Quantitative Developer | C++ |Options Pricing | Experienced Hire
Susquehanna International Group1 month ago
Responsibilities
- Collaborate with quantitative researchers to understand pricing logic and implement models in C++.
- Translate complex mathematical models into software applications.
- Develop and optimize options pricing applications in a performance-demanding environment handling large-scale data.
- Integrate pricing systems with existing trading infrastructure and data systems.
- Ensure seamless data flow and interoperability across systems in a low-latency trading environment.
Requirements
- At least 5 years of software development experience in C++.
- Hands-on experience with numerical optimization methods for model calibration and tuning.
- Ability to understand and implement complex mathematical models.
- Strong problem-solving and communication skills.
- Bachelor's degree in computer science, mathematics, or a related STEM field.
- Familiarity with financial concepts and instruments related to quantitative trading, pricing, or valuation is preferred.
- Previous options trading experience is preferred.
- Experience with Python, notebooks, and data analysis is preferred.
About Susquehanna International Group
Susquehanna International Group (SIG) is a privately held quantitative trading firm and global market maker that uses proprietary technology and research to trade equities, options, ETFs, fixed income, and other derivatives. It earns revenue from proprietary trading and providing market liquidity, and also operates institutional sales & research and venture capital/private equity businesses. Founded in 1987 and headquartered in Bala Cynwyd, Pennsylvania, SIG has offices across North America, Europe, and Asia.