Quantitative Systematic Trader – PhD: 2027

SIG Susquehanna; Pennsylvania; On-site; USD 80,000 - 120,000; Full time

Job summary

Join SIG Susquehanna in Pennsylvania as a Quantitative Systematic Trader. You will combine quantitative research and trading intuition to develop automated trading strategies, analyze market behavior, and enhance profitability. Working closely with researchers, you will participate in a unique education and mentorship program to refine your skills.

Seeking candidates with PhDs in quantitative fields, strong analytical abilities, and a passion for trading. Visa sponsorship is available for this role.

Qualifications

• PhDs graduating by Summer 2026 or postdocs in quantitative fields.
• Excellent logical reasoning and passion for data-driven decisions.
• Ability to communicate effectively in a collaborative environment.

Responsibilities

• Model markets using statistical analysis and machine learning techniques.
• Optimize trading strategies with quantitative signals and market insights.
• Manage risk and oversee the real-time operation of trading strategies.

Skills

Statistical analysis

Machine learning

Programming in Python

C++ or another low-level language

Analytical problem-solving

Clear communication

Strategic thinking

Education

PhD 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

Visa sponsorship is available for this position.