Quant Researcher | Options Pricing

Susquehanna International Group is seeking a Quantitative Researcher with strong academic research experience to join their options pricing team. The ideal candidate combines strong theoretical foundations with a practical, impact-driven mindset and is able to apply their expertise to practical options pricing models used in real-world trading.

Requirements

• PhD in Applied Mathematics, Physics, Engineering, Computer Science, or a related field
• Strong background in numerical methods such as PDE solvers, discretization schemes, Monte Carlo, optimization, or related computational tools
• Strong programming skills in C++, with the ability and willingness to work in Python and related statistical packages
• Ability to translate mathematical ideas into clean, reliable algorithms
• Curiosity about financial markets and enthusiasm for applying rigorous quantitative methods to practical problems

Benefits

• Collaborative, non-hierarchical environment
• 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