Role Description As a Senior Research AI Scientist, you will play a pivotal role in developing and enhancing our innovative supply chain solutions. You will closely work with our talented Engineering and AI Team members to enable our customers to interact with their data using Natural Text. This means interacting with our internal database and PDF contents. - Own and lead the development of our Copilot product. - Interact with our Product Team on shaping each bet the company is working on. - Collaborate in cross functional teams (Engineering/Product) to bring your AI models to our production pipeline. - Design, implement and use evaluation pipelines, including data annotation, scripting and automation. - Continuously research and apply the latest techniques in NLP to supply chain problems. - Communicate your research and results to non-technical stakeholders. - Lay the research foundations for continuous improvement and development of AI models. - Stay abreast of the latest advancements in AI, NLP, and related fields. Identify opportunities for innovation and research to enhance the capabilities of the chat interface. - Mentor, guide and help other junior researchers and engineers in the AI team. Qualifications - MS or PHD degree in Computer Science, Data Science, Statistics or related. - Minimum of 5 years of hands-on experience in developing and implementing NLP algorithms and machine learning models. - Proven track record in designing and building chatbot interfaces, with a focus on natural language understanding, information retrieval and text generation. - Familiarity with Vector Databases, such as Pinecone or Weaviate. - Proficiency in Python and libraries such as pytorch and huggingface transformers. - Experience with LLMs providers (OpenAI, Cohere, Anthropic, Huggingface or related) is preferred. - Familiarity working with GCP / AWS is preferred. - Knowledge of supply chain processes and logistics is a plus. - Strong problem-solving and analytical skills. - Excellent communication and teamwork abilities. English required. Speaking Spanish is a plus! Requirements - We prioritize Eastern Time Zone (NY) location base for employees so they can join regular team sessions comfortably. - We are open to Europe Time Zone location in selective cases.

Job Description At Citadel Securities, a leading global market maker, our team of quantitative researchers models the markets and brings trading strategies to life every day. Specifically, the goal of this team is to leverage and tailor the state-of-the-art machine learning and AI algorithms to modernize the quantitative trading industry. We're looking for extraordinary and highly motivated researchers who are excited about solving challenging problems and iterating in a fast-paced environment. As an intern, you'll dive into research through an 11 week program that will allow you to collaborate and connect with senior team members. In addition, you'll get the opportunity to network and socialize with peers throughout the internship. Our signature internship program takes place June through August. Occasionally, we can be flexible to other times of the year. You will be able to indicate your timing preference in the application. Your Objectives - Use statistics, machine learning or AI (e.g. deep learning, NLP) to extract patterns from various kinds of datasets through innovative and rigorous research - Implement algorithms in high-quality code - Work with large data sets, including unconventional and unstructured data sources - Back-test models and document research findings Your Skills & Talents - PhD degree in mathematics, statistics, physics, computer science, or another highly quantitative field - Advanced training and strong research track record in statistics, machine learning, AI, or another highly quantitative field - Hands on programming experience in scripting (e.g. Python) and/or compiled languages (e.g. C++) - A background demonstrating strong problem-solving skills - An ability to communicate advanced concepts in a concise and logical way - Proficiency in creating and using algorithms to meticulously investigate and work through large data or error-checking problems Opportunities available in Hong Kong and Singapore. We collect and use personal data in accordance with our Privacy Policy. We retain data on prospective candidates and may consider suitability for alternative opportunities at Citadel. For more information, see our Privacy Policy. About Citadel Securities Citadel Securities is a technology-driven, next-generation global market maker. We provide institutional and retail investors with world-class liquidity, competitive pricing and seamless front-to-back execution in a broad array of financial products. Our teams of engineers, traders and researchers harness leading-edge quantitative research and the accelerating power of compute, machine learning and AI to power our analytics and tackle the market's and our clients' most critical challenges. Together, we are forging the future of capital markets. For more information, visit citadelsecurities.com .

Job Description At Citadel Securities, a leading global market maker, our team of quantitative researchers models the markets and brings trading strategies to life every day. Specifically, the goal of this team is to leverage and tailor the state-of-the-art machine learning and AI algorithms to modernize the quantitative trading industry. We're looking for extraordinary and highly motivated researchers who are excited about solving challenging problems and iterating in a fast-paced environment. Your Objectives - Use statistics, machine learning or AI (e.g. deep learning, NLP) to extract patterns from various kinds of datasets through innovative and rigorous research - Implement algorithms in high-quality code - Work with large data sets, including unconventional and unstructured data sources - Back-test models and document research findings Your Skills & Talents - PhD degree in mathematics, statistics, physics, computer science, or another highly quantitative field - Advanced training and strong research track record in statistics, machine learning, AI, or another highly quantitative field - Prior experience working in a data driven research environment. Detail oriented and can deep dive into the data. - Hands on programming experience in scripting (e.g. Python) and/or compiled languages (e.g. C++) - A background demonstrating strong problem-solving skills - An ability to communicate advanced concepts in a concise and logical way - Proficiency in creating and using algorithms to meticulously investigate and work through large data or error-checking problems Opportunities available in Singapore and Hong Kong. We collect and use personal data in accordance with our Privacy Policy . We retain data on prospective candidates and may consider suitability for alternative opportunities at Citadel. For more information, see our Privacy Policy. About Citadel Securities Citadel Securities is a technology-driven, next-generation global market maker. We provide institutional and retail investors with world-class liquidity, competitive pricing and seamless front-to-back execution in a broad array of financial products. Our teams of engineers, traders and researchers harness leading-edge quantitative research and the accelerating power of compute, machine learning and AI to power our analytics and tackle the market's and our clients' most critical challenges. Together, we are forging the future of capital markets. For more information, visit citadelsecurities.com .

Role Description You'll work directly on improving how Frontier AI handles corporate finance and gain rare, early exposure to how AI labs actually develop their models. As part of the project, you will contribute your deal experience to a structured research project, which will be used to help improve AI reasoning across investment banking and capital markets. The work involves: - Generating, refining, and evaluating content that reflects how senior IB professionals think through transactions from origination and pitching through execution and close. Qualifications - Current MBA candidate at IE with prior (pre-MBA) 3–7 years of experience in investment banking or capital markets at a bulge bracket or elite boutique (e.g., Goldman Sachs, Morgan Stanley, J.P. Morgan, Bank of America, Citi, Barclays, UBS, Deutsche Bank, Wells Fargo, Evercore, Moelis, Centerview, Lazard, Jefferies). - Analyst or Associate level (pre-MBA). - Solid expertise in at least one of the following: - M&A deal structuring and valuation - Equity or debt capital markets execution - Sector-specific coverage - Syndicate/book-running - Strong financial modeling skills (incl. LBO, 3-statement, DCF) and comfort with complex transaction analysis, fairness opinions, and client-facing materials (incl. pitch decks, market updates). - Ability to articulate investment banking judgment clearly and precisely in writing. Requirements - Location: Fully remote - Compensation: Competitive hourly rate, commensurate with experience - Start date: Immediate - Referral bonus: For any successful referral hired into this role