C++ Quantitative Developer | Trading Strategies | Experienced

C++ Quantitative Developer | Trading Strategies | Experienced Hire Overview

We are hiring talented engineers to join our elite Strategy Development team. This is a computationally intensive role that will allow you to utilize both your data analysis and technology skills. As a part of this team you will be on the front lines of the business iterating with quants and traders to enhance, refine, and evolve strategies. We’re looking for someone who has experience with highly performance-sensitive code.

This is a great opportunity to work in a non-siloed, collaborative meritocracy on challenging problems with other scientists and engineers who have an impressive record both academically and in the workplace.

• Enhance alpha generation and improve our strategy and research infrastructure.
• Tap into tens of petabytes of raw and well-prepped full tick market data, strategy decisions, fundamentals, and many other data sources to understand market dynamics and find new signals.
• Take advantage of rapid turnaround cycles, where you’ll see the efforts of strategy ideas implemented into production quickly.

• 3+ years of progressive industry experience developing performance-sensitive code in C++.
• Expertise in C++ is required.
• Experience with distributed systems and microservice architecture.
• Strong numerical programming or HPC experience.
• Prior experience working with C# or Python is a plus.
• Prior experience leading a team or driving architecture decisions preferred.
• Minimum of a Bachelor's degree in Computer Science, Mathematics or closely related discipline (ideally MS or PhD).

Susquehanna is a global quantitative trading firm powered by scientific rigor, curiosity, and innovation. Our culture is intellectually driven and highly collaborative, bringing together researchers, engineers, and traders to design and deploy impactful strategies in our systematic trading environment. To meet the unique challenges of global markets, Susquehanna applies machine learning and advanced quantitative research to vast datasets in order to uncover actionable insights and build effective strategies.

By uniting deep market expertise with cutting-edge technology, we excel in solving complex problems and pushing boundaries together.

We are experts in trading essentially all listed financial products and asset classes, with a focus on derivatives trading. Through market making and market taking, we handle millions of trading transactions around the world every day, providing liquidity and ensuring competitive prices for buyers and sellers. While our presence in the market is broad, our trading desks are highly specialized, allowing for a deep understanding of unique drivers of each asset class.

The annual base pay range for this role is $175,000 - $225,000 + discretionary bonus + benefits.

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