Quantitative Systematic Trader – PhD: 2027

Susquehanna International Group, LLP; New York (NY); On-site; USD 270,000 - 330,000; Full time

Job summary

Susquehanna International Group, LLP is seeking a Quantitative Systematic Trader in New York. You will leverage quantitative research and data-driven strategies for automated trading. Responsibilities include modeling market behavior and managing trading strategies in collaboration with a talented team.

The position is ideal for PhD graduates in quantitative fields. The annual base pay is $300,000, and visa sponsorship is available for this role.

Qualifications

• PhD students graduating by Summer 2026 or postdoctoral researchers in quantitative fields.
• Comfortable processing large data sets in Python with knowledge of C++ as a plus.
• Clear communication skills in a collaborative environment.

Responsibilities

• Model market behavior using probability theory and statistical analysis.
• Manage trading strategies and optimize performance.
• Participate in an extensive mentorship program.

Skills

Quantitative analysis

Statistical analysis

Machine learning

Programming in Python

C++ (or other low-level languages)

Strong analytical problem-solving

Education

PhD or postdoc in quantitative fields

Job description

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 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

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
• Programmers comfortable 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.