Susquehanna International Group, LLP

Quantitative Developer |Options Pricing | Experienced Hire

Job Locations US-PA-Bala Cynwyd (Philadelphia Area)
Requisition ID
2024-8746
Experience Level
Experienced Professionals
Job Categories
Technology - Software Engineering

Overview

Susquehanna is a global quantitative trading firm powered by scientific rigor, curiosity, and innovation. Our culture is intellectually driven and highly collaborative, bringing together researchers, engineers, and traders to design and deploy impactful strategies in our systematic trading environment. To meet the unique challenges of global markets, Susquehanna applies machine learning and advanced quantitative research to vast datasets in order to uncover actionable insights and build effective strategies. By uniting deep market expertise with cutting-edge technology, we excel in solving complex problems and pushing boundaries together.

 

We are looking for a Quantitative Developer to join our Options trading desk! Our team leverages advanced algorithms and sophisticated models to drive our trading strategies. In this role, you will work alongside our quantitative researchers and help with the development, implementation, and optimization of our options pricing models and pricing systems.

We are looking for someone who has a strong software development background and demonstrated success working with data intensive quant models at a trading firm or other financial institution.

How you’ll make an impact:

  • Work with quant researchers to understand our pricing logic and implement models in C++ and C#. You will be responsible for translating complex mathematical models into software applications.
  • Develop and improve our critical options pricing applications in a performance demanding environment and handle large scale data.
  • Integrate pricing with existing trading infrastructure and data systems. Ensure seamless data flow and interoperability between systems in our low latency trading environment.

What we’re looking for

  • At least 5+ years of software development experience in C++ is preferred or C#
  • Familiarity with financial concepts and instruments related to quantitative trading, pricing, or valuation is required
  • Previous experience in options trading is a plus
  • Excellent problem-solving skills with a strong ability to understand and implement complex mathematical models
  • Strong communication skills, with the ability to convey technical concepts clearly to a wide range of stakeholders
  • Minimum of a Bachelor’s degree in Computer Science, Mathematics, or related STEM field is required
  • Experience with Python, notebooks, and data analysis is a plus

 

About Susquehanna

Susquehanna is a global quantitative trading firm powered by scientific rigor, curiosity, and innovation. Our culture is intellectually driven and highly collaborative, bringing together researchers, engineers, and traders to design and deploy impactful strategies in our systematic trading environment. To meet the unique challenges of global markets, Susquehanna applies machine learning and advanced quantitative research to vast datasets in order to uncover actionable insights and build effective strategies. By uniting deep market expertise with cutting-edge technology, we excel in solving complex problems and pushing boundaries together.

 

 

If you're a recruiting agency and want to partner with us, please reach out to recruiting@sig.com. Any resume or referral submitted in the absence of a signed agreement will not be eligible for an agency fee.

 

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