Quantitative Developer | C++ |Options Pricing | Experienced Hire

SIG Susquehanna; Northern (KY); Hybrid; USD 150,000 - 190,000; Full time

Job summary

Susquehanna is seeking a Quantitative Developer to join the Options trading desk. You will work with quantitative researchers to develop, implement, and optimize options pricing models and pricing systems in a high-performance, low-latency environment.

Ideal candidates have 5+ years of C++ software development experience, familiarity with numerical optimization for model calibration, a BS in CS or Math, and strong problem-solving and communication abilities.

Qualifications

• 5+ years of software development experience in C++.
• Experience with numerical optimization methods for model calibration and tuning.
• Excellent problem-solving skills with the ability to understand and implement complex mathematical models.
• Strong communication skills to convey technical concepts to researchers and stakeholders.
• Experience with Python, notebooks, and data analysis is a plus.

Responsibilities

• Collaborate with quant researchers to implement pricing models in C++.
• Translate complex mathematical models into software applications.
• Develop and optimize options pricing applications in a low-latency environment.
• Integrate pricing components with trading infrastructure and data systems.
• Ensure data flow and interoperability between systems in a high-performance environment.

Skills

5+ years of C++ development

Numerical optimization

Problem-solving

Communication

Education

Bachelor's degree in CS/Math or related STEM field

Tools

C++

Python

Notebooks

Job description

Overview

Susquehanna is looking for a Quantitative Developer to join the 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.

What you'll do

• 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

What we're looking for

• 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

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.