Tech IndustryJan 24, 2020
Microsoftdata2quant

MSFT ML Eng / Data Scientist -> Citadel Quant Research Engineer

Hi, I'm a junior level ML engineer at MSFT, went there right after school. Despite being a junior level and not having advanced degrees, I was able to get good hands-on experience with machine learning. I work on a product team right now, but I do have my sights set on a research engineer role. I was recently reached out to by a recruiter for Citadel's Quantitative Strategies division, asking me if I would condwr a position in their research team. How different would it be working in big tech data science vs hedge fund quant research? Any general thoughts about Citadel as a workplace? How is the wlb there? What about career growth opportunities? Overall, is this a good career path as opposed to satying at MSFT and transferring to a research team later (wouldn't be a hard transfer, already in AI&R)? #ml #ai #quant TC 220k, 2 YOE

@Microsoft@Citadel
@Financial Services Company
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Microsoft MARE03 Jan 24, 2020

Mind sharing what Org you joined as ML engineer ?

Microsoft data2quant OP Jan 24, 2020

I have replied in DM

Microsoft 🐨 koala Jan 24, 2020

If you’re thinking about transferring to Microsoft Research without a PhD think again. Look up the internal blind threads about how non-phds are treated like trash-tier citizens.

RichRelevance Zodian Jan 24, 2020

These are mostly hyped up SDE's that took some online course, implement some trivial junk in their free time based off someone else's code, & hit dunning krugger effect. There's gatekeeping for sure. But if you are actually good at ML, an efficient communicator in English, and have novel ideas (published research); people tend to respect you regardless of degree/institution.

LinkedIn ntv Jan 24, 2020

Wow, Citadel is 🔥 these days. All the top FANG talents are going there.

Facebook UnSuperVis Jan 24, 2020

I used to be a quant at Citadel. Getting a quant job at Citadel is *hard*. You should interview if you're curious (low opportunity cost). Big tech and quant finance are very different. Work as a quant in finance if comp is very important to you, and you hate politics. The work is much more rigorous statistically than what the average ML engineer works on. However, the problems are less diverse. And the industry is growing slowly now. WLB at Citadel is fine - 50ish hours a week. It's very flat, very meritocratic and your colleagues will be very bright. However, it's secretive (like all quant firms). If you get bored, exit opportunities outside of finance can be challenging to find

Citadel idiosync Jan 25, 2020

Agree a lot with this. Take the interview at least. The quantitative strategies team had an incredibly successful 2019 and definitely a team you want to work with if you can.

Roku altruist Oct 4, 2020

What was your TC at Citadel as a quant?

Microsoft EjSq85 Jul 15, 2020

Hey Op... mind sharing your org / team ?