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Citadel Securities

Speed, probability and low-latency C++ under exchange constraints.

Proprietary trading 3 mapped rolesTrack CTrack D

Full posting not imported — mapping inferred from track data.

Mapped roles

3 roles

Options Software Engineer

ExperiencedTrack C

Officially posted role: options market making with 'internet-scale datasets' under hardware constraints from exchange co-location; C++ and multi-threaded design named in requirements.

C++Low latencyConcurrencyCPU architectureNetworking

Quantitative Research Engineer (PhD Graduate)

GraduateTrack D

Title retrieved from the firm's own job listings; posting text not fully retrieved.

PythonStatisticsML foundationsResearch pipelinesTime series

Crypto Quantitative Developer

ExperiencedTrack C

Title retrieved from the firm's own job listings for its New York office.

C++Low latencyConcurrencyCPU architectureNetworking

Published expectations & research notes

5 notes
  • Role summary: options market making combines scale with complexity — 'over a million listed options at the heart of billions of messages' handled on co-located hardware constrained by latency requirements, forcing algorithmic and business innovation.
    Sourcedretrieved 2026-11-09www.linkedin.com
  • Skills and qualifications in an official posting: experience working in C++, experience with distributed systems, sound understanding of multi-threaded application design and development, plus strong communication skills for a dynamic trading environment.
    Sourcedretrieved 2026-11-09www.linkedin.com
  • The posting expects engineers to master the options trading domain itself ('treating the problems as data-in, data-out technical challenges is not enough') and translate it into software solutions.
    Sourcedretrieved 2026-11-09www.linkedin.com
  • From the same posting: engineers build, maintain and support 'one of the world's most powerful trading platforms', continuously improving performance, functionality and stability, and provide timely systems support for trading activities.
    Sourcedretrieved 2026-11-09www.linkedin.com
  • Hiring for quant-dev seats appears to stress open-ended analytical problem solving: the posting lists 'ambition to solve open-ended problems using analytical methods' and self-directed prioritisation of high-impact projects.
    Sourcedretrieved 2026-11-09www.linkedin.com

Competency areas

10
  • cpp
  • concurrency
  • low latency
  • systems design
  • networking
  • options
  • markets
  • microstructure
  • probability
  • algorithms

Preparation assessments

C++ Knowledge Assessment12q · 30mProbability Assessment12q · 30mSystems Design Assessment8q · 35m

Relevant curriculum modules

6 modules
Level 7 — Concurrency and Parallel ProgrammingThreads, mutexes, atomics, memory ordering and the correctness arguments behind lock-free code.
Level 8 — High-Performance C++Cache locality, data-oriented design, SIMD, benchmarking and the measurement discipline.
Low-Latency DesignLatency budgets, kernel overheads, kernel-bypass concepts and measurement discipline.
Options and DerivativesPayoffs, put-call parity, binomial and Black-Scholes models, the Greeks and volatility.
Market MicrostructureLimit order books, matching, spread dynamics and adverse selection.
Probability BrainteasersDice, cards, expected value, Monty Hall, optimal stopping and gambler's ruin.

See how these roles map to your learning path

Every track above is backed by a phase-by-phase curriculum with lessons, drills and assessments.

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