Quantitative Data Developer Job at Susquehanna International Group (Bala Cynwyd (Philadelphia Area), Pennsylvania)

Quantitative Developer

Join a leading global hedge fund where quantitative research and technology sit ...

Location

United Kingdom , London

Salary:

180000.00 GBP / Year

Hunter Bond

Expiration Date

Until further notice

Requirements

Strong commercial experience with Python in a quantitative, trading, or data-intensive environment
A solid understanding of financial markets and quantitative concepts, such as time series analysis, statistics, and risk
Proven track record of working closely with Quants or investment teams to translate research into production-ready code
A degree in a quantitative or technical discipline (Computer Science, Physics, Mathematics, etc.)
Exceptional problem-solving abilities and the capacity to thrive in an intellectually demanding, fast-paced setting

Job Responsibility

Developing and enhancing Python-based quantitative research and trading platforms to support global investment strategies
Implementing and optimizing trading signals and models in close collaboration with Quant Researchers
Productionising models to ensure they are robust, scalable, and performant within live trading environments
Building sophisticated data pipelines, back-testing frameworks, and analytics tools to facilitate rapid research cycles
Improving the reliability of front-office systems that directly influence real-time P&L

What we offer

Bonus
Top-of-market compensation package
Long-term career growth

Fulltime

Quantitative Developer

I’m working with a leading, highly sophisticated financial technology team looki...

Location

United Kingdom , London

Salary:

Not provided

Hunter Bond

Expiration Date

Until further notice

Requirements

7+ years’ experience in quantitative development
Strong programming skills in Python (NumPy, Pandas, Polars, SciPy)
Experience with machine learning frameworks (PyTorch, TensorFlow, or similar)
Solid grounding in mathematics, statistics, and numerical methods
Experience working with large-scale data systems and pipelines

Job Responsibility

Design and develop robust Python frameworks for quantitative research and analytics
Work closely with engineering teams to productionise models and tools
Develop and maintain scalable data pipelines for complex datasets
Contribute to system architecture and platform design
Work with Generative AI and agentic systems to automate quant research and modelling

Java Quantitative Developer

This is an unmissable opportunity for an experienced Java Quantitative Developer...

Location

United Kingdom , London

Salary:

170000.00 GBP / Year

Harrington Starr

Expiration Date

Until further notice

Requirements

Strong programming skills in Java in a front office environment
Proven experience developing and implementing quantitative models and trading algorithms
Hands-on experience with high-frequency / low-latency trading systems
Experience working on an FX or Cryptocurrency trading desk
Experience writing pricing and hedging logic for market making strategies
Knowledge of tick data analytics and real-time market data processing
Experience integrating and executing strategies on DeFi platforms (SOL / ETH) is a strong plus
Excellent written and verbal communication skills
A right to work in the UK without sponsorship

Job Responsibility

Design, write and ship algorithmic trading strategies for crypto markets
Build pricing logic and hedging frameworks that drive the desk's market making activity
Translate trader and quant ideas into efficient, production-grade Java code
Optimise existing trading systems for speed, reliability and scalability
Integrate new data sources and ensure data integrity for accurate model input
Monitor and troubleshoot live trading systems, ensuring minimal downtime
Work side-by-side with front office traders and quants on the desk

What we offer

Discretionary bonus
equity / share schemes
Company-paid health and protective benefits for you and your family
Access to continuous learning, mentoring and personal growth
Free virtual coaching and counselling sessions
Hybrid working with a strong London office presence
Smart, entrepreneurial colleagues at the cutting edge of digital assets

Fulltime

Director, Quantitative Data Operations

Quantitative Research and Investments (QRI) is seeking a data expert in the doma...

Location

United Kingdom , London

Salary:

Not provided

Fidelity Investments

Expiration Date

Until further notice

Requirements

Proven experience with market risk models from leading vendors such as Barra, Axioma, Northfield, and Bloomberg
Strong analytical capabilities with a demonstrated ability to comprehend large datasets and implement effective data quality controls
Proactive and self-motivated approach, with the ability to work independently while providing oversight and mentorship to junior team members
Deep understanding of financial data including security, company, portfolio, and index-level information, as well as pricing across equities, bonds, and derivatives
Proficiency in SQL, Python, Snowflake, and/or Oracle, with hands-on experience in data quality frameworks and automation tools
Bachelor’s degree or higher in a quantitative discipline such as mathematics, statistics, engineering, computer science, or finance
5+ years of experience in global data operations or support roles within the financial industry, with a track record of delivering high-quality data solutions
Expertise in anomaly detection methods, statistical tools, and best practices for managing data quality workflows
Excellent communication skills, with experience collaborating across technical, investment, and senior leadership teams
Demonstrated leadership in team environments, including mentoring junior associates and driving process improvements

Job Responsibility

Lead a Risk Platform Operations team responsible for ensuring that all vendor and internal portfolio risk analytics used for risk management and portfolio construction across Fidelity are delivered consistently, accurately and on a timely basis
Provide data expertise to portfolio and risk managers who use portfolio risk models and engineering teams which build production processes around them
Mentor more junior members of the team, helping them gain the domain expertise necessary to root-cause daily issues effectively, work with internal and external data providers to resolve issues at source, answer investor questions, and develop automated systems for identifying data quality issues

Fulltime

Quantitative Developer, KDB Architect

Quantitative Developer, KDB Architect (New York, NY): Design, develop, and maint...

Location

United States , New York

Salary:

189592.00 - 230000.00 USD / Year

The New York Times

Expiration Date

Until further notice

Requirements

Bachelor's degr + 5 yr of exp
Work with KDB+ development
Q programming language
time-series data and real-time data processing
Linux/Unix environments
shell scripting

Job Responsibility

Design, develop, and maintain high-performance time-series databases and applications using KDB+ and the Q programming language
Work with data analysts, quantitative analysts, and other developers to implement efficient data solutions that support business objectives
Design, develop, and maintain KDB+ databases and Q scripts to support real-time and historical data processing and analytics across different asset classes, including FX, futures, global equities, and central liquidity book

Fulltime

Senior Quantitative Developer (Python)

Are you curious and ready to take on a new career challenge? Are you eager to jo...

Location

Italy , Bologna

Salary:

Not provided

Prometeia

Expiration Date

Until further notice

Requirements

Degree in a scientific field (mathematics, statistics, physics, engineering, computer science, quantitative economics, or related fields)
Advanced Python in a scientific computing context
Strong command of pandas and numpy
Solid experience with Jupyter (reproducible notebooks, debugging, structuring, profiling)
Best practices for libraries: API design, modularity, refactoring, and code review
Testing with pytest (or equivalent) and a regression-proof mindset
Git and PR-based workflows
Environment and dependency management without conda (e.g., venv + pip / poetry / pip-tools)

Job Responsibility

Development of libraries (stable APIs) for quantitative calculations and data transformations in risk/climate/credit contexts
Implementation of analytical pipelines on datasets (mainly using pandas/numpy), with attention to: numerical correctness
handling of edge cases and missing/outlier data
performance (vectorization, profiling, targeted optimizations)
reproducibility (versioning, parameterization, consistent environments)
Advanced use of Jupyter for research/validation and conversion of prototypes into reusable, production-grade modules
Definition and maintenance of tests (unit, integration, regression) and numerical benchmarks
Contribution to build and CI processes (quality gates, linting/formatting, automated testing, packaging/release)
Collaboration with quantitative stakeholders and, when needed, support in technical communications with teams and clients

What we offer

Compensation, consisting of a fixed and a variable component
Welfare Plan
Benefits, which include all the initiatives undertaken for the well-being of our people
Smart working
People Program
Ongoing training
Win/Win Policy (financial bonus for recommending a person who is later recruited)
Phygital Management
Community
Diversity & Inclusion

Senior Quantitative Developer

As a Senior Quantitative Developer on the Options Market Taking Development team...

Location

United States , Bala Cynwyd (Philadelphia Area), Pennsylvania

Salary:

Not provided

Susquehanna International Group

Expiration Date

Until further notice

Requirements

At least 4+ years of programming experience in C#, with a deep understanding of high-throughput and systems-level performance is required
Background in developing performance-critical systems that integrate tightly with hardware, such as FPGAs, is a plus
Python/Pandas experience is a plus
Comfortable working in a fast-paced, collaborative environment with traders, researchers, and other developers to iterate quickly on ideas
Minimum of a Bachelor’s degree in Computer Science, Computer Engineering, Electrical Engineering, Physics, or a related technical field

Job Responsibility

Design and implement high-performance trading algorithms and contribute to the evolution of our low-latency trading infrastructure for electronic options trading
Collaborate with quantitative researchers and traders to iterate on execution logic, signal integration, and market interaction models
Drive experimentation frameworks that allow for rapid testing of execution hypotheses, including microstructure-aware tactics, order placement logic, and adaptive strategies
Tap into tens of petabytes of raw and well prepped full tick market data, strategy decisions, fundamentals, and many other data sources to understand market dynamics and find new signals
Work on hybrid systems that combine software algorithms with hardware acceleration like FPGAs

What we offer

Susquehanna offers a wide array of employee perks & benefits

C++ Quantitative Developer

We are hiring talented engineers to join our elite Strategy Development team. Th...

Location

United States , New York

Salary:

175000.00 - 225000.00 USD / Year

Susquehanna International Group

Expiration Date

Until further notice

Requirements

3+ years of progressive industry experience developing performance sensitive code in C++
Expertise in C++ is required
Experience with distributed systems and microservice architecture
Strong numerical programming or HPC experience
Minimum of a Bachelor's degree in Computer Science, Mathematics or closely related discipline (Ideally MS or PhD)

Job Responsibility

Enhance alpha generation and improve our strategy and research infrastructure
Tap into tens of petabytes of raw and well-prepped full tick market data, strategy decisions, fundamentals, and many other data sources to understand market dynamics and find new signals
Take advantage of rapid turnaround cycles, where you’ll see the efforts of strategy ideas implemented into production quickly

What we offer

discretionary bonus

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Quantitative Data Developer

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