Quantitative AI Technical Staff

The team

Citadel Securities is one of the largest market makers in the world, providing liquidity across nearly every major asset class and market globally, in real time. Machine learning is fundamental to how we do it.

We are the firm’s centralized applied‑AI team, working with strategy teams across the firm. We conduct the frontier model research that benefits all of them in common — the deep‑learning models that predict where prices are going — and we tailor that research to the highest‑impact strategies. We build the systems that turn those predictions into trading decisions, as well as the tooling that enables researchers across the firm to apply machine learning to their own problems.

As the centralized team, we take on the hardest applied‑AI problems first and set the standard the wider organization follows. Our research is applied: it ships to production and is measured by its impact on the business.

Every member of the team is a member of technical staff — a strong generalist with depth in at least one specialty, whether deep learning, large‑scale ML systems, applied LLMs and agents, or the mechanics of markets themselves. We operate in small teams with end‑to‑end ownership and minimal bureaucracy.

You build ML applications and systems that move real money, and you want to understand why they work — not simply ship them. You write code once you understand the research context and why it matters, and you are equally comfortable reading a research paper and profiling a training run.

As Quantitative AI Technical Staff, you will have substantial independence to pursue the research directions you believe are most impactful, supported by state‑of‑the‑art clusters with a very high compute‑to‑researcher ratio and by dedicated engineering, hardware, and systems teams that help bring your ideas into production. You will be responsible for improving every part of our models — from how we featurize raw market data, to architecture design, to training dynamics, to how a model’s predictions become trading decisions.

The role is approximately half research and half engineering.

Prior experience in finance or markets is not required. Many of us joined without it; we hire for ability, curiosity, and growth trajectory, and we will teach you the markets. This is an entry‑level role, and we welcome candidates whose qualifications align with the position.

We work in an AI‑native way. Directing several coding agents in parallel — to run experiment sweeps, refactor subsystems, or investigate issues across a large codebase — is a normal part of the workflow, and we expect everyone to develop fluency in it.

We hold ourselves to a high standard of scientific rigor. Because our results translate directly into capital at risk, sound research methodology is essential: forming clear, testable hypotheses; designing controlled and reproducible experiments; comparing approaches on a consistent, like‑for‑like basis; and carefully distinguishing genuine signal from noise or overfitting. We value researchers who are skeptical of their own results and who validate their conclusions before acting on them.

• Model research. Design and train the deep‑learning models that predict where prices are going — developing new architectures, improving features, and extending how far into the future the models can reliably predict.
• Enabling ML across the firm. Build the systems and tooling that allow many other researchers to apply machine learning to their own problems, multiplying your impact well beyond your own work.
• High‑impact markets. Take on novel problems in markets that generate billions of dollars in annual revenue, where established solutions do not yet exist.
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