Susquehanna International Group

Python Developer- Quant Core Data | Experienced Hire

Susquehanna International Group • $90K — $130K *
Philadelphia, PA 19120In-Person
Finance & Insurance
Less than 5 years of experience
Today
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Job Overview by Ladders

Qualifications

  • PhD or postdoc in a quantitative field (e.g., Math, Physics, Statistics, EE, CS, Operations Research, Economics) by Summer 2026
  • Proficiency in high-performance Python, including experience with Cython, pybind11, or numba
  • Strong background in Python data analysis, particularly with polars/pandas for large datasets
  • Passion for data management, emphasizing cleanliness and correctness
  • Ability to translate ambiguous research needs into solid engineering solutions

Responsibilities

  • Translate mathematical trading logic into high-performance, optimized code
  • Build and maintain backtesting systems for strategy simulation
  • Design and scale the historical data framework for efficiency and robustness
  • Develop internal tools for creating, analyzing, and visualizing large datasets
  • Create packages for researchers to enhance signal generation technology

Benefits

  • Opportunity to work in a cutting-edge quantitative finance environment
  • Access to robust data and advanced backtesting systems
  • Collaborative atmosphere with expert researchers and strategists
  • Potential for career growth in a dynamic quantitative team
  • Engagement in challenging projects that impact trading strategies
Full Job Description
Overview

Overview

Join our Quant Core Data team to translate mathematical trading logic into high-performance code, and build and scale the data and backtesting infrastructure used by quantitative researchers and strategists. Our team produces data for studies to steadily improve trading behavior and strategies.

In this role, you will:
  • Translate mathematical trading logic into high-performance, optimized code
  • Build and maintain backtesting systems that simulate strategy behavior in production
  • Design and scale our historical data framework for efficiency and robustness
  • Build internal tools to create, analyze, and visualize large datasets
  • Build packages used by expert researchers to evolve our signal generation technology

What we're looking for

  • PhD (graduating by Summer 2026) or postdoc in a quantitative field (e.g., Math, Physics, Statistics, EE, CS, Operations Research, Economics)
  • Experience writing high-performance Python (Cython, pybind11, numba, or similar) and optimizing hot code paths
  • Strong Python data analysis skills (polars/pandas) for large datasets
  • Enthusiasm for data at scale, with strong attention to cleanliness and correctness
  • Comfort translating ambiguous research requirements into robust engineering solutions

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
Finance & Insurance
Founded
1987
* Ladders Estimates

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