Quantitative Developer | Options Pricing | Experienced Hire

Work with quant researchers to understand our pricing logic and implement models in C++

Tanslate 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

At least 5+ years of software development experience in C++

Hands-on experience with numerical optimization methods for model calibration and tuning

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 such as researchers

Familiarity with financial concepts and instruments related to quantitative trading, pricing, or valuation is a plus

Previous experience in options trading is a plus

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

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.