Quantitative Researcher - PhD: 2027

About the role

Susquehanna seeks a quantitative researcher to develop, validate, backtest, and implement statistical and machine-learning models for global financial markets. The role covers alpha research, large-scale data analysis, simulation, forecasting, and strategy improvement, with access to proprietary datasets and substantial computing infrastructure. Researchers collaborate with traders and technologists in small, evidence-driven teams.

Responsibilities

• Apply probability, statistics, optimization, and machine learning to build robust models and generate alpha signals.
• Propose improvements to existing strategies and optimize their performance in production.
• Backtest research ideas using historical market data and large-scale computing clusters.
• Conduct large-scale data analysis, simulation, forecasting, and quantitative research for systematic trading.
• Collaborate with systematic traders and technologists to develop and move strategies into production.

Development and Resources

• Participate in a comprehensive education program designed to accelerate quantitative research development.
• Receive personalized mentorship from senior professionals.
• Use proprietary datasets and large-scale computing infrastructure for intensive research and experimentation.
• Work in small, collaborative teams where ideas are evaluated through discussion and evidence.

Requirements

• PhD graduating by Summer 2027, or postdoctoral experience, in a highly quantitative discipline.
• Relevant disciplines include computer science, economics, electrical engineering, mathematics, operations research, physics, or statistics.
• Strong foundation in probability, statistics, optimization, numerical methods, or quantitative modeling.
• Experience developing research code in Python and working with large datasets.
• Excellent problem-solving, communication, and collaboration skills, with interest in understanding complex systems.
• Demonstrated intellectual curiosity through research, competitions, strategic games, or other analytical pursuits.

Additional Information

• Experience with C++, scientific computing, or high-performance computing is advantageous.
• Visa sponsorship is available for this position.
• Applicants are automatically considered for the Quantitative Systematic Trader position without submitting a separate application.
• The role values creativity, evidence-based thinking, continuous learning, and rigorous experimentation.