Automated Quant Trader: Live Alpha & Execution

Trading Interview; Pennsylvania; Hybrid; USD 150,000 - 190,000; Full time

Job summary

Susquehanna is seeking a Quantitative Systematic Trader to blend research with live trading. You will build and refine data-driven, automated strategies and monitor performance in real-time market environments.

PhDs or postdocs in quantitative fields are preferred; Python proficiency is required, and C++ experience is a plus. This onsite role offers a fast-paced, collaborative setting with mentorship and growth.

Qualifications

• Analytical problem-solvers with strong reasoning
• Clear communicators in a fast-paced, collaborative setting
• Programming experience with Python; C++ is a plus

Responsibilities

• Modeling with probability theory, statistics, and machine learning to analyze market behavior
• Alpha monetization by blending signals with live market insights
• Oversee risk management and real-time operation of trading strategies
• Participate in comprehensive education and mentorship programs
• Collaborate with researchers and technologists on the execution engine

Job description

Job Type Full-time

Posted 4 months ago

The role

Job description

Overview

At Susquehanna, quantitative systematic traders tackle challenging data and algorithmic problems that inform decision-making in global financial markets. Their work spans signal generation, execution, market microstructure, portfolio construction, risk management, simulation, and large-scale data analysis, drawing from a broad quantitative toolkit to build strategies that trade in live markets.

As a Quantitative Systematic Trader, you’ll combine quantitative research expertise with deep trading intuition to build and refine data-driven, fully automated trading strategies. You’ll actively monitor real-time strategy performance and use market behavior and feedback to improve and optimize profitability. Serving as a hybrid between traders and researchers, quantitative systematic traders focus more on alpha monetization, execution efficiency, and live trading performance. While there is some overlap with the Quantitative Researcher role, quantitative systematic traders spend more of their time close to live markets.

You’ll have access to Susquehanna’s extensive proprietary datasets and large-scale computing infrastructure—including a rapidly growing cluster of thousands of high-end GPUs—support computationally intensive research, large-scale simulation, and rapid experimentation. Our teams work in small, highly collaborative teams where ideas are debated openly, evidence guides decisions, and promising research can quickly produce practical impact.

What You Can Expect

• Modelling: Apply probability theory, statistical analysis, and machine learning techniques to analyze and interpret market behavior
• Alpha Monetization: Blend quantitative signals with trading intuition and live market insights to optimize existing strategies or build new ones from the ground up
• Risk Management: Oversee the deployment and real-time operation of trading strategies, fine-tune parameters, and respond to anomalies as needed
• Education: Participate in a comprehensive education program and receive personalized mentorship from senior professionals to accelerate your growth
• Collaboration: Work in an open environment where you’ll collaborate with researchers and technologists to build parts of the execution engine

What we're looking for

We’re looking for intellectually curious problem-solvers who are excited by difficult quantitative problems and motivated by making decisions under uncertainty.

You may be a strong fit if you have:

• A PhD, graduating by Summer 2027, or postdoctoral experience in computer science, economics, electrical engineering, mathematics, operations research, physics, statistics, or another highly quantitative discipline
• A strong foundation in probability, statistics, optimization, numerical methods, or quantitative modeling
• Experience developing research code in Python and working with large datasets; experience with C++, scientific computing, or high-performance computing is a plus
• Excellent problem-solving skills and an interest in using quantitative models that inform real trading decisions
• Strong communication skills and an interest in collaborating with traders, researchers, and engineers to refine ideas through discussion and experimentation
• A track record of intellectual curiosity and competitive drive demonstrated through research, competitions, strategic games, or other analytical pursuits
• A strong interest in trading and the drive to develop a deep mental model of market microstructure and market intuition
• The ability to thrive in an environment that values creativity, evidence-based thinking, and continuous learning

Visa sponsorship is available for this position.

By applying to this role, you will be automatically considered for the Quantitative Researcher position. There is no need to apply to both positions to be considered for both.

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 [e-mail]. Any resume or referral submitted in the absence of a signed agreement will not be eligible for an agency fee.

#LI-Onsite

We’re looking for intellectually curious problem-solvers who are excited by difficult quantitative problems and motivated by making decisions under uncertainty.

You may be a strong fit if you have:

• A PhD, graduating by Summer 2027, or postdoctoral experience in computer science, economics, electrical engineering, mathematics, operations research, physics, statistics, or another highly quantitative discipline
• A strong foundation in probability, statistics, optimization, numerical methods, or quantitative modeling
• Experience developing research code in Python and working with large datasets; experience with C++, scientific computing, or high-performance computing is a plus
• Excellent problem-solving skills and an interest in using quantitative models that inform real trading decisions
• Strong communication skills and an interest in collaborating with traders, researchers, and engineers to refine ideas through discussion and experimentation
• A track record of intellectual curiosity and competitive drive demonstrated through research, competitions, strategic games, or other analytical pursuits
• A strong interest in trading and the drive to develop a deep mental model of market microstructure and market intuition
• The ability to thrive in an environment that values creativity, evidence-based thinking, and continuous learning

Visa sponsorship is available for this position.

By applying to this role, you will be automatically considered for the Quantitative Researcher position. There is no need to apply to both positions to be considered for both.

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 [e-mail]. Any resume or referral submitted in the absence of a signed agreement will not be eligible for an agency fee.

#LI-Onsite

This description was published by Susquehanna International Group (SIG). Applications are handled on their careers site: we are not the employer and cannot process them.

Next step

Apply at Susquehanna International Group (SIG)

Apply now Opens the firm's own careers site.

SIG is a global quantitative trading firm founded with an entrepreneurial mindset and a rigorous analytical approach to decision making. As one of the largest proprietary trading firms in the…

Get an email when Susquehanna International Group (SIG) posts a similar role Get alerts