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Software Engineer - Commodities at Citadel

Citadel’s commodities team seeks to generate alpha through directional and relative value strategies across both physical and commodities markets. We evaluate opportunities in natural gas, power, crude, and refined products, and agriculture, primarily in North America and Europe.

Our advanced platform that allows us to quickly and deeply patterns within a market or , conduct scenario analysis and improve the overall accuracy of our views.

Responsibilities 

• Understand business challenges and drive technical/quantitative solutions
• Partner with our trading, research and data teams to deliver custom solutions and deliver key initiatives
• Develop data analytics tools and work with large datasets, including sourcing innovative and new data on an on-going basis
• Integrate models into the commodities technology framework
• Integrate data and insights into models, reports and investment processes
• Partner with analysts to develop scalable tools leveraging machine learning and deep learning models to solve real-world problems
• Become an expert on Citadel systems and technology to support accelerating integration of data analytics into all processes

Requirements

• Outstanding Python skills including packages such as pandas, numpy, statsmodels, sklearn, scipy, matplotlib, tensorflow
• Time series analysis, mining skills, numerical methods and statistical tools, including PCA and regression
• Experience sourcing and structuring data sets, including experience with SQL
• Great communication skills, both written and oral 

Desired

• Experience working with distributed compute infrastructure
• Experience with machine learning techniques, time series analysis and econometrics
• Experience in Deep Learning: DNN, CNN, RNN/LSTM, GAN or other auto encoder
• Jupyter, PyCharm and Anaconda expertise
• C++
• Basic understanding of commodities