Quantitative Researcher PhD 2027

At Susquehanna quantitative researchers tackle challenging data and algorithmic problems that inform decision-making in global financial markets. Their work spans statistical inference optimization market microstructure simulation forecasting and large-scale data analysis drawing on a broad quantitative toolkit to develop new insights and approaches

As a Quantitative Researcher youll blend strong research capabilities with a deep understanding of trading to design validate backtest and implement statistical and advanced machine learning models. Your work will span large-scale data analysis alpha signal research and strategy performance enhancement. While there is some overlap with the Quantitative Systematic Trader role quantitative researchers typically focus more on model development robustness and long-term reliability.

Youll have access to Susquehannas extensive proprietary datasets and large-scale computing infrastructureincluding a rapidly growing cluster of thousands of high-end GPUssupport computationally intensive research large-scale simulation and rapid experimentation. Researchers work in small highly collaborative teams where ideas are debated openly evidence guides decisions and promising research can quickly produce practical impact.

What You Can Expect

• Modelling: Apply probability theory statistical analysis and machine learning techniques to build robust models and generate alphas
• Execution: Propose improvements to existing strategies and optimize how they perform in production
• Evaluation: Backtest ideas using historical market data and large-scale research clusters
• Education: Participate in a comprehensive education program and receive personalized mentorship from senior professionals to accelerate your growth
• Collaboration: Work in an open environment where youll collaborate with systematic traders and technologists to push strategies into production

Were looking for intellectually curious researchers who are energized by difficult quantitative problems and motivated by rigorous experimentation.

You may be a strong fit if you have:

• A PhD graduating by Summer 2027 or postdoctoral experience in computer science economics electrical engineering mathematics operations research physics statistics or another highly quantitative discipline
• A strong foundation in probability statistics optimization numerical methods or quantitative modeling
• Experience developing research code in Python and working with large datasets; experience with C scientific computing or high-performance computing is a plus
• Excellent problem-solving skills and an interest in using quantitative models to understand complex systems
• Strong communication skills and an interest in collaborating with researchers engineers and traders to refine ideas through discussion and experimentation
• A track record of intellectual curiosity demonstrated through research competitions strategic games or other analytical pursuits
• The ability to thrive in an environment that values creativity evidence-based thinking and continuous learning

Visa sponsorship is available for this position.

By applying to this role you will be automatically considered for the Quantitative Systematic Trader position. There is no need to apply to both positions to be considered for both.

Opportunities as a Quantitative Researcher and as a Quantitative Systematic Trader will be available in our Philadelphia and New York offices.

The annual base pay for this role is $300000. Susquehanna considers factors such as scope and responsibilities of the position work experience education/training key skills as well as market and organizational considerations when extending an offer.

About Susquehanna

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.

#LI-CR1

#LI-Onsite