Machine Learning Researcher, Options

Citadel Enterprise Americas LLC; London; On-site; GBP 70,000 - 100,000; Full time

Job summary

A pioneering financial technology firm is seeking a Machine Learning Researcher to leverage cutting-edge techniques in options markets. The role involves the entire research lifecycle from hypothesis to deployment, aiming to create models that genuinely impact trading outcomes. Ideal candidates will have a strong academic background in quantitative fields, practical proficiency in Python, and a passion for solving complex financial problems. Join a flat, resource-rich team and push the boundaries of what is possible with data.

Qualifications

• Advanced training in statistics, machine learning, or AI.
• Strong track record of applying ML in impactful ways.
• Fluency in Python and clean coding practices.

Responsibilities

• Own the full research lifecycle, from hypothesis to deployment.
• Ship models to production that impact P&L in options markets.
• Engineer scalable research pipelines and develop trading strategies.

Skills

Machine Learning

Statistics

Python

Data Engineering

Deep Learning

Education

Masters or PhD degree in mathematics, statistics, physics, computer science

Tools

NumPy

PyTorch

Job description

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Job Description

Role Overview

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.

Opportunities may be available from time to time in any location in which the business is based for suitable candidates. If you are interested in a career with Citadel, please share your details and we will contact you if there is a vacancy available.

Responsibilities

• Own the full research lifecycle, from hypothesis, experiment design, model validation, risk/overfit controls, to deployment
• 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 concept to trading in a very short space of time
• Discover alpha in high-dimensional data with deep learning, time-series, and representation learning
• Engineer scalable research pipelines from feature generation to distributed training and backtesting
• Develop trading intuition to translate insights into executable strategies
• Leverage large scale compute and data (petabytes; large budgets) to run ambitious experiments and push the frontier

Skills and Preferred Qualifications

• Masters or 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
• A results-oriented track record of having taken ML ideas from theory to measurable impact
• Strong math fundamentals (linear algebra, probability, optimization) and mastery of regression/ML for large scale data
• Fluency in Python (NumPy, PyTorch) and the ability to write clean, modular, performant code for large-scale experiments
• Hands-on with modern machine learning (sequence models/transformers, representation learning, regularization, cross-validation, causal/robust inference) applied in practice
• Bias to action & problem-solving demonstrated ability and comfort around owning decisions, iterating quickly, and simplifying complex problems to impactful solutions
• Curiosity about markets and enthusiasm to learn microstructure, options dynamics, and volatility regimes on the job

Citadel Securities is the next-generation capital markets firm and a leading global market maker. We provide institutional and retail investors with the liquidity they need to trade a broad array of equity and fixed income products in any market condition. The brightest minds in finance, science and technology use powerful, advanced analytics to solve the market’s most critical challenges, turning big ideas into real-world outcomes.