JOB DESCRIPTION

Scientific Programmer
Location:Philadelphia Area

Overview

Susquehanna International Group (SIG) is a 30 year-old privately held trading firm located just outside of Philadelphia, PA. Building virtually all of our own trading technology from scratch, we are leaders and innovators in high performance trading.

 

SIG is seeking a Scientific Programmer to work with petabytes of historical market data on a cluster with thousands of cores. In this role, you will be working on a team responsible for managing the data pipeline in generating rich data sets used by Equity and Futures strategies. This person will be building tools that analyze all data and signal feeds. This is a highly visible team that works with traders and quantitative research strategists to provide key information used in trading.  

 

As a member of this team, you will:

  • Work with historical tick-by-tick data for US Equities, Futures, and Options markets to build in-house high performance analytics and simulation platforms
  • Write performant code to optimize components across the data generation and data access pipeline
  • Generate reference/derived data used by trading strategies
  • Provide tools for data processing pipeline including dependency based scheduling and monitoring

What we're looking for
  • MS or PHD in the Applied Sciences or related discipline or its foreign equivalent plus experience in numerical analysis and programming
  • Fluency in C++ and Python is preferred 
  • Experience with NumPy and SciPi scientific computing packages
  • Enthusiasm for working with data, especially large sets of data. Strong aesthetics for cleanliness and correctness in data
  • Visa sponsorship is available for this position

Want to contact the recruiter directly?

 

Mike Pachella

mike.pachella@sig.com

 

We don’t post salary ranges externally so any salary estimate you see listed here was not provided by SIG and may not be accurate.

 

SIG is not accepting unsolicited resumes from search firms. All resumes submitted by search firms to any employee at SIG via-email, the Internet or directly without a valid written search agreement will be deemed the sole property of SIG, and no fee will be paid in the event the candidate is hired by SIG.

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