FAM-ily  

Financial and Actuarial Mathematics  
at Vienna University of Technology, Austria  

 
2005-04-04  MS-Word file

Citadel Investment Group, L.L.C.

JOB SPECIFICATION

Business Unit: Fixed Income
Title: Financial Engineer - FX, MBS, Gov't

Duties & Responsibilities
Seeking quantitative developers to be responsible for the support and development of trading applications and systems within the FX, Gov't or MBS business groups. Will utilize C++ to enhance and develop additional algorithms and models for the systems. Will monitor and troubleshoot system performance. Positions are located in the Chicago office.

Qualifications

  • Master Degree in engineering, science, or mathematics. PHD preferred (top tier school).
  • Knowledge of financial products and valuation methods preferred. FI or FX market structure a plus.
  • Solid analytical, quantitative and problem solving skills.
  • Experience utilizing C++ on UNIX. Development of real time solutions is a plus.
  • Experience developing sophisticated math models.
  • Sybase knowledge is a plus.
  • Strong written and verbal communication skills.
  • Must be a self starter and able to work with minimal supervision.
  • Experience working on trading applications, especially FI or FX trading systems is a strong plus.

Positions require extremely dedicated self-starting individuals who are looking to help aggressively grow a business at a top-tier hedge fund.

Contact:
eric.knell@citadelgroup.com
matthias.winkler@citadelgroup.com