C++ Quantitative Developer | Trading Strategies | Experienced Hire

Overview We are hiring talented engineers to join our elite Strategy Development team. This is a computationally intensive role that will allow you to utilize both your data analysis and technology skills. As a part of this team you will be on the front lines of the business iterating with quants and traders to enhance, refine, and evolve strategies. We’re looking for someone who has experience with highly performance-sensitive code. This is a great opportunity to work in a non-siloed, collaborative meritocracy on challenging problems with other scientists and engineers who have an impressive record both academically and in the workplace. What You’ll Do Enhance alpha generation and improve our strategy and research infrastructure. Tap into tens of petabytes of raw and well-prepped full tick market data, strategy decisions, fundamentals, and many other data sources to understand market dynamics and find new signals Take advantage of rapid turnaround cycles, where you’ll see the efforts of strategy ideas implemented into production quickly What we’re looking for 3+ years of progressive industry experience developing performance sensitive code in C++ Expertise in C++ is required Experience with distributed systems and microservice architecture Strong numerical programming or HPC experience Prior experience working with C# or Python is a plus Prior experience leading a team or driving architecture decisions preferred Minimum of a Bachelor's degree in Computer Science, Mathematics or closely related discipline (Ideally MS or PhD) Benefits The annual base pay range for this role is $175,000 - $225,000 + discretionary bonus + benefits. 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. #J-18808-Ljbffr Susquehanna International Group, LLP