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As a Quantitative Researcher at Susquehanna, you’ll blend strong research capabilities with a deep understanding of trading to design, validate, backtest, and implement statistical and advanced machine learning models. Your work will span a range of initiatives, including large-scale data analysis, alpha signal research, and strategy performance enhancement.
Job Responsibility:
Apply probability theory, statistical analysis, and machine learning techniques to build robust models and generate alphas
Propose improvements or optimize existing strategies
Backtest ideas using historical market data and large research clusters
Participate in a comprehensive education program and receive personalized mentorship from senior professionals to accelerate your growth
Work in an open environment that allows you to collaborate with systematic traders and technologists to push strategies into production
Requirements:
PhDs graduating by Summer 2026 or postdocs in quantitative fields such as Mathematics, Physics, Statistics, Electrical Engineering, Computer Science, Operations Research, or Economics
Analytical problem-solvers with excellent logical reasoning and a passion for turning data into decisions
Clear communicators in a fast-paced and highly collaborative environment
Programmers comfortable processing and analyzing large data sets in Python
experience with C++ (or another low-level language) is a plus
Strategic thinkers with demonstrated interests in strategic games and/or competitive activities
Self-motivated and quick to learn, thriving in dynamic, fast-moving environment
Nice to have:
experience with C++ (or another low-level language)