Type: Permanent
Experience: Experienced Professional (Non-Manager)
Education: Bachelor's Degree
Category: Information Technology
Industry: Financial / Financial Services
Date Posted: 11/07/2021
Shortcut:http://affinity-north.jobs.mrinetwork.com/voriQH
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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