Quantitative Data Developer – PhD 2026

The Quant Core Data team is a new fast-growing group of developers in the Quant Engineering & Data group. We produce the data for studies done by Quantitative Researchers & Strategists to steadily improve trading behavior and strategies. Primarily based in Philadelphia we also build data flows globally for our offices in Sydney & Dublin.

We are looking for a Python Developer to join our Quant Core Data this role you will work to grow and scale our historical data framework which is critical to our strategy development process. You will also develop internal tools to enhance our ability to create analyze and visualize data. Additionally you will build and maintain backtesting simulation systems that drive innovation and continuous improvement of our trading strategies.

If you hate being bogged down by slow deployment cycles and enjoy working with users who understand the technology that you build we encourage you to apply!

In this role you will:

• Design develop and scale our data framework with an eye for efficiency and robustness

• Build packages used exclusively by expert users to evolve our signal generation technology

• Have greenfield development opportunities to optimize existing tooling from scratch

• PhDs graduating by Summer 2026 or postdocs in quantitative fields such as Mathematics Physics Statistics Electrical Engineering Computer Science Operations Research or Economics
• Experience in Python developing software with strict performance requirements
• A deep appreciation for performance and benchmarking. Experience in large scale computing problems and performance trade-offs.
• Strong systems fundamentals (virtual memory numa io networking etc.)
• Deep Linux knowledge and strong systems fundaments
• Experience in Python data analysis and/or low level Python
• Strong understanding of data structures and algorithms
• Enthusiasm for working with data especially large sets of data. Good aesthetics for cleanliness and correctness in data.
• Bachelors degree in Computer Science Engineering Mathematics or related discipline or its foreign equivalent; advanced degree is preferred

Nice to Have:

• Experience in HFT environment

About Susquehanna

Susquehanna 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.

What we do

We are experts in trading essentially all listed financial products and asset classes with a focus on derivatives trading. Through market making and market taking we handle millions of trading transactions around the world every day providing liquidity and ensuring competitive prices for buyers and sellers. While our presence in the market is broad our trading desks are highly specialized allowing for a deep understanding of unique drivers of each asset class.

If youre a recruiting agency and want to partner with us please reach out to Any resume or referral submitted in the absence of a signed agreement will not be eligible for an agency fee.