Quantitative Developer - Backtesting And Research Computing

Susquehanna International Group, LLP Bala Cynwyd , PA 19004

Posted 2 weeks ago

Overview

Susquehanna International Group (SIG) is a 30 year-old privately held trading firm located just outside of Philadelphia, PA. We're currently seeking a Quantitative Developer for our Backtesting and Research Computing group. As a member of the team, you will work with quantitative analysts, trading system technologists and traders to build tools that analyze data which will have a direct impact in optimizing trading behavior and results.

In this role, you will

  • Research, design, develop and improve systems used in backtesting and data analysis for automated option trading strategies

  • Work with quantitative analysts, trading technologists and traders to build both ad-hoc and systematic tools and data which help in optimizing trading behavior and results

  • Work with infrastructure developers to scale computations for high throughput

What we're looking for

  • Bachelor's degree in Computer Science, Engineering, Mathematics or related discipline or its foreign equivalent; advanced degree is preferred

  • 5 years of professional experience developing software and data systems, or advanced graduate work

  • Fluency in at least one low level language (C++, C#, Java) and one higher level language (Python, Lisp, Matlab, Julia)

  • Strong understanding of data structures and algorithms, and operating systems concepts

  • Facility working with large object-oriented code bases, using multiple languages and tools

  • Experience building large scale data transformation pipelines

  • Enthusiasm for working with data, especially large sets of data, automating operations. Good aesthetics for cleanliness and correctness in data

  • Experience in Linux shell environment and with text processing tool chains, Windows development platform experience a plus

  • Experience with some higher level data analysis/manipulations languages/tools (R, Pandas, Julia)

  • Excellent analytical and communication skills

  • An interest in large scale computing problems and solutions, and understanding of performance trade-offs is plus

  • Experience in a data or compute intensive area required

SIG is not accepting unsolicited resumes from search firms. All resumes submitted by search firms to any employee at SIG via-email, the Internet or directly without a valid written search agreement will be deemed the sole property of SIG, and no fee will be paid in the event the candidate is hired by SIG.


icon no score

See how you match
to the job

Find your dream job anywhere
with the LiveCareer app.
Mobile App Icon
Download the
LiveCareer app and find
your dream job anywhere
App Store Icon Google Play Icon
lc_ad

Boost your job search productivity with our
free Chrome Extension!

lc_apply_tool GET EXTENSION

Similar Jobs

Want to see jobs matched to your resume? Upload One Now! Remove
Systems Engineer Data Analytics Platform

Susquehanna International Group, LLP

Posted 2 months ago

VIEW JOBS 2/25/2020 12:00:00 AM 2020-05-25T00:00 Overview Susquehanna International Group (SIG) is a 30 year-old privately held trading firm located just outside of Philadelphia, PA. Building virtually all of our own trading technology from scratch, we are leaders and innovators in high performance trading. SIG is seeking a Scientific Programmer to develop and productionize tools for scaling up and out the processing of petabytes of data on a cluster with thousands of cores. In this role, you will be part of a team responsible for managing the data pipeline and the tools for generating rich data sets used by Equity, Futures, and Options strategies. This person will be building tools used in the analysis of all data and signal feeds to aid in backtesting of strategies and new signal discovery. This is a highly visible team that works with traders and quantitative research strategists to provide key information used in trading. In this role, you will: * Build and maintain tools for data analysis and the data processing pipeline, including numerical algorithms and dependency-based scheduling and monitoring * Write performant code to optimize components across the data generation and data access pipeline * Work with historical tick-by-tick data for US Equities, Futures, and Options markets to build in-house high performance analytics and simulation platforms What we're looking for * MS or Ph.D. in Computer Science or another Applied Sciences / STEM discipline (or its foreign equivalent), plus experience in numerical analysis and programming. * 5+ years of professional experience writing code in systems programming languages like C, C++, or Rust, AND 2+ years of professional experience with Python. * Experience writing Python and/or Numpy C extensions is a plus, particularly so if using libraries such as pybind11 or boost::python. * Deep experience with NumPy and SciPy scientific computing packages required. * Enthusiasm for working with data, especially large sets of data. Strong aesthetics for cleanliness and correctness in data. Want to contact us directly? Chris Gomes Chris.Gomes@SIG.com We don't post salary ranges externally so any salary estimate you see listed here was not provided by SIG and may not be accurate. SIG is not accepting unsolicited resumes from search firms. All resumes submitted by search firms to any employee at SIG via-email, the Internet or directly without a valid written search agreement will be deemed the sole property of SIG, and no fee will be paid in the event the candidate is hired by SIG. Susquehanna International Group, LLP Bala Cynwyd PA

Quantitative Developer - Backtesting And Research Computing

Susquehanna International Group, LLP