Senior Quant Developer: C++ Options Pricing

Susquehanna International Group; Bala Cynwyd (PA); On-site; USD 100,000 - 140,000; Full time

Job summary

Susquehanna International Group is seeking a Quantitative Developer to join their Options trading desk in Bala Cynwyd. The ideal candidate will have over 5 years of software development experience in C++, and work on developing and optimizing options pricing models. Responsibilities include translating complex models into applications, conducting numerical optimization, and ensuring seamless data flow in a low latency trading environment. A Bachelor's degree in computer science or a related STEM field is required.

Qualifications

• 5+ years of software development experience in C++.
• Excellent problem-solving skills with a strong ability to implement complex mathematical models.
• Experience with Python, notebooks, and data analysis is a plus.

Responsibilities

• Work with quant researchers to implement models in C++.
• Translate mathematical models into software applications.
• Develop and improve options pricing applications in a performance demanding environment.

Skills

C++

Numerical optimization

Problem-solving

Communication skills

Financial concepts

Python

Education

Bachelor’s degree in computer science

Mathematics or related STEM field

Job description

Susquehanna International Group is seeking a Quantitative Developer to join their Options trading desk in Bala Cynwyd. The ideal candidate will have over 5 years of software development experience in C++, and work on developing and optimizing options pricing models. Responsibilities include translating complex models into applications, conducting numerical optimization, and ensuring seamless data flow in a low latency trading environment. A Bachelor's degree in computer science or a related STEM field is required.