Senior Research Engineer (Data)

Job Description

Role Overview

Data Research Engineers in Citadel Securities are responsible for the curation of large-scale structure and unstructured data and for data assimilation across a multitude of sources. They focus on the translation of high-level conceptual queries to efficient back-end queries on extremely large-scale data collections. Our data science is supported by state-of-the-art cloud-based services that scale out. The advanced queries will be crucial in enriching alpha signals for our multi-billion-dollar Systematic Business and research function, enabling us to deliver a competitive edge against competitors.

Our team of talented Data Research Engineers works hand-in-hand with the QR teams to design the most insightful queries. In addition, they closely work with business operations and QRs in order to identify and evaluate the most promising datasets from anywhere in the world and available in numerous modalities. We are looking for individuals passionate about driving business impact through data!

Responsibilities

• Act as data owner of several datasets each with its own unique schema and delivery frequency
• Partner with researchers to produce high-value datasets
• Design, create, automate, and maintain custom data pipelines
• Extract the raw data
• Clean and normalize the data
• Translate high-level market research concepts into scalable processes that further transform the data
• Handle all edge cases
• Develop high-performance schemas and queries
• Setup "data checks" and alerts to determine when the data is "bad"'
• Load the processed dataset to a format easily digested by quantitative researchers and models
• Develop tooling to facilitate the development and monitoring of custom data pipelines
• Setup analytical infrastructure to facilitate exploration and visualization of datasets
• Large scale cloud development of applications as a service

Skills and Qualifications

Required :

Preferred :

About Citadel Securities

Citadel Securities is a technology-driven, next-generation global market maker. We provide institutional and retail investors with world-class liquidity, competitive pricing and seamless front-to-back execution in a broad array of financial products. Our teams of engineers, traders and researchers harness leading-edge quantitative research and the accelerating power of compute, machine learning and AI to power our analytics and tackle the market's and our clients' most critical challenges. Together, we are forging the future of capital markets. For more information, visit citadelsecurities.com .