Machine Learning Researcher – PhD Intern (US)
About the role
At Citadel Securities, a leading global market maker, our team of quantitative researchers models the markets and brings trading strategies to life every day. The goal of this team is to leverage and tailor state-of-the-art machine learning and AI algorithms to modernize the quantitative trading industry. We’re looking for extraordinary and highly motivated researchers who are excited about solving challenging problems and iterating in a fast-paced environment.
As an intern, you’ll collaborate and connect with senior team members through an 11-week program, challenge the impossible in research, and network with peers. Our signature internship program takes place June through August, with occasional flexibility for other times of the year.
Responsibilities
- Use statistics, machine learning, or AI (e.g., deep learning, NLP) to extract patterns from various kinds of datasets through innovative and rigorous research
- Implement algorithms in high-quality code
- Work with large datasets, including unconventional and unstructured data sources
- Back-test models and document research findings
Requirements
- 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
- Hands-on programming experience in scripting (e.g., Python) and/or compiled languages (e.g., C++)
- Strong problem-solving skills
- Ability to communicate advanced concepts concisely and logically
- Proficiency in creating and using algorithms to investigate and work through large data or error-checking problems
Pay
In accordance with applicable law, the base salary range for this role is $4,500 to $5,800 per week.