Susquehanna International Group
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Quantitative Systematic Trader – PhD Hire – NY/Philadelphia area Susquehanna International Group in United States
Degree Level
PhD, Postdoc
Field of study
Computer Science
Funding
Annual base pay of $300,000; visa sponsorship is available.
Deadline
Apr 14, 2027
Country
United States
University
Susquehanna International Group
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About this position
Susquehanna International Group is hiring a quantitative systematic trader within its Quantitative Research team for the New York/Philadelphia area. The role sits close to live markets and focuses on building and refining fully automated trading strategies that combine quantitative research with trading intuition.
The work spans signal generation, execution, market microstructure, portfolio construction, risk management, simulation, and large-scale data analysis. The position is designed for someone who can turn research ideas into live trading performance, monitor strategy behavior in real time, and use market feedback to improve profitability and execution efficiency.
You will work with Susquehanna’s proprietary datasets and large-scale computing infrastructure, including a rapidly growing GPU cluster, to support computationally intensive research, simulation, and rapid experimentation. The team environment is small, collaborative, and evidence-driven, with open discussion of ideas and a strong emphasis on practical impact.
The role blends research and trading, with responsibilities that include applying probabilistic and statistical methods, using machine learning to interpret market behavior, and collaborating with researchers and technologists on execution-engine components. Susquehanna describes the role as one where promising research can move quickly into production and live market deployment.
The post also notes a structured education program and personalized mentorship from senior professionals as part of the working environment.
Funding details
Annual base pay of $300,000; visa sponsorship is available.
What's required
A PhD graduating by Summer 2027 or postdoctoral experience in computer science, economics, electrical engineering, mathematics, operations research, physics, statistics, or another highly quantitative discipline. Applicants should have a strong foundation in probability, statistics, optimization, numerical methods, or quantitative modeling, experience developing research code in Python and working with large datasets, and C++, scientific computing, or high-performance computing is a plus. Strong problem-solving, communication, collaboration, curiosity, competitive drive, and a strong interest in trading and market microstructure are expected.
How to apply
Apply through the MathJobs posting at the provided application link. Applying to this role automatically considers you for the Quantitative Researcher position as well. No separate application is needed for both roles.
Make your next move.
Prepare your application
Review drafts and confirm requirements with the university.
Make your next move.
Prepare your application
Review drafts and confirm requirements with the university.