Quant Researcher | Options Pricing | Experienced Hire

OverviewWe 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. You will work closely with traders, quantitative developers, and researchers to design robust, efficient models and tools that directly influence our options trading strategies.What you'll doDevelop and refine options pricing libraries used across multiple options trading teamsEvaluate and improve option valuation logic within Susquehanna's algorithmic trading frameworkBuild tools that support pricing under different scenarios, regimes, and market structuresInvestigate model performance drivers and propose enhancements that improve accuracy, stability, and predictabilityEnsure models are reliable, maintainable, and aligned with the performance needs of Susquehanna's trading systemsPartner closely with other quants and traders to clarify use-cases, understand trading implications, and incorporate feedbackWhat we're looking for3+ years of industry experience in a quantitative research or modeling roleStrong understanding of options pricing principles and option valuation under different modeling assumptionsStrong programming skills in C++, with the ability and willingness to work in Python and related statistical packagesDemonstrated experience turning theoretical models into robust, practical tools used in live trading environmentsClear communicator with the ability to collaborate across research, trading, and engineering teamsWhat we offerA collaborative, non-hierarchical environment where ideas drive impactAccess to industry-leading technology and resources from one of the largest proprietary trading firmsExtensive training and mentorship programs led by top performersOpportunities to work on complex technical challenges with immediate influence on trading decisionsA balanced culture that values intellectual rigor and work-life harmonyAbout SusquehannaSusquehanna 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.If you're a recruiting agency and want to partner with us, please reach out to recruiting@sig.com. Any resume or referral submitted in the absence of a signed agreement will not be eligible for an agency fee.LI-DT1LI-Onsite