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Machine Learning Researcher — Options

Citadel Securities

Quantitative / QuantAsset ManagementSenior (6-10 yrs)On-siteHedge Fund

Best for PhD ML researchers interested in applying reinforcement learning and statistical modeling to derivatives trading.

AI → Finance

Location

New York, NY

Posted

Mar 10, 2026

Apply cutting-edge ML research to options market-making at Citadel Securities, developing predictive models for pricing, volatility, and execution optimization.

## About the Role Citadel Securities is seeking a Machine Learning Researcher to apply advanced ML techniques to options market-making. You will develop predictive models and trading signals using deep learning, statistical methods, and large-scale financial datasets to improve pricing, hedging, and execution across global options markets. ## Responsibilities - Research and develop ML models for options pricing, volatility forecasting, and execution optimization - Apply deep learning, reinforcement learning, and statistical modeling to financial data - Build scalable data pipelines and model training infrastructure - Collaborate with traders and quant researchers to deploy models in production - Analyze large-scale market microstructure data to identify trading opportunities ## Requirements - Ph.D. in Computer Science, Statistics, Machine Learning, Physics, or related quantitative field - Expert-level Python and experience with PyTorch or TensorFlow - Strong foundation in statistics, probability, and optimization - Experience with large-scale data processing and production ML systems - Knowledge of options markets and derivatives preferred but not required

Skills & Technologies

Deep LearningOptions PricingVolatility ModelingPythonPyTorchStatistical ModelingMarket Microstructure

Best Backgrounds

  • ML research
  • statistical physics
  • quantitative finance
  • applied mathematics

Related Titles to Explore

  • Quantitative Researcher
  • ML Research Scientist - Trading
  • Derivatives Quant
  • Systematic Trading Researcher

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