What are the responsibilities and job description for the Quant Researcher | Options Pricing position at Susquehanna International Group, LLP?
Overview
Susquehanna International Group is a global quantitative trading firm where researchers, developers, and traders collaborate to solve some of the most complex problems in financial markets.
We are seeking a Quantitative Researcher with strong academic research experience to join our options pricing team. This role is ideal for candidates coming from PhD or postdoctoral backgrounds in Applied Mathematics, Computational Science, Numerical Analysis, or related areas who want to apply their expertise to practical options pricing models used in real‑world trading. Prior industry experience is not required - what matters is strong mathematical maturity, computational skill, and interest in financial applications.
You will work closely with traders and engineers in an environment that values scientific thinking, clean implementation, and rapid iteration. The ideal candidate combines strong theoretical foundations with a practical, impact‑driven mindset.
What You'll Do
- Develop and refine options pricing models using sound mathematical reasoning and numerical methods
- Translate theoretical ideas into algorithms that support valuation, scenario analysis, and option‑specific decision logic
- Explore the behavior of pricing models under various market scenarios, ensuring robustness and consistency
- Work closely with traders and experienced quants to understand how pricing influences trading and risk decisions
- Engage with Susquehanna’s collaborative research culture, where ideas are tested quickly and feedback is immediate
- Gain exposure to real‑world data, trading environments, and algorithmic considerations.
What we’re looking for
- PhD in Applied Mathematics, Physics, Engineering, Computer Science, or a related field
- Strong background in numerical methods such as PDE solvers, discretization schemes, Monte Carlo, optimization, or related computational tools
- Strong programming skills in C , with the ability and willingness to work in Python and related statistical packages
- Ability to translate mathematical ideas into clean, reliable algorithms
- Curiosity about financial markets and enthusiasm for applying rigorous quantitative methods to practical problems
What You Can Expect From Us
- A collaborative, non-hierarchical environment where ideas drive impact.
- Access to industry-leading technology and resources from one of the largest proprietary trading firms.
- Extensive training and mentorship programs led by top performers.
- Opportunities to work on complex technical challenges with immediate influence on trading decisions.
- A balanced culture that values intellectual rigor and work-life harmony.
About Susquehanna
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.
If you're a recruiting agency and want to partner with us, please reach out to recruiting@sig.com. Any resume or referral submitted in the absence of a signed agreement will not be eligible for an agency fee.
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