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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
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