Quant Researcher | Options Pricing | Experienced Hire

Susquehanna International Group, LLP
19d

About The Position

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.

Requirements

  • 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

Responsibilities

  • 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

Benefits

  • 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.
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