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The Quantitative Research team at SIG works with traders and software engineers in the development, testing, and implementation of pricing models and technical tools. As precise indicators of any security's "true" value, these highly complex models are the roadmap for SIG's daily trading activities.
Quantitative Research Associates apply their considerable mathematical skills in areas such as probability and statistics, stochastic processes, numerical analysis and optimization to the construction of models essential to trading derivatives. In addition, the research team has developed and implemented computer based trading systems that successfully execute sophisticated large-scale strategies independent of human interaction.
Ph.D. in mathematics, physics, statistics, computer science, electrical engineering or related fields At least two years of professional experience in model development and quantitative research. Strong programming skills in C++ and Matlab or Python Experience in OOP, VB and Excel desirable A working knowledge of derivatives pricing theory is desirable Experience in data and time series analysis strongly preferred Securities industry experience a plus Must possess excellent communication skills |