Scientific Programmer in Bala Cynwyd, PA

$100K - $150K(Ladders Estimates)

Susquehanna International Group   •  

Bala Cynwyd, PA 19004

Industry: Finance & Insurance

  •  

5 - 7 years

Posted 56 days ago

Overview

Susquehanna International Group (SIG) is a 30 year-old privately held trading firm locatedjust outside of Philadelphia, PA. Building virtually all of our own trading technology from scratch, we are leaders and innovators in high performance trading.

SIG is seeking a Scientific Programmer to develop and productionize tools for scaling up and out the processing of petabytes of data on a cluster with thousands of cores. In this role, you will be part of a team responsible for managing the data pipeline and the tools for generating rich data sets used by Equity, Futures, and Options strategies. This personwill be building tools used in the analysis of all data and signal feeds to aid in backtesting of strategies and new signal discovery. This is a highly visible team that works with traders and quantitative research strategists to provide key information used in trading.

In this role, you will:

  • Build and maintain tools for data analysis and the data processing pipeline, including numerical algorithms and dependency-based scheduling and monitoring
  • Write performant code to optimize components across the data generation and data access pipeline
  • Work with historical tick-by-tick data for US Equities, Futures, and Options markets to build in-house high performance analytics and simulation platforms

What we're looking for

  • MS or PHD in the Applied Sciences or related discipline or its foreign equivalentplus experience in numerical analysis and programming
  • 5+ years of professional expierence in C++ and Python
  • Deep experience with NumPy and SciPy scientific computing packages required
  • Enthusiasm for working with data, especially large sets of data. Strong aesthetics for cleanliness and correctness in data


Valid Through: 2019-10-14