Citadel Fall Recruiting Schedule

Mon Oct 3rd: Information Session/Tech Talk

  • Time: 6:30pm
  • Location: Packard 101
  • Sahand Rabbani, Stanford class of 2008 and a senior quant at Citadel, will be presenting “From Pigeons to Petabytes.” He will walk students through the world of quantitative trading and how it affects markets. Students will have a better understanding of how to apply their similar backgrounds in quantitative finance and the interesting work that exists in our industry
  • Sushi dinner will be served and a raffle will be held. Please contact with questions.


Tue Oct 4th: Resume drop deadline

  • Full-time and summer positions available.
  • Sophomores, juniors, and seniors interested in trading & investing, quantitative strategies, and software engineering are encouraged to apply
  • Submit resumes via handshake or email to


Wed Oct 5th: Fall Computer Forum Career Fair

  • Time: 11:00am – 4:00pm
  • Location: Computer Science Building Lawn (353 Serra Mall)    

About us:

Citadel is a worldwide leader in finance that uses next-generation technology and alpha-driven strategies to transform the global economy. We tackle some of the toughest problems in the industry by pushing ourselves to be the best again and again. It’s demanding work for the brightest minds and innovators, but we wouldn’t have it any other way. Here, great ideas can come from anyone.


We engage in two primary businesses:

 •       Citadel runs a hedge fund with a 25-year track record of delivering superior returns. Our investment teams develop unique insights into global markets and companies. Through in-depth research and rigorous analysis, we translate those insights into innovative strategies capable of generating exceptional returns.

 •       Citadel Securities is a leading equity and options market maker in the United States with a growing franchise in Europe. Our quantitative trading and research teams develop proprietary trading strategies, sophisticated algorithms, and cutting-edge technology to transform markets.