Global Quantitative Strategies (GQS) is Citadel’s quantitative trading business. Agile teams of passionate quantitative researchers, engineers and traders work together to generate and monetize insights across the global capital markets. The business trades Equities, FICC, and Volatility products in an automated fashion around the world with horizons ranging from intraday to 20+ days. We apply leading-edge research techniques and technology to generate and monetize insights about the future.
Established in 2012, GQS has rapidly become an industry leader. Our commitment to excellence and collaboration has generated outsized impact at Citadel, and we invite team members who share our ambition to be the best.
Trading professionals on the Global Quantitative Strategies team support overall trade operations related to systematic trading strategies, which include ensuring effective trade execution (both automated and manual) within parameters established by Quantitative Research (QR). Traders work in a team environment that closely integrates trading, quantitative research and technology.
Key Responsibilities
Evaluate and improve on existing operational environment to ensure a best-of-breed monitoring environment and response to any issues that may affect successful execution of trading strategies
Apply relevant technologies to detect and debug issues that affect live trading, including connectivity with exchanges and FIX issues
Develop effective reporting tools and processes to ensure accurate analysis of profit and loss, risk monitoring and position reports
Act as a liaison between QR, Trading Strategies, and middle and back office operations to ensure proper oversight of all post-trade activity for Global Quantitative Strategies
Support the Research team systems and resolve any application errors that may occur on the desk
Provide market color and follow closely on macro events
Skillset Requirements