Anyone know Citadel Global Portfolio Construction?
Just got a summer internship offer from Citadel Global Portfolio Construction team. From its website, it says: "The Portfolio Construction Group is an independent function engaged in Citadel’s risk measurement, monitoring and management both within and across the firm's businesses." I am a PhD in engineering and have summer experience in quantitative trading in an IB. Anybody know about this team? Thanks!
Hmmm. A lot of PhDs work in portfolio analysis. Pretty interesting stuff- better refresh your memory on finding local minima/maxima on multivariable surfaces and maybe crack open a programming book or two. I forget which language Citadel uses for most of their development, but I would suspect it's Java or C++, maybe with some MATLAB thrown in.
So, did you finally accept the offer?
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