research track record in statistics, machine learning, AI, or another highly quantitative field A results-oriented track record of having taken ML ideas from theory to measurable impact Strong math fundamentals (linear algebra, probability, optimization) and mastery of regression/ML for large scale data Fluency in Python (NumPy, PyTorch) and the ability to write clean, modular, performant code for large-scale experiments Hands-on with modern machine learning (sequence models/transformers, representation learning, regularization, cross-validation, causal/robust inference) applied in practice Bias to action