Quantitative Systematic Trader – PhD: 2027

Trading Interview; New York (NY); On-site; USD 270,000 - 330,000; Full time

Benefits offered by this job

Visa sponsorship

Education & mentorship program

Job summary

Susquehanna is hiring a Quantitative Systematic Trader to combine rigorous research with trading intuition. You will build and refine automated strategies, monitor live performance, and push profitability through data-driven insights.

You will work with researchers and technologists in a collaborative environment, focusing on alpha monetization, execution efficiency, and risk management across major markets.

Qualifications

• PhDs graduating by Summer 2026 or postdocs in Mathematics, Physics, Statistics, Electrical Engineering, CS, OR, or Economics.
• Analytical problem-solvers with strong logical reasoning and data-driven decisions.
• Clear communicators in a fast-paced, collaborative environment.
• Programmers comfortable processing large data sets in Python; C++ is a plus.

Responsibilities

• Develop and refine data-driven, fully automated trading strategies.
• Actively monitor real-time strategy performance and profitability.
• Collaborate with researchers and technologists to improve the execution engine.
• Contribute to alpha monetization, risk management, and live trading optimization.

Skills

Quantitative analysis

Python programming

C++ programming

Analytical thinking

Communication

Trading interest

Team collaboration

Fast learner

Education

PhD or postdoc in quantitative field

Job description

As a Quantitative Systematic Trader at Susquehanna, 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.

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 that allows you to collaborate with researchers and technologists to build parts of the execution engine

Overview

As a Quantitative Systematic Trader at Susquehanna, 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.

What we're looking for

• PhDs graduating by Summer 2026 or postdocs in quantitative fields such as Mathematics, Physics, Statistics, Electrical Engineering, Computer Science, Operations Research, or Economics
• Analytical problem-solvers with excellent logical reasoning and a passion for turning data into decisions
• Clear communicators in a fast-paced and highly collaborative environment
• Programmerscomfortable processing and analyzing large data sets in Python; experience with C++ (or another low-level language) is a plus
• Strategic thinkers with demonstrated interests in strategic games and/or competitive activities
• Self-motivated and quick to learn, thriving in dynamic, fast-moving environment
• Strong Trading Interest and drive to develop a deep mental model of microstructure and market intuition

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

Opportunities as a Quantitative Researcher and as a Quantitative Systematic Trader will be available in our Philadelphia and New York offices.

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.

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