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SIGBala Cynwyd, PAGraduateClosed
Quant Researcher | Options Pricing
Join Susquehanna International Group as a Quantitative Researcher focused on options pricing. Ideal for PhD or postdoctoral candidates in applied mathematics or related fields, this role involves developing pricing models and collaborating with traders and engineers in a dynamic trading environment.
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Role Responsibilities
- Develop and refine options pricing models using mathematical and numerical methods.
- Translate theoretical concepts into algorithms for valuation and scenario analysis.
- Analyze pricing model behavior under various market conditions.
- Collaborate with traders and quants to understand pricing impact on trading and risk.
- Engage in a collaborative research culture with rapid idea testing and feedback.
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Candidate Requirements
- PhD in Applied Mathematics, Physics, Engineering, Computer Science, or related field.
- Strong background in numerical methods like PDE solvers, Monte Carlo, and optimization.
- Proficient in C++ programming; willing to use Python and statistical packages.
- Ability to convert mathematical ideas into clean, reliable algorithms.
- Curious about financial markets and eager to apply quantitative methods practically.
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What to Expect
- Collaborative, non-hierarchical environment focused on impactful ideas.
- Access to industry-leading technology at a major proprietary trading firm.
- Extensive training and mentorship from top performers.
- Opportunities to tackle complex technical challenges influencing trading.
- Balanced culture valuing intellectual rigor and work-life harmony.