Senior Quant Dev - C++ Options Pricing

Susquehanna International Group, LLP; Bala Cynwyd (PA); On-site; USD 140,000 - 190,000; Full time

Job summary

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

The role requires a strong software background and experience with data-intensive quant models in a trading or financial setting, plus a Bachelor’s degree in a related STEM field.

Qualifications

• Minimum 5+ years software development experience in C++.
• Hands-on experience with numerical optimization methods for model calibration and tuning.
• Strong problem-solving skills with ability to implement complex mathematical models.

Responsibilities

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

Skills

C++

Software development

Numerical optimization

Python

Education

Bachelor's degree in CS/Math/related STEM

Job description

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

The role requires a strong software background and experience with data-intensive quant models in a trading or financial setting, plus a Bachelor’s degree in a related STEM field.