Quant Researcher | Options Pricing | Experienced Hire

We are looking for an experienced Quantitative Researcher to advance our options pricing capabilities across multiple trading teams. This role is focused on pricing model development and evaluation, enhancing how Susquehanna measures option value, scenario behavior, algorithmic execution considerations, and pricing consistency across markets.

Requirements

• Develop and refine options pricing libraries used across multiple options trading teams
• Evaluate and improve option valuation logic within Susquehanna’s algorithmic trading framework
• Build tools that support pricing under different scenarios, regimes, and market structures
• Investigate model performance drivers and propose enhancements that improve accuracy, stability, and predictability
• Ensure models are reliable, maintainable, and aligned with the performance needs of Susquehanna’s trading systems
• Partner closely with other quants and traders to clarify use‐cases, understand trading implications, and incorporate feedback

Benefits

• Collaborative, non-hierarchical environment where ideas drive impact
• Access to industry-leading technology and resources
• Extensive training and mentorship programs
• Opportunities to work on complex technical challenges with immediate influence on trading decisions
• A balanced culture that values intellectual rigor and work-life harmony