Susquehanna International Group is looking to solve quantitative finance problems by modeling market behavior and generating alphas
Requirements
- PhDs (in penultimate or final year) 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
- 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
Responsibilities
- Modelling: Apply probability theory, statistical analysis, and machine learning techniques to predict market behavior and generate alphas
- Execution: Create strategies to execute on modelling ideas under simulated competition
- Evaluation: Backtest ideas using historical market data and revise strategies
- Breadth: Explore all aspects of quant work and different areas of Susquehanna's business
- Education: Participate in a comprehensive education program and receive personalized mentorship from experienced professionals to accelerate your growth
- Collaboration: Work in an open environment that allows you to collaborate with multiple teams and get exposure to different groups and parts of the business
Other
- Clear communicators in a fast-paced and highly collaborative environment
- PhD degree requirement
- Ability to work in a dynamic, fast-moving environment
- Ability to collaborate with multiple teams
- Signing bonus, housing, breakfast and lunch, and other perks will be provided
