High Performance Computing Engineer

Job Description
Role Summary
Citadel Securities is building the world's most performant Research Platform for AI/ML/Stats/Scientific Computing workloads in the world.
We are looking for highly motivated candidates interested in all aspects of HPC for large scale distributed, cloud powered, computing. Strong knowledge in one or several of the following areas are highly desired: Systems, HPC, Parallel & Distributed Computing, ML Systems, Algorithms and Numerics. The Citadel Securities Research Platform comprises of world class highly talented individuals spanning North America (Miami), Europe (Zurich) and Asia (Hong Kong). The primary city for these positions will be Zurich but other possibilities can be available.
Read more about our work in this recent blog post: How Citadel Securities reimagines quantitative research on the cloud for speed and scale | Google Cloud Blog
Opportunities may be available from time to time in any location in which the business is based for suitable candidates. If you are interested in a career with Citadel, please share your details and we will contact you if there is a vacancy available.
Objectives

• Support quantitative research and trading by designing, implementing and improving proprietary libraries and machine-learning pipelines
• Leverage modern computer architectures to improve throughput or reduce cost
• Identify compute waste and io bottlenecks and deliver cost-efficient solutions at scale
• Measure delivered improvements using quantitative metrics
• Customize solutions for results and adoption with partner teams

Skills and Preferred Qualifications

• Support quantitative research and trading by designing, implementing and improving proprietary libraries and machine-learning pipelines
• Experience working in C++ and/or Python
• Experience with identifying performance bottlenecks: at a low-level, induced by the OS, from software architecture, or in a distributed system
• Familiarity with high-performance computer architectures
• Strong problem solving skill and quantitative orientation
• Proven track record of being a goal-oriented individual
• Ability to work independently and prioritize high-impact projects
• Strong communication and interpersonal skills applicable to a dynamic research environment
• Minimum Master's degree (or equivalent experience) in Computer Science or related field

About Citadel Securities
Citadel Securities is the next-generation capital markets firm and a leading global market maker. We provide institutional and retail investors with the liquidity they need to trade a broad array of equity and fixed income products in any market condition. The brightest minds in finance, science and technology use powerful, advanced analytics to solve the market's most critical challenges, turning big ideas into real-world outcomes.