Senior Associate, Quantitative Research

Senior Associate, Quantitative Research, Statistical Arbitrage team, Global Markets Quantitative Strategies. Chicago, IL. Citadel Investment Group is seeking a qualified candidate to be responsible for conducting research and statistical analyses on various asset classes (foreign exchange, fixed income markets, equities, commodities). Modeling of time series and cross-sectional properties. Develop and evaluate core algorithms and models that lead to automated quantitative investment strategies. Research on transaction costs, portfolio construction, optimal aggregation of models.
REQUIREMENTS
The position requires a minimum of a Doctorate degree in Mathematics or related quantitative field or the foreign equivalent. Must have three (3) years relevant market experience (foreign exchange, fixed income and commodities). Requires knowledge of statistical and econometric techniques, as well as a proven academic research record. Must have experience with optimization algorithms. Experience with Matlab and C++ required. Qualified candidates should submit a cover letter and resume, referencing job order R-0049, to: [Click here for email]. Principals only need apply.