Quantitative Research Engineer
This Citadel Securities research engineer implements models for extremely latency-sensitive trading. The role links mathematical research with C++ performance engineering and processor-level optimisation.
What you’d work on
Our reading of the posting: what a new hire in this role would most likely spend their first months on.
- Implement researchers’ models in trading code.
- Profile algorithms against latency constraints.
- Improve software using CPU and memory-system knowledge.
What they ask for
Required
- Mathematical foundations
- Systems programming
- C++ expertise
- CPU architecture
- Performance optimisation
Preferred
- Electronic-trading experience
- Parallel computing
- GPU or TPU programming
- Education
- No degree requirement is stated.
- Experience
- Demonstrated performance-engineering experience; no year minimum given.
- Languages and tools
How to prepare
- Benchmark C++ code with cache-aware data layouts.
- Profile latency distributions under realistic load.
- Compare mathematically equivalent implementations.
What to study
- Modern C++ for Quantitative Finance
- Trading Systems and Low-Latency Infrastructure
- Market Microstructure and Execution
The HFT Quant Developer roadmap sets out the stages for this kind of role, with free resources for each.
Open the roadmapApply
Read the full posting on Citadel Securities’s site before applying: requirements, location and pay can change after we check them.
View the posting on Citadel Securities’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Citadel Securities and doesn’t handle applications.