Susquehanna International Group

Machine Learning Researcher - PhD: 2027

Finance & Insurance
5 - 7 years of experience
Job Overview by Ladders

Qualifications

  • PhD in computer science, machine learning, mathematics, physics, statistics, or a related field
  • 5+ years of experience building impactful deep learning systems
  • Strong publication record in top-tier conferences like NeurIPS, ICML, or ICLR
  • Proficient in Python and/or C++ programming
  • Practical experience with ML libraries like PyTorch or TensorFlow in production
  • Hands-on experience with deep learning on time series data
  • Strong background in mathematics, statistics, and algorithm design

Responsibilities

  • Research and develop deep learning models for trading signals and strategies
  • Collaborate with researchers and traders to enhance alpha generation
  • Conduct experiments using ML frameworks to improve trading performance
  • Extract actionable signals from complex datasets using scientific methods
  • Translate research insights into deployable models for live trading
  • Partner with engineering teams to monitor and iterate on trading models

Benefits

  • Collaborate with a world-class team of researchers and engineers
  • Access to top-tier financial data and high-performance computing
  • Make a direct impact on real-time trading performance
  • Thrive in a collaborative and intellectually rigorous environment
Full Job Description
Overview

As a Machine Learning Researcher, you will apply advanced ML techniques to a wide range of forecasting challenges, including time series analysis, natural language understanding, and more. Your work will directly influence our trading strategies and decision-making processes. This is a unique opportunity to work at the intersection of cutting-edge research and real-world impact, leveraging one of the highest-quality financial datasets in the industry.

 

We’re looking for research scientists with a proven track record of applying deep learning to solve complex, high-impact problems. The ideal candidate will have a strong grasp of diverse machine learning techniques and a passion for experimenting with model architectures, feature engineering, and hyperparameter tuning to produce resilient and high-performing models.

What you'll do

  • Research and develop deep learning models to generate and enhance systematic trading signals and strategies across asset classes.
  • Collaborate closely with researchers, traders, and developers to improve alpha generation and identify new algorithmic trading strategies.
  • Design and conduct rigorous experiments using modern machine learning frameworks to improve predictive signals and overall trading performance.
  • Apply scientific methods to extract actionable signals from complex datasets, deepening the understanding of market behavior.
  • Translate research insights into production-ready models that can be implemented, tested, and validated in live trading environments.
  • Partner with engineering and trading teams to deploy, monitor, and iterate on models that drive trading decisions and execution outcomes.
What we’re looking for
  • PhD in computer science, machine learning, mathematics, physics, statistics, or a related field
  • Strong track record of applying ML in academic or industry settings, with 5+ years of experience building impactful deep learning systems
  • A strong publication record in top-tier conferences such as NeurIPS, ICML, or ICLR
  • Strong programming skills in Python and/or C++
  • Practical knowledge of ML libraries and frameworks, such as PyTorch or TensorFlow, especially in production environments
  • Hands-on experience applying deep learning on time series data
  • Strong foundation in mathematics, statistics, and algorithm design
  • Excellent problem-solving skills with a creative, research-driven mindset
  • Demonstrated ability to work collaboratively in team-oriented environments
  • A passion for solving complex problems and a drive to innovate in a fast-paced, competitive environment
  • Visa sponsorship is available for this position

The annual base pay for this role is $300,000. Susquehanna considers factors such as scope and responsibilities of the position, work experience, education/training, key skills, as well as market and organizational considerations when extending an offer.

 

What we offer

  • Collaborate with a world-class team of researchers, engineers, and traders
  • Gain access to best-in-class financial data and high-performance computing resources
  • Directly impact real-time trading performance through your work
  • Thrive in a collaborative, intellectually rigorous environment with a global footprint

 

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About Susquehanna International Group

Susquehanna International Group is a global quantitative trading firm that was founded in 1987. The company specializes in trading options, futures, equities, and other securities. It has offices in North America, Europe, and Asia and employs over 2,500 people. The company is known for its innovative trading strategies and advanced technology. It is also involved in venture capital and private equity investments.
Learn more about Susquehanna International Group
Size
2,500 employees
Industry
Founded
1987

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