Quant Researcher | Options Pricing
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Job Location:
Bala Cynwyd, PA - USA
Monthly Salary:
Not Disclosed
Posted on:
30+ days ago
Vacancies:
1 Vacancy
Job Summary
Overview
We are seeking a Quantitative Researcher with strong academic research experience to join our options pricing team. This role is ideal for candidates coming from PhD or postdoctoral backgrounds in applied mathematics computational science numerical analysis or related areas who want to apply their expertise to practical options pricing models used in realworld trading. Prior industry experience is not required - what matters is strong mathematical maturity computational skill and interest in financial applications.
You will work closely with traders and engineers in an environment that values scientific thinking clean implementation and rapid iteration. The ideal candidate combines strong theoretical foundations with a practical impactdriven mindset.
What youll do
- Develop and refine options pricing models using sound mathematical reasoning and numerical methods
- Translate theoretical ideas into algorithms that support valuation scenario analysis and optionspecific decision logic
- Explore the behavior of pricing models under various market scenarios ensuring robustness and consistency
- Work closely with traders and experienced quants to understand how pricing influences trading and risk decisions
- Engage with Susquehannas collaborative research culture where ideas are tested quickly and feedback is immediate
- Gain exposure to realworld data trading environments and algorithmic considerations.
What were looking for
- 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
What we offer
- A collaborative non-hierarchical environment where ideas drive impact
- Access to industry-leading technology and resources from one of the largest proprietary trading firms
- Extensive training and mentorship programs led by top performers
- Opportunities to work on complex technical challenges with immediate influence on trading decisions
- A balanced culture that values intellectual rigor and work-life harmony
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.
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.
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Required Experience:
IC
Key Skills
About Company
Discover Susquehanna, a global quantitative trading firm built on a rigorous, analytical foundation in financial markets.
