Quantitative Systematic TraderAt Susquehanna, quantitative systematic traders tackle challenging data and algorithmic problems that inform decision-making in global financial markets. Their work spans signal generation, execution, market microstructure, portfolio construction, risk management, simulation, and large-scale data analysis, drawing from a broad quantitative toolkit to build strategies that trade in live markets. As a Quantitative Systematic Trader, you'll combine quantitative research expertise with deep trading intuition to build and refine data-driven, fully automated trading strategies. You'll actively monitor real-time strategy performance and use market behavior and feedback to improve and optimize profitability. Serving as a hybrid between traders and researchers, quantitative systematic traders focus more on alpha monetization, execution efficiency, and live trading performance. While there is some overlap with the Quantitative Researcher role, quantitative systematic traders spend more of their time close to live markets. You'll have access to Susquehanna's extensive proprietary datasets and large-scale computing infrastructureincluding a rapidly growing cluster of thousands of high-end GPUssupport computationally intensive research, large-scale simulation, and rapid experimentation. Our teams work in small, highly collaborative teams where ideas are debated openly, evidence guides decisions, and promising research can quickly produce practical impact. 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 from the ground upRisk Management: Oversee the deployment and real-time operation of trading strategies, fine-tune parameters, and respond to anomalies as needed
Education:
Participate in a comprehensive education program and receive personalized mentorship from senior professionals to accelerate your growth Collaboration: Work in an open environment where you'll collaborate with researchers and technologists to build parts of the execution engine
What We're Looking For:- 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
- Experience developing research code in Python and working with large datasets; experience with C++, scientific computing, or high-performance computing is a plus
- Excellent problem-solving skills and an interest in using quantitative models that inform real trading decisions
- Strong communication skills and an interest in collaborating with traders, researchers, and engineers to refine ideas through discussion and experimentation
- 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 for this position.
- By applying to this role, you will be automatically considered for the Quantitative Researcher position. There is no need to apply to both positions to be considered for both.
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.
