Susquehanna International Group

Quant Researcher | Options Pricing | Experienced Hire

Susquehanna International Group  •  Bala Cynwyd, PA (Onsite)  •  4 months ago
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Job Description

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 looking for an experienced Quantitative Researcher to advance our options pricing capabilities across multiple trading teams. This role is focused on pricing model development and evaluation, enhancing how Susquehanna measures option value, scenario behavior, algorithmic execution considerations, and pricing consistency across markets. You will work closely with traders, quantitative developers, and researchers to design robust, efficient models and tools that directly influence our options trading strategies.

What You'll Do

  • Develop and refine options pricing libraries used across multiple options trading teams
  • Evaluate and improve option valuation logic within Susquehanna’s algorithmic trading framework
  • Build tools that support pricing under different scenarios, regimes, and market structures
  • Investigate model performance drivers and propose enhancements that improve accuracy, stability, and predictability
  • Ensure models are reliable, maintainable, and aligned with the performance needs of Susquehanna’s trading systems
  • Partner closely with other quants and traders to clarify use‑cases, understand trading implications, and incorporate feedback

What we’re looking for

  • 3+ years of industry experience in a quantitative research or modeling role
  • Strong understanding of options pricing principles and option valuation under different modeling assumptions.
  • Strong programming skills in C++, with the ability and willingness to work in Python and related statistical packages
  • Demonstrated experience turning theoretical models into robust, practical tools used in live trading environments
  • Clear communicator with the ability to collaborate across research, trading, and engineering teams

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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Susquehanna International Group

About Susquehanna International Group

At Susquehanna, we approach quantitative finance with a deep commitment to scientific rigor and innovation. Our research leverages vast and diverse datasets, applying cutting-edge machine learning to uncover actionable insights and driving data-informed decisions from predictive modeling to strategic execution.

Today, Susquehanna has over 3,200 employees in 17+ global locations. While we have grown in size and expanded our reach, our collaborative culture and love for gaming remains.

Industry
Finance & Insurance
Company Size
1,001-5,000 employees
Headquarters
Bala Cynwyd, Pennsylvania
Year Founded
Unknown
Website
sig.com
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