Machine Learning Researcher, Options

At Citadel Securities, we are at a once-in-a-generation opportunity in the financial markets. Machine Learning Researchers on our Options team 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.

Location

London

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 concep...