The Quant Core Data team is looking for an engineer with significant Python experience who has a deep appreciation for performance and scalability to help build data flows used globally by our Quant Researchers & Strategists.
In this role, you will:
About Susquehanna
Susquehanna is a global quantitative trading firm powered by scientific rigor, curiosity, and innovation. Our culture is intellectually driven and highly collaborative, bringing together researchers, engineers, and traders to design and deploy impactful strategies in our systematic trading environment. To meet the unique challenges of global markets, Susquehanna applies machine learning and advanced quantitative research to vast datasets in order to uncover actionable insights and build effective strategies. By uniting deep market expertise with cutting-edge technology, we excel in solving complex problems and pushing boundaries together.
What we do
We are experts in trading essentially all listed financial products and asset classes, with a focus on derivatives trading. Through market making and market taking, we handle millions of trading transactions around the world every day, providing liquidity and ensuring competitive prices for buyers and sellers. While our presence in the market is broad, our trading desks are highly specialized, allowing for a deep understanding of unique drivers of each asset class.
If you're a recruiting agency and want to partner with us, please reach out to [email protected]. Any resume or referral submitted in the absence of a signed agreement will not be eligible for an agency fee.
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Job details are sourced from the employer's original posting.
Open job postingAbout the company
Susquehanna International Group, LLP is a quantitative trading firm that engages in proprietary trading and market making.