Job Description

• Collaborate closely with quantitative researchers to translate mathematical models into production-grade, ultra-low latency implementations
• Maintain and improve trading algorithms by looking for both quantitative and performance-based opportunities
• Apply advanced mathematical and computational techniques to market microstructure problems
• Develop and optimize high performance C++ for real-time trading systems

Required Skills

• Strong mathematical and quantitative foundation
• Strong background in systems programming and performance engineering
• Expert-level proficiency in C++ with a demonstrated history of writing high performance, low latency code
• Understanding of modern CPU architectures: including pipelines, caches, memory models, and parallel execution
• Proven ability to optimize software across abstraction layers, from algorithms to hardware

• Prior experience in high frequency trading, market making, or electronic trading infrastructure
• Experience with parallel programming models and heterogeneous computing
• Track record of delivering production systems where performance was the primary constraint
• HPC programming, include accelerators such as GPUs, TPUs, etc.

• Financial technology and electronic trading systems
• Low level CPU and GPU performance optimization

About Citadel

Citadel is one of the world’s leading alternative investment managers. We manage capital on behalf of many of the world’s preeminent private, public and nonprofit institutions. We seek the highest and best use of investor capital in order to deliver market leading results and contribute to broader economic growth. For over 30 years, Citadel has cultivated a culture of learning and collaboration among some of the most talented and accomplished investment professionals, researchers and engineers in the world. Our colleagues are empowered to test their ideas and develop commercial solutions that accelerate their growth and drive real impact.