Susquehanna is expanding the Machine Learning group and seeking exceptional researchers to join our dynamic team. As a Machine Learning Researcher, you will apply advanced ML techniques to a wide range of forecasting challenges, including time series analysis, natural language understanding, and more. Your work will directly influence our trading strategies and decision-making processes.

This is a unique opportunity to work at the intersection of cutting-edge research and real-world impact, leveraging one of the highest-quality financial datasets in the industry.

What You’ll Do

• Conduct research and develop ML models to enhance trading strategies, with a focus on deep learning and scalable deployment
• Collaborate with researchers, developers, and traders to improve existing models and explore new algorithmic approaches
• Design and run experiments using the latest ML tools and frameworks
• Develop automation tools to streamline research and system development
• Apply rigorous scientific methods to extract signals from complex datasets and shape our understanding of market behavior
• Partner with engineering teams to implement and test models in production environments

We’re looking for research scientists with a proven track record of applying deep learning to solve complex, high-impact problems. The ideal candidate will have a strong grasp of diverse machine learning techniques and a passion for experimenting with model architectures, feature engineering, and hyperparameter tuning to produce resilient and high-performing models.

• PhD in Computer Science, Machine Learning, Mathematics, Physics, Statistics, or a related field
• Strong track record of applying ML in academic or industry settings, with 5+ years of experience building impactful deep learning systems
• A strong publication record in top-tier conferences such as NeurIPS, ICML, or ICLR
• Strong programming skills in Python and/or C++
• Practical knowledge of ML libraries and frameworks, such as PyTorch or TensorFlow, especially in production environments
• Hands-on experience applying deep learning on time series data
• Strong foundation in mathematics, statistics, and algorithm design
• Excellent problem-solving skills with a creative, research-driven mindset
• Demonstrated ability to work collaboratively in team-oriented environments
• A passion for solving complex problems and a drive to innovate in a fast-paced, competitive environment

Why Join Us?

• Collaborate with a world-class team of researchers, engineers, and traders
• Gain access to best-in-class financial data and high-performance computing resources
• Directly impact real-time trading performance through your work
• Thrive in a collaborative, intellectually rigorous environment with a global footprint

The annual base pay for this role is $300,000. Susquehanna considers factors such as scope and responsibilities of the position, work experience, education/training, key skills, as well as market and organizational considerations when extending an offer.

Visa sponsorship is available for this position.

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.