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Python Developer- Quant Core Data | Experienced Hire

  • Job type Posted on: Jul 14, 2026
  • Experience level Susquehanna International Group
  • Employment type Bala Cynwyd, Pennsylvania
  • Employment type Onsite
  • Salary Full-time

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Job Title :

Python Developer- Quant Core Data | Experienced Hire

Job Type :

Full-time

Job Location :

Bala Cynwyd Pennsylvania United States

Remote :

No

Jobcon Logo Job Description :

Overview Join our Quant Core Data team to translate mathematical trading logic into high-performance code, and build and scale the data and backtesting infrastructure used by quantitative researchers and strategists. Our team produces data for studies to steadily improve trading behavior and strategies. In This Role, You Will Translate mathematical trading logic into high-performance, optimized code Build and maintain backtesting systems that simulate strategy behavior in production Design and scale our historical data framework for efficiency and robustness Build internal tools to create, analyze, and visualize large datasets Build packages used by expert researchers to evolve our signal generation technology What We're Looking For PhD (graduating by Summer 2026) or postdoc in a quantitative field (e.g., Math, Physics, Statistics, EE, CS, Operations Research, Economics) Experience writing high-performance Python (Cython, pybind11, numba, or similar) and optimizing hot code paths Strong Python data analysis skills (polars/pandas) for large datasets Enthusiasm for data at scale, with strong attention to cleanliness and correctness Comfort translating ambiguous research requirements into robust engineering solutions About Susquehanna Susquehanna is a global quantitative trading firm powered by scientific rigor, curiosity, and innovation. Our culture is intellectually driven and highly collaborative, bringing together researchers, engineers, and traders to design and deploy impactful strategies in our systematic trading environment. To meet the unique challenges of global markets, Susquehanna applies machine learning and advanced quantitative research to vast datasets in order to uncover actionable insights and build effective strategies. By uniting deep market expertise with cutting-edge technology, we excel in solving complex problems and pushing boundaries together. What We Do We are experts in trading essentially all listed financial products and asset classes, with a focus on derivatives trading. Through market making and market taking, we handle millions of trading transactions around the world every day, providing liquidity and ensuring competitive prices for buyers and sellers. While our presence in the market is broad, our trading desks are highly specialized, allowing for a deep understanding of unique drivers of each asset class. #J-18808-Ljbffr

Jobcon Logo Position Details

Posted:

Jul 14, 2026

Reference Number:

14660_A7A1EB550961F3CFC79D171B51C0FEAC

Employment:

Full-time

Salary:

Not Available

City:

Bala Cynwyd

Job Origin:

APPCAST_CPC

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Overview Join our Quant Core Data team to translate mathematical trading logic into high-performance code, and build and scale the data and backtesting infrastructure used by quantitative researchers and strategists. Our team produces data for studies to steadily improve trading behavior and strategies. In This Role, You Will Translate mathematical trading logic into high-performance, optimized code Build and maintain backtesting systems that simulate strategy behavior in production Design and scale our historical data framework for efficiency and robustness Build internal tools to create, analyze, and visualize large datasets Build packages used by expert researchers to evolve our signal generation technology What We're Looking For PhD (graduating by Summer 2026) or postdoc in a quantitative field (e.g., Math, Physics, Statistics, EE, CS, Operations Research, Economics) Experience writing high-performance Python (Cython, pybind11, numba, or similar) and optimizing hot code paths Strong Python data analysis skills (polars/pandas) for large datasets Enthusiasm for data at scale, with strong attention to cleanliness and correctness Comfort translating ambiguous research requirements into robust engineering solutions About Susquehanna Susquehanna is a global quantitative trading firm powered by scientific rigor, curiosity, and innovation. Our culture is intellectually driven and highly collaborative, bringing together researchers, engineers, and traders to design and deploy impactful strategies in our systematic trading environment. To meet the unique challenges of global markets, Susquehanna applies machine learning and advanced quantitative research to vast datasets in order to uncover actionable insights and build effective strategies. By uniting deep market expertise with cutting-edge technology, we excel in solving complex problems and pushing boundaries together. What We Do We are experts in trading essentially all listed financial products and asset classes, with a focus on derivatives trading. Through market making and market taking, we handle millions of trading transactions around the world every day, providing liquidity and ensuring competitive prices for buyers and sellers. While our presence in the market is broad, our trading desks are highly specialized, allowing for a deep understanding of unique drivers of each asset class. #J-18808-Ljbffr

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