Susquehanna International Group, LLP

  • Scientific Programmer

    Job Locations Bala Cynwyd, PA (Philadelphia Area)
    Requisition ID
    2018-3593
    Experience Level
    Experienced
    Job Categories
    Technology - Software Engineering
  • Overview

    Susquehanna International Group (SIG) is a 30 year-old privately held trading firm located just outside of Philadelphia, PA. Building virtually all of our own trading technology from scratch, we are leaders and innovators in high performance trading.

     

    SIG is seeking a Scientific Programmer to develop and productionize tools for scaling up and out the processing of petabytes of data on a cluster with thousands of cores. In this role, you will be part of a team responsible for managing the data pipeline and the tools for generating rich data sets used by Equity, Futures, and Options strategies. This person will be building tools used in the analysis of all data and signal feeds to aid in backtesting of strategies and new signal discovery. This is a highly visible team that works with traders and quantitative research strategists to provide key information used in trading.  

     

    In this role, you will:

    • Build and maintain tools for data analysis and the data processing pipeline, including numerical algorithms and dependency-based scheduling and monitoring
    • Write performant code to optimize components across the data generation and data access pipeline
    • Work with historical tick-by-tick data for US Equities, Futures, and Options markets to build in-house high performance analytics and simulation platforms

    What we’re looking for

    • MS or PHD in the Applied Sciences or related discipline or its foreign equivalent plus experience in numerical analysis and programming
    • 5+ years of professional expierence in C++ and Python 
    • Deep experience with NumPy and SciPy scientific computing packages required
    • Enthusiasm for working with data, especially large sets of data. Strong aesthetics for cleanliness and correctness in data

    Want to contact us directly?

     

    Chris Gomes

    Chris.Gomes@SIG.com

     

    We don’t post salary ranges externally so any salary estimate you see listed here was not provided by SIG and may not be accurate.

     

    SIG is not accepting unsolicited resumes from search firms. All resumes submitted by search firms to any employee at SIG via-email, the Internet or directly without a valid written search agreement will be deemed the sole property of SIG, and no fee will be paid in the event the candidate is hired by SIG.

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