Options Pricing Quant Developer – C++ & Low-Latency

Susquehanna International Group, LLP; Bala Cynwyd, Philadelphia (PA, Philadelphia County); On-site; USD 170,000 - 250,000; Full time

Job summary

Susquehanna International Group, LLP is seeking a Quantitative Developer to join the Options trading desk. You will work with quant researchers to implement pricing models in C++ and translate mathematical models into scalable software solutions in a low-latency environment.

The role emphasizes strong software engineering, data-intensive modeling, and collaboration across researchers, engineers, and traders to optimize pricing systems and drive trading strategies.

Qualifications

• 5+ years of software development experience in C++.
• Hands-on experience with numerical optimization methods for model calibration and tuning.
• Strong problem-solving skills with ability to implement complex mathematical models.
• Excellent communication skills to convey technical concepts to researchers and stakeholders.

Responsibilities

• Implement pricing models in C++ in collaboration with quant researchers.
• Translate complex mathematical models into robust software applications.
• Develop and enhance low-latency pricing systems handling large-scale data.
• Integrate pricing components with existing trading infrastructure and data systems.

Skills

C++

Data analysis

Numerical optimization

Model calibration

Communication

Python

Quant trading

Education

BSc in CS/Math

Job description

Susquehanna International Group, LLP is seeking a Quantitative Developer to join the Options trading desk. You will work with quant researchers to implement pricing models in C++ and translate mathematical models into scalable software solutions in a low-latency environment.

The role emphasizes strong software engineering, data-intensive modeling, and collaboration across researchers, engineers, and traders to optimize pricing systems and drive trading strategies.