Quantitative Data Developer | Options Trading | Experienced Hire at Susquehanna International Group, LLP (SIG)

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Full Time

Start Date

Immediate

Expiry Date

03 Jul, 26

Salary

0.0

Posted On

04 Apr, 26

Experience

2 year(s) or above

Remote Job

Yes

Telecommute

Yes

Sponsor Visa

Skills

Python, Data Analysis, Large Scale Computing, Performance Benchmarking, Systems Fundamentals, Virtual Memory, Numa, Networking, Data Visualization, Backtesting, Simulation Systems, Signal Generation, Quantitative Research, Derivatives Trading, Machine Learning

Industry

Financial Services

Description

Overview We are looking for a Python Developer to join our Quant Core Data team to grow and scale our historical data framework. We produce the data for studies done by Quantitative Researchers & Strategists to steadily improve trading behavior and strategies. In this role, you will: Develop internal tools to enhance our ability to create, analyze, and visualize data Design, develop, and scale our data framework with an eye for efficiency and robustness Build packages used exclusively by expert users to evolve our signal generation technology Build and maintain backtesting simulation systems that drive innovation and continuous improvement of our trading strategies. Have greenfield development opportunities to optimize existing tooling from scratch What we're looking for Bachelor’s degree in Computer Science, Engineering, Mathematics or related discipline or its foreign equivalent; advanced degree is preferred A deep appreciation for performance and benchmarking. Experience in large scale computing problems and performance trade-offs. Strong systems fundamentals (virtual memory, numa, io, networking, etc.) Experience in Python data analysis and/or low level Python Enthusiasm for working with data, especially large sets of data. Good aesthetics for cleanliness and correctness in data. 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. What we do 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. 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.

Responsibilities

Develop and scale historical data frameworks and internal tools to support quantitative researchers and strategists. Build and maintain backtesting simulation systems and signal generation packages to optimize trading strategies.