Senior C++ Quant Developer — Options Pricing

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

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.