Quantitative Systematic Trader, PhD

About the Role

Quantitative systematic traders at Susquehanna tackle challenging data and algorithmic problems to inform decision-making in global financial markets. The role spans signal generation, execution, market microstructure, portfolio construction, risk management, simulation, and large-scale data analysis. This position combines quantitative research expertise with trading intuition to build and refine data-driven, fully automated trading strategies. You will monitor real-time strategy performance and use market behavior to optimize profitability. Quantitative systematic traders focus on alpha monetization, execution efficiency, and live trading performance, spending more time close to live markets.

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.
• Risk Management: Oversee the deployment and real-time operation of trading strategies, fine-tune parameters, and respond to anomalies.
• Education: Participate in a comprehensive education program and receive personalized mentorship.
• Collaboration: Work in an open environment with researchers and technologists to build parts of the execution engine.

Requirements & Tech Stack

• Access to Susquehanna’s proprietary datasets and large-scale computing infrastructure, including a rapidly growing cluster of thousands of high-end GPUs.
• Experience developing research code in Python and working with large datasets.
• Experience with C++, scientific computing, or high-performance computing is a plus.

Qualifications

• A PhD, graduating by Summer 2027, or postdoctoral experience in computer science, economics, electrical engineering, mathematics, operations research, physics, statistics, or another highly quantitative discipline.
• A strong foundation in probability, statistics, optimization, numerical methods, or quantitative modeling.
• Excellent problem-solving skills and an interest in using quantitative models for real trading decisions.
• Strong communication skills and an interest in collaborating with traders, researchers, and engineers.
• A track record of intellectual curiosity and competitive drive demonstrated through research, competitions, strategic games, or other analytical pursuits.
• A strong interest in trading and the drive to develop a deep mental model of market microstructure and market intuition.
• The ability to thrive in an environment that values creativity, evidence-based thinking, and continuous learning.

Visa sponsorship is available.

By applying to this role, you will be automatically considered for the Quantitative Researcher position.