Susquehanna is looking to solve complex problems in quantitative finance and trading by applying machine learning, probability theory, statistical analysis, and advanced quantitative research to vast datasets.
Requirements
- Masters in quantitative fields such as Mathematics, Physics, Statistics, Electrical Engineering, Computer Science, Operations Research, or Economics
- Programmers comfortable processing and analyzing large data sets in Python
- Experience with C++ (or another low-level language) is a plus
- Analytical problem-solvers with excellent logical reasoning and a passion for turning data into decisions
- Strategic thinkers with demonstrated interests in strategic games and/or competitive activities
- Self-motivated and quick to learn, thriving in dynamic, fast-moving environment
- Clear communicators in a fast-paced and highly collaborative 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
- 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
- Build alphas on an actual trading strategy
- Participate in a comprehensive education program and receive personalized mentorship from experienced professionals to accelerate your growth
Other
- Masters (in penultimate or final year)
- Clear communicators in a fast-paced and highly collaborative environment
- Self-motivated and quick to learn, thriving in dynamic, fast-moving environment
- Collaboration with multiple teams
- Travel to Philadelphia and New York offices may be required
