At Citadel Securities, we are at a once-in-a-generation opportunity in the financial markets. Machine Learning Researchers on our Options team come from a wide range of industries and 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.
Responsibilities
- Own the full research lifecycle, from hypothesis, experiment design, model validation, risk/overfit controls, to deployment
- Conduct cutting‑edge research and development in machine learning (e.g. LLMs) at scale with a focus on industry leading techniques and their applications in quantitative finance
- Ship models to production that move P&L in options markets—measured by clear, testable outcomes
- Prototype test iterate fast The resources and support to take great ideas from concept to trading in a very short space of time
- Discover alpha in high‑dimensional data with deep learning, time‑series, and representation learning
- Engineer scalable research pipelines from feature generation to distributed training and backtesting
- Develop trading intuition to translate insights into executable strategies
- Leverage large scale compute and data (petabytes; large budgets) to run ambitious experiments and push the frontier
Skills and Preferred Qualifications
- A curiosity to learn about financial markets, and excitement to understand microstructure, options dynamics, and volatility regimes on the job
- Masters or PhD degree in mathematics, statistics, physics, computer science, or another highly quantitative field, with advanced training and a strong research track record working on machine learning problems
- Deep knowledge of cutting edge large scale models and their training and design
- Training techniques (pre‑training, fine‑tuning, RL, RLHF), and optimization methods
- 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
- Hands‑on with modern machine learning (sequence models/transformers, representation learning, regularization, cross‑validation, causal/robust inference) applied in practice
- Bias to action & problem-solving demonstrated ability and comfort around owning decisions, iterating quickly, and simplifying complex problems to impactful solutions
- Curiosity about markets and enthusiasm to learn microstructure, options dynamics, and volatility regimes on the job
- Fluency in Python (NumPy, PyTorch) and the ability to write clean, modular, performant code for large‑scale experiments
Machine Learning Researcher in City of London employer: Citadel Securities
As a leading player in the systematic trading space, our company offers an exceptional work environment that fosters innovation and collaboration among talented professionals. Located in a vibrant financial hub, we provide competitive salaries, comprehensive benefits, and ample opportunities for personal and professional growth, ensuring that our employees thrive both in their careers and well-being. Join us to be part of a dynamic team where your contributions directly impact our cutting-edge trading strategies and business success.
